NYMEX Light Sweet Crude Oil Future February 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 |
99.58 |
96.57 |
-3.01 |
-3.0% |
96.08 |
High |
100.70 |
96.57 |
-4.13 |
-4.1% |
99.91 |
Low |
99.55 |
96.57 |
-2.98 |
-3.0% |
96.08 |
Close |
99.67 |
96.57 |
-3.10 |
-3.1% |
99.08 |
Range |
1.15 |
0.00 |
-1.15 |
-100.0% |
3.83 |
ATR |
1.19 |
1.32 |
0.14 |
11.5% |
0.00 |
Volume |
196 |
207 |
11 |
5.6% |
3,002 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.57 |
96.57 |
96.57 |
|
R3 |
96.57 |
96.57 |
96.57 |
|
R2 |
96.57 |
96.57 |
96.57 |
|
R1 |
96.57 |
96.57 |
96.57 |
96.57 |
PP |
96.57 |
96.57 |
96.57 |
96.57 |
S1 |
96.57 |
96.57 |
96.57 |
96.57 |
S2 |
96.57 |
96.57 |
96.57 |
|
S3 |
96.57 |
96.57 |
96.57 |
|
S4 |
96.57 |
96.57 |
96.57 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.85 |
108.29 |
101.19 |
|
R3 |
106.02 |
104.46 |
100.13 |
|
R2 |
102.19 |
102.19 |
99.78 |
|
R1 |
100.63 |
100.63 |
99.43 |
101.41 |
PP |
98.36 |
98.36 |
98.36 |
98.75 |
S1 |
96.80 |
96.80 |
98.73 |
97.58 |
S2 |
94.53 |
94.53 |
98.38 |
|
S3 |
90.70 |
92.97 |
98.03 |
|
S4 |
86.87 |
89.14 |
96.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.70 |
96.57 |
4.13 |
4.3% |
0.34 |
0.4% |
0% |
False |
True |
210 |
10 |
100.70 |
95.18 |
5.52 |
5.7% |
0.19 |
0.2% |
25% |
False |
False |
449 |
20 |
100.70 |
86.06 |
14.64 |
15.2% |
0.19 |
0.2% |
72% |
False |
False |
296 |
40 |
100.70 |
84.00 |
16.70 |
17.3% |
0.10 |
0.1% |
75% |
False |
False |
306 |
60 |
100.70 |
84.00 |
16.70 |
17.3% |
0.12 |
0.1% |
75% |
False |
False |
326 |
80 |
100.70 |
82.95 |
17.75 |
18.4% |
0.09 |
0.1% |
77% |
False |
False |
345 |
100 |
100.70 |
76.02 |
24.68 |
25.6% |
0.07 |
0.1% |
83% |
False |
False |
345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.57 |
2.618 |
96.57 |
1.618 |
96.57 |
1.000 |
96.57 |
0.618 |
96.57 |
HIGH |
96.57 |
0.618 |
96.57 |
0.500 |
96.57 |
0.382 |
96.57 |
LOW |
96.57 |
0.618 |
96.57 |
1.000 |
96.57 |
1.618 |
96.57 |
2.618 |
96.57 |
4.250 |
96.57 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
96.57 |
98.64 |
PP |
96.57 |
97.95 |
S1 |
96.57 |
97.26 |
|