NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.78 |
97.90 |
-2.88 |
-2.9% |
97.72 |
| High |
101.28 |
102.00 |
0.72 |
0.7% |
101.61 |
| Low |
97.44 |
97.81 |
0.37 |
0.4% |
96.69 |
| Close |
97.78 |
101.86 |
4.08 |
4.2% |
100.37 |
| Range |
3.84 |
4.19 |
0.35 |
9.1% |
4.92 |
| ATR |
2.13 |
2.28 |
0.15 |
7.0% |
0.00 |
| Volume |
5,916 |
7,115 |
1,199 |
20.3% |
24,346 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
111.68 |
104.16 |
|
| R3 |
108.94 |
107.49 |
103.01 |
|
| R2 |
104.75 |
104.75 |
102.63 |
|
| R1 |
103.30 |
103.30 |
102.24 |
104.03 |
| PP |
100.56 |
100.56 |
100.56 |
100.92 |
| S1 |
99.11 |
99.11 |
101.48 |
99.84 |
| S2 |
96.37 |
96.37 |
101.09 |
|
| S3 |
92.18 |
94.92 |
100.71 |
|
| S4 |
87.99 |
90.73 |
99.56 |
|
|
| 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 |
4.7% |
3.00 |
2.9% |
92% |
False |
False |
5,470 |
| 10 |
102.24 |
95.79 |
6.45 |
6.3% |
2.50 |
2.4% |
94% |
False |
False |
5,297 |
| 20 |
102.24 |
86.15 |
16.09 |
15.8% |
2.13 |
2.1% |
98% |
False |
False |
4,330 |
| 40 |
102.24 |
84.33 |
17.91 |
17.6% |
1.93 |
1.9% |
98% |
False |
False |
3,816 |
| 60 |
102.24 |
84.33 |
17.91 |
17.6% |
1.67 |
1.6% |
98% |
False |
False |
3,069 |
| 80 |
102.24 |
84.33 |
17.91 |
17.6% |
1.53 |
1.5% |
98% |
False |
False |
2,565 |
| 100 |
102.24 |
78.35 |
23.89 |
23.5% |
1.24 |
1.2% |
98% |
False |
False |
2,274 |
| 120 |
102.24 |
73.90 |
28.34 |
27.8% |
1.06 |
1.0% |
99% |
False |
False |
1,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.81 |
|
2.618 |
112.97 |
|
1.618 |
108.78 |
|
1.000 |
106.19 |
|
0.618 |
104.59 |
|
HIGH |
102.00 |
|
0.618 |
100.40 |
|
0.500 |
99.91 |
|
0.382 |
99.41 |
|
LOW |
97.81 |
|
0.618 |
95.22 |
|
1.000 |
93.62 |
|
1.618 |
91.03 |
|
2.618 |
86.84 |
|
4.250 |
80.00 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.21 |
101.19 |
| PP |
100.56 |
100.51 |
| S1 |
99.91 |
99.84 |
|