NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 25-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
97.26 |
96.94 |
-0.32 |
-0.3% |
103.59 |
High |
98.86 |
99.08 |
0.22 |
0.2% |
105.00 |
Low |
96.95 |
96.81 |
-0.14 |
-0.1% |
95.83 |
Close |
97.74 |
98.67 |
0.93 |
1.0% |
98.14 |
Range |
1.91 |
2.27 |
0.36 |
18.8% |
9.17 |
ATR |
2.99 |
2.94 |
-0.05 |
-1.7% |
0.00 |
Volume |
28,638 |
10,341 |
-18,297 |
-63.9% |
106,001 |
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.00 |
104.10 |
99.92 |
|
R3 |
102.73 |
101.83 |
99.29 |
|
R2 |
100.46 |
100.46 |
99.09 |
|
R1 |
99.56 |
99.56 |
98.88 |
100.01 |
PP |
98.19 |
98.19 |
98.19 |
98.41 |
S1 |
97.29 |
97.29 |
98.46 |
97.74 |
S2 |
95.92 |
95.92 |
98.25 |
|
S3 |
93.65 |
95.02 |
98.05 |
|
S4 |
91.38 |
92.75 |
97.42 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.17 |
121.82 |
103.18 |
|
R3 |
118.00 |
112.65 |
100.66 |
|
R2 |
108.83 |
108.83 |
99.82 |
|
R1 |
103.48 |
103.48 |
98.98 |
101.57 |
PP |
99.66 |
99.66 |
99.66 |
98.70 |
S1 |
94.31 |
94.31 |
97.30 |
92.40 |
S2 |
90.49 |
90.49 |
96.46 |
|
S3 |
81.32 |
85.14 |
95.62 |
|
S4 |
72.15 |
75.97 |
93.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.73 |
2.618 |
105.02 |
1.618 |
102.75 |
1.000 |
101.35 |
0.618 |
100.48 |
HIGH |
99.08 |
0.618 |
98.21 |
0.500 |
97.95 |
0.382 |
97.68 |
LOW |
96.81 |
0.618 |
95.41 |
1.000 |
94.54 |
1.618 |
93.14 |
2.618 |
90.87 |
4.250 |
87.16 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
98.43 |
98.27 |
PP |
98.19 |
97.86 |
S1 |
97.95 |
97.46 |
|