NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
98.20 |
102.28 |
4.08 |
4.2% |
98.16 |
| High |
102.51 |
103.16 |
0.65 |
0.6% |
101.80 |
| Low |
98.12 |
100.72 |
2.60 |
2.6% |
96.90 |
| Close |
102.31 |
103.09 |
0.78 |
0.8% |
100.64 |
| Range |
4.39 |
2.44 |
-1.95 |
-44.4% |
4.90 |
| ATR |
2.55 |
2.54 |
-0.01 |
-0.3% |
0.00 |
| Volume |
18,745 |
24,354 |
5,609 |
29.9% |
52,116 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.64 |
108.81 |
104.43 |
|
| R3 |
107.20 |
106.37 |
103.76 |
|
| R2 |
104.76 |
104.76 |
103.54 |
|
| R1 |
103.93 |
103.93 |
103.31 |
104.35 |
| PP |
102.32 |
102.32 |
102.32 |
102.53 |
| S1 |
101.49 |
101.49 |
102.87 |
101.91 |
| S2 |
99.88 |
99.88 |
102.64 |
|
| S3 |
97.44 |
99.05 |
102.42 |
|
| S4 |
95.00 |
96.61 |
101.75 |
|
|
| 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 |
103.16 |
97.51 |
5.65 |
5.5% |
3.03 |
2.9% |
99% |
True |
False |
15,667 |
| 10 |
103.16 |
96.28 |
6.88 |
6.7% |
2.67 |
2.6% |
99% |
True |
False |
12,913 |
| 20 |
103.16 |
86.28 |
16.88 |
16.4% |
2.53 |
2.5% |
100% |
True |
False |
10,032 |
| 40 |
103.16 |
85.17 |
17.99 |
17.5% |
2.18 |
2.1% |
100% |
True |
False |
8,097 |
| 60 |
103.16 |
85.17 |
17.99 |
17.5% |
2.01 |
2.0% |
100% |
True |
False |
6,399 |
| 80 |
103.16 |
85.12 |
18.04 |
17.5% |
1.98 |
1.9% |
100% |
True |
False |
5,290 |
| 100 |
103.16 |
78.25 |
24.91 |
24.2% |
1.74 |
1.7% |
100% |
True |
False |
4,512 |
| 120 |
103.16 |
73.83 |
29.33 |
28.5% |
1.49 |
1.4% |
100% |
True |
False |
3,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.53 |
|
2.618 |
109.55 |
|
1.618 |
107.11 |
|
1.000 |
105.60 |
|
0.618 |
104.67 |
|
HIGH |
103.16 |
|
0.618 |
102.23 |
|
0.500 |
101.94 |
|
0.382 |
101.65 |
|
LOW |
100.72 |
|
0.618 |
99.21 |
|
1.000 |
98.28 |
|
1.618 |
96.77 |
|
2.618 |
94.33 |
|
4.250 |
90.35 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.71 |
102.17 |
| PP |
102.32 |
101.25 |
| S1 |
101.94 |
100.34 |
|