NYMEX Light Sweet Crude Oil Future August 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 |
100.98 |
100.18 |
-0.80 |
-0.8% |
97.72 |
| High |
101.61 |
102.24 |
0.63 |
0.6% |
101.61 |
| Low |
100.18 |
100.16 |
-0.02 |
0.0% |
96.69 |
| Close |
100.37 |
100.94 |
0.57 |
0.6% |
100.37 |
| Range |
1.43 |
2.08 |
0.65 |
45.5% |
4.92 |
| ATR |
2.00 |
2.00 |
0.01 |
0.3% |
0.00 |
| Volume |
3,278 |
5,657 |
2,379 |
72.6% |
24,346 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.35 |
106.23 |
102.08 |
|
| R3 |
105.27 |
104.15 |
101.51 |
|
| R2 |
103.19 |
103.19 |
101.32 |
|
| R1 |
102.07 |
102.07 |
101.13 |
102.63 |
| PP |
101.11 |
101.11 |
101.11 |
101.40 |
| S1 |
99.99 |
99.99 |
100.75 |
100.55 |
| S2 |
99.03 |
99.03 |
100.56 |
|
| S3 |
96.95 |
97.91 |
100.37 |
|
| S4 |
94.87 |
95.83 |
99.80 |
|
|
| 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 |
102.24 |
97.50 |
4.74 |
4.7% |
2.18 |
2.2% |
73% |
True |
False |
5,095 |
| 10 |
102.24 |
94.67 |
7.57 |
7.5% |
2.22 |
2.2% |
83% |
True |
False |
4,875 |
| 20 |
102.24 |
86.15 |
16.09 |
15.9% |
1.91 |
1.9% |
92% |
True |
False |
3,811 |
| 40 |
102.24 |
84.33 |
17.91 |
17.7% |
1.81 |
1.8% |
93% |
True |
False |
3,561 |
| 60 |
102.24 |
84.33 |
17.91 |
17.7% |
1.57 |
1.6% |
93% |
True |
False |
2,905 |
| 80 |
102.24 |
84.33 |
17.91 |
17.7% |
1.44 |
1.4% |
93% |
True |
False |
2,429 |
| 100 |
102.24 |
76.65 |
25.59 |
25.4% |
1.17 |
1.2% |
95% |
True |
False |
2,149 |
| 120 |
102.24 |
72.90 |
29.34 |
29.1% |
0.99 |
1.0% |
96% |
True |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.08 |
|
2.618 |
107.69 |
|
1.618 |
105.61 |
|
1.000 |
104.32 |
|
0.618 |
103.53 |
|
HIGH |
102.24 |
|
0.618 |
101.45 |
|
0.500 |
101.20 |
|
0.382 |
100.95 |
|
LOW |
100.16 |
|
0.618 |
98.87 |
|
1.000 |
98.08 |
|
1.618 |
96.79 |
|
2.618 |
94.71 |
|
4.250 |
91.32 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.20 |
100.67 |
| PP |
101.11 |
100.39 |
| S1 |
101.03 |
100.12 |
|