NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
101.78 |
102.69 |
0.91 |
0.9% |
100.18 |
High |
102.57 |
103.16 |
0.59 |
0.6% |
103.16 |
Low |
100.13 |
100.98 |
0.85 |
0.8% |
97.44 |
Close |
102.54 |
101.87 |
-0.67 |
-0.7% |
101.87 |
Range |
2.44 |
2.18 |
-0.26 |
-10.7% |
5.72 |
ATR |
2.29 |
2.29 |
-0.01 |
-0.4% |
0.00 |
Volume |
11,923 |
7,160 |
-4,763 |
-39.9% |
37,771 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.54 |
107.39 |
103.07 |
|
R3 |
106.36 |
105.21 |
102.47 |
|
R2 |
104.18 |
104.18 |
102.27 |
|
R1 |
103.03 |
103.03 |
102.07 |
102.52 |
PP |
102.00 |
102.00 |
102.00 |
101.75 |
S1 |
100.85 |
100.85 |
101.67 |
100.34 |
S2 |
99.82 |
99.82 |
101.47 |
|
S3 |
97.64 |
98.67 |
101.27 |
|
S4 |
95.46 |
96.49 |
100.67 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.98 |
115.65 |
105.02 |
|
R3 |
112.26 |
109.93 |
103.44 |
|
R2 |
106.54 |
106.54 |
102.92 |
|
R1 |
104.21 |
104.21 |
102.39 |
105.38 |
PP |
100.82 |
100.82 |
100.82 |
101.41 |
S1 |
98.49 |
98.49 |
101.35 |
99.66 |
S2 |
95.10 |
95.10 |
100.82 |
|
S3 |
89.38 |
92.77 |
100.30 |
|
S4 |
83.66 |
87.05 |
98.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.16 |
97.44 |
5.72 |
5.6% |
2.95 |
2.9% |
77% |
True |
False |
7,554 |
10 |
103.16 |
96.69 |
6.47 |
6.4% |
2.49 |
2.4% |
80% |
True |
False |
6,211 |
20 |
103.16 |
90.37 |
12.79 |
12.6% |
2.15 |
2.1% |
90% |
True |
False |
5,104 |
40 |
103.16 |
84.33 |
18.83 |
18.5% |
1.94 |
1.9% |
93% |
True |
False |
4,164 |
60 |
103.16 |
84.33 |
18.83 |
18.5% |
1.71 |
1.7% |
93% |
True |
False |
3,339 |
80 |
103.16 |
84.33 |
18.83 |
18.5% |
1.58 |
1.6% |
93% |
True |
False |
2,774 |
100 |
103.16 |
80.08 |
23.08 |
22.7% |
1.29 |
1.3% |
94% |
True |
False |
2,460 |
120 |
103.16 |
74.41 |
28.75 |
28.2% |
1.10 |
1.1% |
96% |
True |
False |
2,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.43 |
2.618 |
108.87 |
1.618 |
106.69 |
1.000 |
105.34 |
0.618 |
104.51 |
HIGH |
103.16 |
0.618 |
102.33 |
0.500 |
102.07 |
0.382 |
101.81 |
LOW |
100.98 |
0.618 |
99.63 |
1.000 |
98.80 |
1.618 |
97.45 |
2.618 |
95.27 |
4.250 |
91.72 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.07 |
101.41 |
PP |
102.00 |
100.95 |
S1 |
101.94 |
100.49 |
|