NYMEX Light Sweet Crude Oil Future January 2009
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 |
98.15 |
100.53 |
2.38 |
2.4% |
96.36 |
High |
98.15 |
100.53 |
2.38 |
2.4% |
100.12 |
Low |
98.15 |
100.00 |
1.85 |
1.9% |
96.36 |
Close |
100.50 |
100.93 |
0.43 |
0.4% |
99.27 |
Range |
0.00 |
0.53 |
0.53 |
|
3.76 |
ATR |
1.29 |
1.24 |
-0.05 |
-4.2% |
0.00 |
Volume |
798 |
43 |
-755 |
-94.6% |
3,000 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.08 |
102.03 |
101.22 |
|
R3 |
101.55 |
101.50 |
101.08 |
|
R2 |
101.02 |
101.02 |
101.03 |
|
R1 |
100.97 |
100.97 |
100.98 |
101.00 |
PP |
100.49 |
100.49 |
100.49 |
100.50 |
S1 |
100.44 |
100.44 |
100.88 |
100.47 |
S2 |
99.96 |
99.96 |
100.83 |
|
S3 |
99.43 |
99.91 |
100.78 |
|
S4 |
98.90 |
99.38 |
100.64 |
|
|
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% |
0.32 |
0.3% |
99% |
False |
False |
412 |
10 |
100.97 |
95.30 |
5.67 |
5.6% |
0.28 |
0.3% |
99% |
False |
False |
530 |
20 |
100.97 |
86.00 |
14.97 |
14.8% |
0.39 |
0.4% |
100% |
False |
False |
740 |
40 |
100.97 |
84.44 |
16.53 |
16.4% |
0.23 |
0.2% |
100% |
False |
False |
639 |
60 |
100.97 |
84.44 |
16.53 |
16.4% |
0.24 |
0.2% |
100% |
False |
False |
545 |
80 |
100.97 |
82.46 |
18.51 |
18.3% |
0.56 |
0.6% |
100% |
False |
False |
620 |
100 |
100.97 |
78.37 |
22.60 |
22.4% |
0.56 |
0.6% |
100% |
False |
False |
607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.78 |
2.618 |
101.92 |
1.618 |
101.39 |
1.000 |
101.06 |
0.618 |
100.86 |
HIGH |
100.53 |
0.618 |
100.33 |
0.500 |
100.27 |
0.382 |
100.20 |
LOW |
100.00 |
0.618 |
99.67 |
1.000 |
99.47 |
1.618 |
99.14 |
2.618 |
98.61 |
4.250 |
97.75 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.71 |
100.36 |
PP |
100.49 |
99.79 |
S1 |
100.27 |
99.22 |
|