NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
98.73 |
100.98 |
2.25 |
2.3% |
97.72 |
High |
101.44 |
101.61 |
0.17 |
0.2% |
101.61 |
Low |
98.00 |
100.18 |
2.18 |
2.2% |
96.69 |
Close |
101.26 |
100.37 |
-0.89 |
-0.9% |
100.37 |
Range |
3.44 |
1.43 |
-2.01 |
-58.4% |
4.92 |
ATR |
2.04 |
2.00 |
-0.04 |
-2.1% |
0.00 |
Volume |
5,388 |
3,278 |
-2,110 |
-39.2% |
24,346 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.01 |
104.12 |
101.16 |
|
R3 |
103.58 |
102.69 |
100.76 |
|
R2 |
102.15 |
102.15 |
100.63 |
|
R1 |
101.26 |
101.26 |
100.50 |
100.99 |
PP |
100.72 |
100.72 |
100.72 |
100.59 |
S1 |
99.83 |
99.83 |
100.24 |
99.56 |
S2 |
99.29 |
99.29 |
100.11 |
|
S3 |
97.86 |
98.40 |
99.98 |
|
S4 |
96.43 |
96.97 |
99.58 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.32 |
112.26 |
103.08 |
|
R3 |
109.40 |
107.34 |
101.72 |
|
R2 |
104.48 |
104.48 |
101.27 |
|
R1 |
102.42 |
102.42 |
100.82 |
103.45 |
PP |
99.56 |
99.56 |
99.56 |
100.07 |
S1 |
97.50 |
97.50 |
99.92 |
98.53 |
S2 |
94.64 |
94.64 |
99.47 |
|
S3 |
89.72 |
92.58 |
99.02 |
|
S4 |
84.80 |
87.66 |
97.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.61 |
96.69 |
4.92 |
4.9% |
2.03 |
2.0% |
75% |
True |
False |
4,869 |
10 |
101.61 |
94.67 |
6.94 |
6.9% |
2.03 |
2.0% |
82% |
True |
False |
4,546 |
20 |
101.61 |
86.15 |
15.46 |
15.4% |
1.85 |
1.8% |
92% |
True |
False |
3,823 |
40 |
101.61 |
84.33 |
17.28 |
17.2% |
1.77 |
1.8% |
93% |
True |
False |
3,455 |
60 |
101.61 |
84.33 |
17.28 |
17.2% |
1.58 |
1.6% |
93% |
True |
False |
2,887 |
80 |
101.61 |
84.33 |
17.28 |
17.2% |
1.42 |
1.4% |
93% |
True |
False |
2,363 |
100 |
101.61 |
75.50 |
26.11 |
26.0% |
1.15 |
1.1% |
95% |
True |
False |
2,095 |
120 |
101.61 |
72.10 |
29.51 |
29.4% |
0.97 |
1.0% |
96% |
True |
False |
1,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.69 |
2.618 |
105.35 |
1.618 |
103.92 |
1.000 |
103.04 |
0.618 |
102.49 |
HIGH |
101.61 |
0.618 |
101.06 |
0.500 |
100.90 |
0.382 |
100.73 |
LOW |
100.18 |
0.618 |
99.30 |
1.000 |
98.75 |
1.618 |
97.87 |
2.618 |
96.44 |
4.250 |
94.10 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
100.90 |
100.18 |
PP |
100.72 |
99.99 |
S1 |
100.55 |
99.81 |
|