NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.05 |
102.51 |
2.46 |
2.5% |
100.33 |
High |
104.02 |
103.00 |
-1.02 |
-1.0% |
104.80 |
Low |
99.71 |
98.19 |
-1.52 |
-1.5% |
98.40 |
Close |
103.83 |
98.45 |
-5.38 |
-5.2% |
103.66 |
Range |
4.31 |
4.81 |
0.50 |
11.6% |
6.40 |
ATR |
2.88 |
3.08 |
0.20 |
6.8% |
0.00 |
Volume |
30,182 |
28,754 |
-1,428 |
-4.7% |
158,830 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.31 |
111.19 |
101.10 |
|
R3 |
109.50 |
106.38 |
99.77 |
|
R2 |
104.69 |
104.69 |
99.33 |
|
R1 |
101.57 |
101.57 |
98.89 |
100.73 |
PP |
99.88 |
99.88 |
99.88 |
99.46 |
S1 |
96.76 |
96.76 |
98.01 |
95.92 |
S2 |
95.07 |
95.07 |
97.57 |
|
S3 |
90.26 |
91.95 |
97.13 |
|
S4 |
85.45 |
87.14 |
95.80 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.49 |
118.97 |
107.18 |
|
R3 |
115.09 |
112.57 |
105.42 |
|
R2 |
108.69 |
108.69 |
104.83 |
|
R1 |
106.17 |
106.17 |
104.25 |
107.43 |
PP |
102.29 |
102.29 |
102.29 |
102.92 |
S1 |
99.77 |
99.77 |
103.07 |
101.03 |
S2 |
95.89 |
95.89 |
102.49 |
|
S3 |
89.49 |
93.37 |
101.90 |
|
S4 |
83.09 |
86.97 |
100.14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.44 |
2.618 |
115.59 |
1.618 |
110.78 |
1.000 |
107.81 |
0.618 |
105.97 |
HIGH |
103.00 |
0.618 |
101.16 |
0.500 |
100.60 |
0.382 |
100.03 |
LOW |
98.19 |
0.618 |
95.22 |
1.000 |
93.38 |
1.618 |
90.41 |
2.618 |
85.60 |
4.250 |
77.75 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.60 |
101.09 |
PP |
99.88 |
100.21 |
S1 |
99.17 |
99.33 |
|