NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.29 |
100.49 |
-0.80 |
-0.8% |
98.16 |
| High |
101.47 |
102.54 |
1.07 |
1.1% |
101.80 |
| Low |
100.25 |
99.74 |
-0.51 |
-0.5% |
96.90 |
| Close |
100.64 |
101.23 |
0.59 |
0.6% |
100.64 |
| Range |
1.22 |
2.80 |
1.58 |
129.5% |
4.90 |
| ATR |
2.22 |
2.26 |
0.04 |
1.9% |
0.00 |
| Volume |
11,799 |
10,558 |
-1,241 |
-10.5% |
52,116 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.57 |
108.20 |
102.77 |
|
| R3 |
106.77 |
105.40 |
102.00 |
|
| R2 |
103.97 |
103.97 |
101.74 |
|
| R1 |
102.60 |
102.60 |
101.49 |
103.29 |
| PP |
101.17 |
101.17 |
101.17 |
101.51 |
| S1 |
99.80 |
99.80 |
100.97 |
100.49 |
| S2 |
98.37 |
98.37 |
100.72 |
|
| S3 |
95.57 |
97.00 |
100.46 |
|
| S4 |
92.77 |
94.20 |
99.69 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
112.46 |
103.34 |
|
| R3 |
109.58 |
107.56 |
101.99 |
|
| R2 |
104.68 |
104.68 |
101.54 |
|
| R1 |
102.66 |
102.66 |
101.09 |
103.67 |
| PP |
99.78 |
99.78 |
99.78 |
100.29 |
| S1 |
97.76 |
97.76 |
100.19 |
98.77 |
| S2 |
94.88 |
94.88 |
99.74 |
|
| S3 |
89.98 |
92.86 |
99.29 |
|
| S4 |
85.08 |
87.96 |
97.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.54 |
97.46 |
5.08 |
5.0% |
2.50 |
2.5% |
74% |
True |
False |
10,725 |
| 10 |
102.54 |
94.15 |
8.39 |
8.3% |
2.51 |
2.5% |
84% |
True |
False |
9,859 |
| 20 |
102.54 |
86.28 |
16.26 |
16.1% |
2.25 |
2.2% |
92% |
True |
False |
7,978 |
| 40 |
102.54 |
85.17 |
17.37 |
17.2% |
2.07 |
2.0% |
92% |
True |
False |
6,938 |
| 60 |
102.54 |
85.12 |
17.42 |
17.2% |
2.14 |
2.1% |
92% |
True |
False |
5,658 |
| 80 |
102.54 |
85.12 |
17.42 |
17.2% |
1.89 |
1.9% |
92% |
True |
False |
4,629 |
| 100 |
102.54 |
75.69 |
26.85 |
26.5% |
1.64 |
1.6% |
95% |
True |
False |
4,005 |
| 120 |
102.54 |
72.25 |
30.29 |
29.9% |
1.40 |
1.4% |
96% |
True |
False |
3,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.44 |
|
2.618 |
109.87 |
|
1.618 |
107.07 |
|
1.000 |
105.34 |
|
0.618 |
104.27 |
|
HIGH |
102.54 |
|
0.618 |
101.47 |
|
0.500 |
101.14 |
|
0.382 |
100.81 |
|
LOW |
99.74 |
|
0.618 |
98.01 |
|
1.000 |
96.94 |
|
1.618 |
95.21 |
|
2.618 |
92.41 |
|
4.250 |
87.84 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.20 |
100.92 |
| PP |
101.17 |
100.60 |
| S1 |
101.14 |
100.29 |
|