NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
97.90 |
101.78 |
3.88 |
4.0% |
97.72 |
| High |
102.00 |
102.57 |
0.57 |
0.6% |
101.61 |
| Low |
97.81 |
100.13 |
2.32 |
2.4% |
96.69 |
| Close |
101.86 |
102.54 |
0.68 |
0.7% |
100.37 |
| Range |
4.19 |
2.44 |
-1.75 |
-41.8% |
4.92 |
| ATR |
2.28 |
2.29 |
0.01 |
0.5% |
0.00 |
| Volume |
7,115 |
11,923 |
4,808 |
67.6% |
24,346 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.07 |
108.24 |
103.88 |
|
| R3 |
106.63 |
105.80 |
103.21 |
|
| R2 |
104.19 |
104.19 |
102.99 |
|
| R1 |
103.36 |
103.36 |
102.76 |
103.78 |
| PP |
101.75 |
101.75 |
101.75 |
101.95 |
| S1 |
100.92 |
100.92 |
102.32 |
101.34 |
| S2 |
99.31 |
99.31 |
102.09 |
|
| S3 |
96.87 |
98.48 |
101.87 |
|
| S4 |
94.43 |
96.04 |
101.20 |
|
|
| 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 |
102.57 |
97.44 |
5.13 |
5.0% |
2.80 |
2.7% |
99% |
True |
False |
6,777 |
| 10 |
102.57 |
95.99 |
6.58 |
6.4% |
2.45 |
2.4% |
100% |
True |
False |
6,000 |
| 20 |
102.57 |
88.30 |
14.27 |
13.9% |
2.18 |
2.1% |
100% |
True |
False |
4,840 |
| 40 |
102.57 |
84.33 |
18.24 |
17.8% |
1.94 |
1.9% |
100% |
True |
False |
4,076 |
| 60 |
102.57 |
84.33 |
18.24 |
17.8% |
1.68 |
1.6% |
100% |
True |
False |
3,235 |
| 80 |
102.57 |
84.33 |
18.24 |
17.8% |
1.56 |
1.5% |
100% |
True |
False |
2,687 |
| 100 |
102.57 |
78.35 |
24.22 |
23.6% |
1.27 |
1.2% |
100% |
True |
False |
2,389 |
| 120 |
102.57 |
74.12 |
28.45 |
27.7% |
1.08 |
1.1% |
100% |
True |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.94 |
|
2.618 |
108.96 |
|
1.618 |
106.52 |
|
1.000 |
105.01 |
|
0.618 |
104.08 |
|
HIGH |
102.57 |
|
0.618 |
101.64 |
|
0.500 |
101.35 |
|
0.382 |
101.06 |
|
LOW |
100.13 |
|
0.618 |
98.62 |
|
1.000 |
97.69 |
|
1.618 |
96.18 |
|
2.618 |
93.74 |
|
4.250 |
89.76 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.14 |
101.70 |
| PP |
101.75 |
100.85 |
| S1 |
101.35 |
100.01 |
|