NYMEX Light Sweet Crude Oil Future July 2008
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 |
100.49 |
101.13 |
0.64 |
0.6% |
98.16 |
High |
102.54 |
101.80 |
-0.74 |
-0.7% |
101.80 |
Low |
99.74 |
97.51 |
-2.23 |
-2.2% |
96.90 |
Close |
101.23 |
98.09 |
-3.14 |
-3.1% |
100.64 |
Range |
2.80 |
4.29 |
1.49 |
53.2% |
4.90 |
ATR |
2.26 |
2.41 |
0.14 |
6.4% |
0.00 |
Volume |
10,558 |
12,883 |
2,325 |
22.0% |
52,116 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.00 |
109.34 |
100.45 |
|
R3 |
107.71 |
105.05 |
99.27 |
|
R2 |
103.42 |
103.42 |
98.88 |
|
R1 |
100.76 |
100.76 |
98.48 |
99.95 |
PP |
99.13 |
99.13 |
99.13 |
98.73 |
S1 |
96.47 |
96.47 |
97.70 |
95.66 |
S2 |
94.84 |
94.84 |
97.30 |
|
S3 |
90.55 |
92.18 |
96.91 |
|
S4 |
86.26 |
87.89 |
95.73 |
|
|
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 |
97.51 |
5.03 |
5.1% |
2.85 |
2.9% |
12% |
False |
True |
11,094 |
10 |
102.54 |
96.06 |
6.48 |
6.6% |
2.49 |
2.5% |
31% |
False |
False |
10,374 |
20 |
102.54 |
86.28 |
16.26 |
16.6% |
2.38 |
2.4% |
73% |
False |
False |
8,249 |
40 |
102.54 |
85.17 |
17.37 |
17.7% |
2.15 |
2.2% |
74% |
False |
False |
7,146 |
60 |
102.54 |
85.12 |
17.42 |
17.8% |
2.10 |
2.1% |
74% |
False |
False |
5,756 |
80 |
102.54 |
85.12 |
17.42 |
17.8% |
1.93 |
2.0% |
74% |
False |
False |
4,781 |
100 |
102.54 |
76.40 |
26.14 |
26.6% |
1.67 |
1.7% |
83% |
False |
False |
4,131 |
120 |
102.54 |
73.20 |
29.34 |
29.9% |
1.44 |
1.5% |
85% |
False |
False |
3,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.03 |
2.618 |
113.03 |
1.618 |
108.74 |
1.000 |
106.09 |
0.618 |
104.45 |
HIGH |
101.80 |
0.618 |
100.16 |
0.500 |
99.66 |
0.382 |
99.15 |
LOW |
97.51 |
0.618 |
94.86 |
1.000 |
93.22 |
1.618 |
90.57 |
2.618 |
86.28 |
4.250 |
79.28 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.66 |
100.03 |
PP |
99.13 |
99.38 |
S1 |
98.61 |
98.74 |
|