NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
100.19 |
98.15 |
-2.04 |
-2.0% |
94.30 |
| High |
100.25 |
101.06 |
0.81 |
0.8% |
98.49 |
| Low |
98.26 |
98.05 |
-0.21 |
-0.2% |
93.69 |
| Close |
98.26 |
101.02 |
2.76 |
2.8% |
96.93 |
| Range |
1.99 |
3.01 |
1.02 |
51.3% |
4.80 |
| ATR |
1.81 |
1.89 |
0.09 |
4.8% |
0.00 |
| Volume |
6,732 |
4,778 |
-1,954 |
-29.0% |
19,999 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.07 |
108.06 |
102.68 |
|
| R3 |
106.06 |
105.05 |
101.85 |
|
| R2 |
103.05 |
103.05 |
101.57 |
|
| R1 |
102.04 |
102.04 |
101.30 |
102.55 |
| PP |
100.04 |
100.04 |
100.04 |
100.30 |
| S1 |
99.03 |
99.03 |
100.74 |
99.54 |
| S2 |
97.03 |
97.03 |
100.47 |
|
| S3 |
94.02 |
96.02 |
100.19 |
|
| S4 |
91.01 |
93.01 |
99.36 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.77 |
108.65 |
99.57 |
|
| R3 |
105.97 |
103.85 |
98.25 |
|
| R2 |
101.17 |
101.17 |
97.81 |
|
| R1 |
99.05 |
99.05 |
97.37 |
100.11 |
| PP |
96.37 |
96.37 |
96.37 |
96.90 |
| S1 |
94.25 |
94.25 |
96.49 |
95.31 |
| S2 |
91.57 |
91.57 |
96.05 |
|
| S3 |
86.77 |
89.45 |
95.61 |
|
| S4 |
81.97 |
84.65 |
94.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.06 |
95.83 |
5.23 |
5.2% |
1.89 |
1.9% |
99% |
True |
False |
5,922 |
| 10 |
101.06 |
93.67 |
7.39 |
7.3% |
1.90 |
1.9% |
99% |
True |
False |
5,016 |
| 20 |
101.06 |
86.44 |
14.62 |
14.5% |
1.78 |
1.8% |
100% |
True |
False |
3,794 |
| 40 |
101.06 |
84.70 |
16.36 |
16.2% |
1.50 |
1.5% |
100% |
True |
False |
2,905 |
| 60 |
101.06 |
84.34 |
16.72 |
16.6% |
1.43 |
1.4% |
100% |
True |
False |
2,607 |
| 80 |
101.06 |
84.34 |
16.72 |
16.6% |
1.25 |
1.2% |
100% |
True |
False |
2,245 |
| 100 |
101.06 |
75.25 |
25.81 |
25.5% |
1.04 |
1.0% |
100% |
True |
False |
2,113 |
| 120 |
101.06 |
71.45 |
29.61 |
29.3% |
0.88 |
0.9% |
100% |
True |
False |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.85 |
|
2.618 |
108.94 |
|
1.618 |
105.93 |
|
1.000 |
104.07 |
|
0.618 |
102.92 |
|
HIGH |
101.06 |
|
0.618 |
99.91 |
|
0.500 |
99.56 |
|
0.382 |
99.20 |
|
LOW |
98.05 |
|
0.618 |
96.19 |
|
1.000 |
95.04 |
|
1.618 |
93.18 |
|
2.618 |
90.17 |
|
4.250 |
85.26 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.53 |
100.40 |
| PP |
100.04 |
99.78 |
| S1 |
99.56 |
99.17 |
|