NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
99.90 |
100.01 |
0.11 |
0.1% |
96.36 |
High |
99.90 |
100.97 |
1.07 |
1.1% |
100.12 |
Low |
99.90 |
100.01 |
0.11 |
0.1% |
96.36 |
Close |
99.27 |
99.85 |
0.58 |
0.6% |
99.27 |
Range |
0.00 |
0.96 |
0.96 |
|
3.76 |
ATR |
1.20 |
1.23 |
0.04 |
3.0% |
0.00 |
Volume |
444 |
99 |
-345 |
-77.7% |
3,000 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.16 |
102.46 |
100.38 |
|
R3 |
102.20 |
101.50 |
100.11 |
|
R2 |
101.24 |
101.24 |
100.03 |
|
R1 |
100.54 |
100.54 |
99.94 |
100.41 |
PP |
100.28 |
100.28 |
100.28 |
100.21 |
S1 |
99.58 |
99.58 |
99.76 |
99.45 |
S2 |
99.32 |
99.32 |
99.67 |
|
S3 |
98.36 |
98.62 |
99.59 |
|
S4 |
97.40 |
97.66 |
99.32 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.86 |
108.33 |
101.34 |
|
R3 |
106.10 |
104.57 |
100.30 |
|
R2 |
102.34 |
102.34 |
99.96 |
|
R1 |
100.81 |
100.81 |
99.61 |
101.58 |
PP |
98.58 |
98.58 |
98.58 |
98.97 |
S1 |
97.05 |
97.05 |
98.93 |
97.82 |
S2 |
94.82 |
94.82 |
98.58 |
|
S3 |
91.06 |
93.29 |
98.24 |
|
S4 |
87.30 |
89.53 |
97.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.97 |
97.66 |
3.31 |
3.3% |
0.34 |
0.3% |
66% |
True |
False |
556 |
10 |
100.97 |
95.30 |
5.67 |
5.7% |
0.37 |
0.4% |
80% |
True |
False |
539 |
20 |
100.97 |
86.00 |
14.97 |
15.0% |
0.36 |
0.4% |
93% |
True |
False |
814 |
40 |
100.97 |
84.44 |
16.53 |
16.6% |
0.22 |
0.2% |
93% |
True |
False |
625 |
60 |
100.97 |
84.44 |
16.53 |
16.6% |
0.34 |
0.3% |
93% |
True |
False |
614 |
80 |
100.97 |
82.46 |
18.51 |
18.5% |
0.61 |
0.6% |
94% |
True |
False |
628 |
100 |
100.97 |
75.30 |
25.67 |
25.7% |
0.56 |
0.6% |
96% |
True |
False |
592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.05 |
2.618 |
103.48 |
1.618 |
102.52 |
1.000 |
101.93 |
0.618 |
101.56 |
HIGH |
100.97 |
0.618 |
100.60 |
0.500 |
100.49 |
0.382 |
100.38 |
LOW |
100.01 |
0.618 |
99.42 |
1.000 |
99.05 |
1.618 |
98.46 |
2.618 |
97.50 |
4.250 |
95.93 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.49 |
100.44 |
PP |
100.28 |
100.24 |
S1 |
100.06 |
100.05 |
|