NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.71 |
99.30 |
-1.41 |
-1.4% |
99.58 |
High |
100.71 |
99.30 |
-1.41 |
-1.4% |
100.71 |
Low |
100.71 |
99.30 |
-1.41 |
-1.4% |
96.57 |
Close |
100.71 |
99.30 |
-1.41 |
-1.4% |
99.30 |
Range |
|
|
|
|
|
ATR |
1.42 |
1.42 |
0.00 |
0.0% |
0.00 |
Volume |
217 |
89 |
-128 |
-59.0% |
1,907 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.30 |
99.30 |
99.30 |
|
R3 |
99.30 |
99.30 |
99.30 |
|
R2 |
99.30 |
99.30 |
99.30 |
|
R1 |
99.30 |
99.30 |
99.30 |
99.30 |
PP |
99.30 |
99.30 |
99.30 |
99.30 |
S1 |
99.30 |
99.30 |
99.30 |
99.30 |
S2 |
99.30 |
99.30 |
99.30 |
|
S3 |
99.30 |
99.30 |
99.30 |
|
S4 |
99.30 |
99.30 |
99.30 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.28 |
109.43 |
101.58 |
|
R3 |
107.14 |
105.29 |
100.44 |
|
R2 |
103.00 |
103.00 |
100.06 |
|
R1 |
101.15 |
101.15 |
99.68 |
100.01 |
PP |
98.86 |
98.86 |
98.86 |
98.29 |
S1 |
97.01 |
97.01 |
98.92 |
95.87 |
S2 |
94.72 |
94.72 |
98.54 |
|
S3 |
90.58 |
92.87 |
98.16 |
|
S4 |
86.44 |
88.73 |
97.02 |
|
|
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 |
4.2% |
0.23 |
0.2% |
66% |
False |
False |
381 |
10 |
100.71 |
96.08 |
4.63 |
4.7% |
0.17 |
0.2% |
70% |
False |
False |
490 |
20 |
100.71 |
88.85 |
11.86 |
11.9% |
0.19 |
0.2% |
88% |
False |
False |
366 |
40 |
100.71 |
84.00 |
16.71 |
16.8% |
0.10 |
0.1% |
92% |
False |
False |
333 |
60 |
100.71 |
84.00 |
16.71 |
16.8% |
0.10 |
0.1% |
92% |
False |
False |
319 |
80 |
100.71 |
82.95 |
17.76 |
17.9% |
0.09 |
0.1% |
92% |
False |
False |
349 |
100 |
100.71 |
78.05 |
22.66 |
22.8% |
0.07 |
0.1% |
94% |
False |
False |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.30 |
2.618 |
99.30 |
1.618 |
99.30 |
1.000 |
99.30 |
0.618 |
99.30 |
HIGH |
99.30 |
0.618 |
99.30 |
0.500 |
99.30 |
0.382 |
99.30 |
LOW |
99.30 |
0.618 |
99.30 |
1.000 |
99.30 |
1.618 |
99.30 |
2.618 |
99.30 |
4.250 |
99.30 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.30 |
100.01 |
PP |
99.30 |
99.77 |
S1 |
99.30 |
99.54 |
|