NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
98.65 |
101.18 |
2.53 |
2.6% |
96.66 |
| High |
100.34 |
101.77 |
1.43 |
1.4% |
100.92 |
| Low |
98.65 |
99.88 |
1.23 |
1.2% |
96.38 |
| Close |
101.23 |
101.77 |
0.54 |
0.5% |
99.92 |
| Range |
1.69 |
1.89 |
0.20 |
11.8% |
4.54 |
| ATR |
1.84 |
1.84 |
0.00 |
0.2% |
0.00 |
| Volume |
2,542 |
5,605 |
3,063 |
120.5% |
5,337 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.81 |
106.18 |
102.81 |
|
| R3 |
104.92 |
104.29 |
102.29 |
|
| R2 |
103.03 |
103.03 |
102.12 |
|
| R1 |
102.40 |
102.40 |
101.94 |
102.72 |
| PP |
101.14 |
101.14 |
101.14 |
101.30 |
| S1 |
100.51 |
100.51 |
101.60 |
100.83 |
| S2 |
99.25 |
99.25 |
101.42 |
|
| S3 |
97.36 |
98.62 |
101.25 |
|
| S4 |
95.47 |
96.73 |
100.73 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
110.85 |
102.42 |
|
| R3 |
108.15 |
106.31 |
101.17 |
|
| R2 |
103.61 |
103.61 |
100.75 |
|
| R1 |
101.77 |
101.77 |
100.34 |
102.69 |
| PP |
99.07 |
99.07 |
99.07 |
99.54 |
| S1 |
97.23 |
97.23 |
99.50 |
98.15 |
| S2 |
94.53 |
94.53 |
99.09 |
|
| S3 |
89.99 |
92.69 |
98.67 |
|
| S4 |
85.45 |
88.15 |
97.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.80 |
|
2.618 |
106.72 |
|
1.618 |
104.83 |
|
1.000 |
103.66 |
|
0.618 |
102.94 |
|
HIGH |
101.77 |
|
0.618 |
101.05 |
|
0.500 |
100.83 |
|
0.382 |
100.60 |
|
LOW |
99.88 |
|
0.618 |
98.71 |
|
1.000 |
97.99 |
|
1.618 |
96.82 |
|
2.618 |
94.93 |
|
4.250 |
91.85 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
101.00 |
| PP |
101.14 |
100.22 |
| S1 |
100.83 |
99.45 |
|