NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.01 |
98.00 |
-2.01 |
-2.0% |
96.36 |
| High |
100.97 |
98.00 |
-2.97 |
-2.9% |
100.12 |
| Low |
100.01 |
97.91 |
-2.10 |
-2.1% |
96.36 |
| Close |
99.85 |
96.74 |
-3.11 |
-3.1% |
99.27 |
| Range |
0.96 |
0.09 |
-0.87 |
-90.6% |
3.76 |
| ATR |
1.23 |
1.28 |
0.05 |
4.1% |
0.00 |
| Volume |
99 |
679 |
580 |
585.9% |
3,000 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.82 |
97.37 |
96.79 |
|
| R3 |
97.73 |
97.28 |
96.76 |
|
| R2 |
97.64 |
97.64 |
96.76 |
|
| R1 |
97.19 |
97.19 |
96.75 |
97.37 |
| PP |
97.55 |
97.55 |
97.55 |
97.64 |
| S1 |
97.10 |
97.10 |
96.73 |
97.28 |
| S2 |
97.46 |
97.46 |
96.72 |
|
| S3 |
97.37 |
97.01 |
96.72 |
|
| S4 |
97.28 |
96.92 |
96.69 |
|
|
| 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 |
3.4% |
0.36 |
0.4% |
-28% |
False |
False |
340 |
| 10 |
100.97 |
95.30 |
5.67 |
5.9% |
0.34 |
0.4% |
25% |
False |
False |
530 |
| 20 |
100.97 |
86.00 |
14.97 |
15.5% |
0.37 |
0.4% |
72% |
False |
False |
842 |
| 40 |
100.97 |
84.44 |
16.53 |
17.1% |
0.22 |
0.2% |
74% |
False |
False |
633 |
| 60 |
100.97 |
84.44 |
16.53 |
17.1% |
0.29 |
0.3% |
74% |
False |
False |
586 |
| 80 |
100.97 |
82.46 |
18.51 |
19.1% |
0.58 |
0.6% |
77% |
False |
False |
631 |
| 100 |
100.97 |
76.78 |
24.19 |
25.0% |
0.55 |
0.6% |
83% |
False |
False |
599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.38 |
|
2.618 |
98.24 |
|
1.618 |
98.15 |
|
1.000 |
98.09 |
|
0.618 |
98.06 |
|
HIGH |
98.00 |
|
0.618 |
97.97 |
|
0.500 |
97.96 |
|
0.382 |
97.94 |
|
LOW |
97.91 |
|
0.618 |
97.85 |
|
1.000 |
97.82 |
|
1.618 |
97.76 |
|
2.618 |
97.67 |
|
4.250 |
97.53 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.96 |
99.44 |
| PP |
97.55 |
98.54 |
| S1 |
97.15 |
97.64 |
|