NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
103.59 |
100.05 |
-3.54 |
-3.4% |
100.33 |
| High |
105.00 |
104.02 |
-0.98 |
-0.9% |
104.80 |
| Low |
97.18 |
99.71 |
2.53 |
2.6% |
98.40 |
| Close |
99.48 |
103.83 |
4.35 |
4.4% |
103.66 |
| Range |
7.82 |
4.31 |
-3.51 |
-44.9% |
6.40 |
| ATR |
2.75 |
2.88 |
0.13 |
4.6% |
0.00 |
| Volume |
20,971 |
30,182 |
9,211 |
43.9% |
158,830 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.45 |
113.95 |
106.20 |
|
| R3 |
111.14 |
109.64 |
105.02 |
|
| R2 |
106.83 |
106.83 |
104.62 |
|
| R1 |
105.33 |
105.33 |
104.23 |
106.08 |
| PP |
102.52 |
102.52 |
102.52 |
102.90 |
| S1 |
101.02 |
101.02 |
103.43 |
101.77 |
| S2 |
98.21 |
98.21 |
103.04 |
|
| S3 |
93.90 |
96.71 |
102.64 |
|
| S4 |
89.59 |
92.40 |
101.46 |
|
|
| 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 |
122.34 |
|
2.618 |
115.30 |
|
1.618 |
110.99 |
|
1.000 |
108.33 |
|
0.618 |
106.68 |
|
HIGH |
104.02 |
|
0.618 |
102.37 |
|
0.500 |
101.87 |
|
0.382 |
101.36 |
|
LOW |
99.71 |
|
0.618 |
97.05 |
|
1.000 |
95.40 |
|
1.618 |
92.74 |
|
2.618 |
88.43 |
|
4.250 |
81.39 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.18 |
102.92 |
| PP |
102.52 |
102.00 |
| S1 |
101.87 |
101.09 |
|