NYMEX Light Sweet Crude Oil Future August 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 |
100.18 |
100.78 |
0.60 |
0.6% |
97.72 |
High |
102.24 |
101.28 |
-0.96 |
-0.9% |
101.61 |
Low |
100.16 |
97.44 |
-2.72 |
-2.7% |
96.69 |
Close |
100.94 |
97.78 |
-3.16 |
-3.1% |
100.37 |
Range |
2.08 |
3.84 |
1.76 |
84.6% |
4.92 |
ATR |
2.00 |
2.13 |
0.13 |
6.6% |
0.00 |
Volume |
5,657 |
5,916 |
259 |
4.6% |
24,346 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.35 |
107.91 |
99.89 |
|
R3 |
106.51 |
104.07 |
98.84 |
|
R2 |
102.67 |
102.67 |
98.48 |
|
R1 |
100.23 |
100.23 |
98.13 |
99.53 |
PP |
98.83 |
98.83 |
98.83 |
98.49 |
S1 |
96.39 |
96.39 |
97.43 |
95.69 |
S2 |
94.99 |
94.99 |
97.08 |
|
S3 |
91.15 |
92.55 |
96.72 |
|
S4 |
87.31 |
88.71 |
95.67 |
|
|
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 |
97.44 |
4.80 |
4.9% |
2.53 |
2.6% |
7% |
False |
True |
5,410 |
10 |
102.24 |
95.79 |
6.45 |
6.6% |
2.29 |
2.3% |
31% |
False |
False |
4,903 |
20 |
102.24 |
86.15 |
16.09 |
16.5% |
2.00 |
2.0% |
72% |
False |
False |
4,053 |
40 |
102.24 |
84.33 |
17.91 |
18.3% |
1.84 |
1.9% |
75% |
False |
False |
3,667 |
60 |
102.24 |
84.33 |
17.91 |
18.3% |
1.63 |
1.7% |
75% |
False |
False |
2,976 |
80 |
102.24 |
84.33 |
17.91 |
18.3% |
1.49 |
1.5% |
75% |
False |
False |
2,497 |
100 |
102.24 |
77.45 |
24.79 |
25.4% |
1.20 |
1.2% |
82% |
False |
False |
2,203 |
120 |
102.24 |
73.86 |
28.38 |
29.0% |
1.02 |
1.0% |
84% |
False |
False |
1,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.60 |
2.618 |
111.33 |
1.618 |
107.49 |
1.000 |
105.12 |
0.618 |
103.65 |
HIGH |
101.28 |
0.618 |
99.81 |
0.500 |
99.36 |
0.382 |
98.91 |
LOW |
97.44 |
0.618 |
95.07 |
1.000 |
93.60 |
1.618 |
91.23 |
2.618 |
87.39 |
4.250 |
81.12 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.36 |
99.84 |
PP |
98.83 |
99.15 |
S1 |
98.31 |
98.47 |
|