NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
98.00 |
98.15 |
0.15 |
0.2% |
96.36 |
High |
98.00 |
98.15 |
0.15 |
0.2% |
100.12 |
Low |
97.91 |
98.15 |
0.24 |
0.2% |
96.36 |
Close |
96.74 |
100.50 |
3.76 |
3.9% |
99.27 |
Range |
0.09 |
0.00 |
-0.09 |
-100.0% |
3.76 |
ATR |
1.28 |
1.29 |
0.01 |
0.7% |
0.00 |
Volume |
679 |
798 |
119 |
17.5% |
3,000 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.93 |
99.72 |
100.50 |
|
R3 |
98.93 |
99.72 |
100.50 |
|
R2 |
98.93 |
98.93 |
100.50 |
|
R1 |
99.72 |
99.72 |
100.50 |
99.33 |
PP |
98.93 |
98.93 |
98.93 |
98.74 |
S1 |
99.72 |
99.72 |
100.50 |
99.33 |
S2 |
98.93 |
98.93 |
100.50 |
|
S3 |
98.93 |
99.72 |
100.50 |
|
S4 |
98.93 |
99.72 |
100.50 |
|
|
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 |
97.91 |
3.06 |
3.0% |
0.21 |
0.2% |
85% |
False |
False |
455 |
10 |
100.97 |
95.30 |
5.67 |
5.6% |
0.23 |
0.2% |
92% |
False |
False |
599 |
20 |
100.97 |
86.00 |
14.97 |
14.9% |
0.36 |
0.4% |
97% |
False |
False |
879 |
40 |
100.97 |
84.44 |
16.53 |
16.4% |
0.22 |
0.2% |
97% |
False |
False |
651 |
60 |
100.97 |
84.44 |
16.53 |
16.4% |
0.28 |
0.3% |
97% |
False |
False |
567 |
80 |
100.97 |
82.46 |
18.51 |
18.4% |
0.56 |
0.6% |
97% |
False |
False |
620 |
100 |
100.97 |
76.98 |
23.99 |
23.9% |
0.55 |
0.5% |
98% |
False |
False |
607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.15 |
2.618 |
98.15 |
1.618 |
98.15 |
1.000 |
98.15 |
0.618 |
98.15 |
HIGH |
98.15 |
0.618 |
98.15 |
0.500 |
98.15 |
0.382 |
98.15 |
LOW |
98.15 |
0.618 |
98.15 |
1.000 |
98.15 |
1.618 |
98.15 |
2.618 |
98.15 |
4.250 |
98.15 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.72 |
100.15 |
PP |
98.93 |
99.79 |
S1 |
98.15 |
99.44 |
|