NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.99 |
103.14 |
1.15 |
1.1% |
99.59 |
| High |
103.50 |
104.80 |
1.30 |
1.3% |
101.38 |
| Low |
101.25 |
102.94 |
1.69 |
1.7% |
96.46 |
| Close |
103.30 |
104.28 |
0.98 |
0.9% |
100.00 |
| Range |
2.25 |
1.86 |
-0.39 |
-17.3% |
4.92 |
| ATR |
2.42 |
2.38 |
-0.04 |
-1.7% |
0.00 |
| Volume |
24,271 |
32,514 |
8,243 |
34.0% |
153,289 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.59 |
108.79 |
105.30 |
|
| R3 |
107.73 |
106.93 |
104.79 |
|
| R2 |
105.87 |
105.87 |
104.62 |
|
| R1 |
105.07 |
105.07 |
104.45 |
105.47 |
| PP |
104.01 |
104.01 |
104.01 |
104.21 |
| S1 |
103.21 |
103.21 |
104.11 |
103.61 |
| S2 |
102.15 |
102.15 |
103.94 |
|
| S3 |
100.29 |
101.35 |
103.77 |
|
| S4 |
98.43 |
99.49 |
103.26 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.04 |
111.94 |
102.71 |
|
| R3 |
109.12 |
107.02 |
101.35 |
|
| R2 |
104.20 |
104.20 |
100.90 |
|
| R1 |
102.10 |
102.10 |
100.45 |
103.15 |
| PP |
99.28 |
99.28 |
99.28 |
99.81 |
| S1 |
97.18 |
97.18 |
99.55 |
98.23 |
| S2 |
94.36 |
94.36 |
99.10 |
|
| S3 |
89.44 |
92.26 |
98.65 |
|
| S4 |
84.52 |
87.34 |
97.29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.71 |
|
2.618 |
109.67 |
|
1.618 |
107.81 |
|
1.000 |
106.66 |
|
0.618 |
105.95 |
|
HIGH |
104.80 |
|
0.618 |
104.09 |
|
0.500 |
103.87 |
|
0.382 |
103.65 |
|
LOW |
102.94 |
|
0.618 |
101.79 |
|
1.000 |
101.08 |
|
1.618 |
99.93 |
|
2.618 |
98.07 |
|
4.250 |
95.04 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.14 |
103.71 |
| PP |
104.01 |
103.13 |
| S1 |
103.87 |
102.56 |
|