NYMEX Light Sweet Crude Oil Future February 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 |
100.29 |
100.71 |
0.42 |
0.4% |
96.08 |
High |
100.29 |
100.71 |
0.42 |
0.4% |
99.91 |
Low |
100.29 |
100.71 |
0.42 |
0.4% |
96.08 |
Close |
100.29 |
100.71 |
0.42 |
0.4% |
99.08 |
Range |
|
|
|
|
|
ATR |
1.49 |
1.42 |
-0.08 |
-5.1% |
0.00 |
Volume |
1,198 |
217 |
-981 |
-81.9% |
3,002 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.71 |
100.71 |
100.71 |
|
R3 |
100.71 |
100.71 |
100.71 |
|
R2 |
100.71 |
100.71 |
100.71 |
|
R1 |
100.71 |
100.71 |
100.71 |
100.71 |
PP |
100.71 |
100.71 |
100.71 |
100.71 |
S1 |
100.71 |
100.71 |
100.71 |
100.71 |
S2 |
100.71 |
100.71 |
100.71 |
|
S3 |
100.71 |
100.71 |
100.71 |
|
S4 |
100.71 |
100.71 |
100.71 |
|
|
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 |
100.71 |
96.57 |
4.14 |
4.1% |
0.23 |
0.2% |
100% |
True |
False |
368 |
10 |
100.71 |
95.56 |
5.15 |
5.1% |
0.17 |
0.2% |
100% |
True |
False |
583 |
20 |
100.71 |
86.75 |
13.96 |
13.9% |
0.19 |
0.2% |
100% |
True |
False |
362 |
40 |
100.71 |
84.00 |
16.71 |
16.6% |
0.10 |
0.1% |
100% |
True |
False |
333 |
60 |
100.71 |
84.00 |
16.71 |
16.6% |
0.10 |
0.1% |
100% |
True |
False |
339 |
80 |
100.71 |
82.95 |
17.76 |
17.6% |
0.09 |
0.1% |
100% |
True |
False |
349 |
100 |
100.71 |
76.74 |
23.97 |
23.8% |
0.07 |
0.1% |
100% |
True |
False |
359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.71 |
2.618 |
100.71 |
1.618 |
100.71 |
1.000 |
100.71 |
0.618 |
100.71 |
HIGH |
100.71 |
0.618 |
100.71 |
0.500 |
100.71 |
0.382 |
100.71 |
LOW |
100.71 |
0.618 |
100.71 |
1.000 |
100.71 |
1.618 |
100.71 |
2.618 |
100.71 |
4.250 |
100.71 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.71 |
100.02 |
PP |
100.71 |
99.33 |
S1 |
100.71 |
98.64 |
|