NYMEX Light Sweet Crude Oil Future July 2008
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 |
102.28 |
103.17 |
0.89 |
0.9% |
100.49 |
High |
103.16 |
103.89 |
0.73 |
0.7% |
103.89 |
Low |
100.72 |
101.46 |
0.74 |
0.7% |
97.51 |
Close |
103.09 |
102.55 |
-0.54 |
-0.5% |
102.55 |
Range |
2.44 |
2.43 |
-0.01 |
-0.4% |
6.38 |
ATR |
2.54 |
2.53 |
-0.01 |
-0.3% |
0.00 |
Volume |
24,354 |
17,339 |
-7,015 |
-28.8% |
83,879 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.92 |
108.67 |
103.89 |
|
R3 |
107.49 |
106.24 |
103.22 |
|
R2 |
105.06 |
105.06 |
103.00 |
|
R1 |
103.81 |
103.81 |
102.77 |
103.22 |
PP |
102.63 |
102.63 |
102.63 |
102.34 |
S1 |
101.38 |
101.38 |
102.33 |
100.79 |
S2 |
100.20 |
100.20 |
102.10 |
|
S3 |
97.77 |
98.95 |
101.88 |
|
S4 |
95.34 |
96.52 |
101.21 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.46 |
117.88 |
106.06 |
|
R3 |
114.08 |
111.50 |
104.30 |
|
R2 |
107.70 |
107.70 |
103.72 |
|
R1 |
105.12 |
105.12 |
103.13 |
106.41 |
PP |
101.32 |
101.32 |
101.32 |
101.96 |
S1 |
98.74 |
98.74 |
101.97 |
100.03 |
S2 |
94.94 |
94.94 |
101.38 |
|
S3 |
88.56 |
92.36 |
100.80 |
|
S4 |
82.18 |
85.98 |
99.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.89 |
97.51 |
6.38 |
6.2% |
3.27 |
3.2% |
79% |
True |
False |
16,775 |
10 |
103.89 |
96.90 |
6.99 |
6.8% |
2.75 |
2.7% |
81% |
True |
False |
13,599 |
20 |
103.89 |
87.99 |
15.90 |
15.5% |
2.56 |
2.5% |
92% |
True |
False |
10,660 |
40 |
103.89 |
85.17 |
18.72 |
18.3% |
2.18 |
2.1% |
93% |
True |
False |
8,457 |
60 |
103.89 |
85.17 |
18.72 |
18.3% |
2.02 |
2.0% |
93% |
True |
False |
6,655 |
80 |
103.89 |
85.12 |
18.77 |
18.3% |
2.02 |
2.0% |
93% |
True |
False |
5,482 |
100 |
103.89 |
80.55 |
23.34 |
22.8% |
1.76 |
1.7% |
94% |
True |
False |
4,680 |
120 |
103.89 |
74.70 |
29.19 |
28.5% |
1.51 |
1.5% |
95% |
True |
False |
4,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.22 |
2.618 |
110.25 |
1.618 |
107.82 |
1.000 |
106.32 |
0.618 |
105.39 |
HIGH |
103.89 |
0.618 |
102.96 |
0.500 |
102.68 |
0.382 |
102.39 |
LOW |
101.46 |
0.618 |
99.96 |
1.000 |
99.03 |
1.618 |
97.53 |
2.618 |
95.10 |
4.250 |
91.13 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.68 |
102.04 |
PP |
102.63 |
101.52 |
S1 |
102.59 |
101.01 |
|