NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
98.15 |
100.55 |
2.40 |
2.4% |
96.75 |
High |
101.06 |
100.59 |
-0.47 |
-0.5% |
101.06 |
Low |
98.05 |
99.90 |
1.85 |
1.9% |
96.75 |
Close |
101.02 |
100.14 |
-0.88 |
-0.9% |
100.14 |
Range |
3.01 |
0.69 |
-2.32 |
-77.1% |
4.31 |
ATR |
1.89 |
1.84 |
-0.06 |
-2.9% |
0.00 |
Volume |
4,778 |
4,726 |
-52 |
-1.1% |
29,692 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.28 |
101.90 |
100.52 |
|
R3 |
101.59 |
101.21 |
100.33 |
|
R2 |
100.90 |
100.90 |
100.27 |
|
R1 |
100.52 |
100.52 |
100.20 |
100.37 |
PP |
100.21 |
100.21 |
100.21 |
100.13 |
S1 |
99.83 |
99.83 |
100.08 |
99.68 |
S2 |
99.52 |
99.52 |
100.01 |
|
S3 |
98.83 |
99.14 |
99.95 |
|
S4 |
98.14 |
98.45 |
99.76 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.25 |
110.50 |
102.51 |
|
R3 |
107.94 |
106.19 |
101.33 |
|
R2 |
103.63 |
103.63 |
100.93 |
|
R1 |
101.88 |
101.88 |
100.54 |
102.76 |
PP |
99.32 |
99.32 |
99.32 |
99.75 |
S1 |
97.57 |
97.57 |
99.74 |
98.45 |
S2 |
95.01 |
95.01 |
99.35 |
|
S3 |
90.70 |
93.26 |
98.95 |
|
S4 |
86.39 |
88.95 |
97.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.06 |
96.75 |
4.31 |
4.3% |
1.75 |
1.7% |
79% |
False |
False |
5,938 |
10 |
101.06 |
93.69 |
7.37 |
7.4% |
1.84 |
1.8% |
88% |
False |
False |
4,969 |
20 |
101.06 |
86.44 |
14.62 |
14.6% |
1.68 |
1.7% |
94% |
False |
False |
3,933 |
40 |
101.06 |
84.70 |
16.36 |
16.3% |
1.50 |
1.5% |
94% |
False |
False |
2,933 |
60 |
101.06 |
84.34 |
16.72 |
16.7% |
1.44 |
1.4% |
94% |
False |
False |
2,656 |
80 |
101.06 |
84.34 |
16.72 |
16.7% |
1.24 |
1.2% |
94% |
False |
False |
2,264 |
100 |
101.06 |
75.40 |
25.66 |
25.6% |
1.05 |
1.0% |
96% |
False |
False |
2,148 |
120 |
101.06 |
72.81 |
28.25 |
28.2% |
0.89 |
0.9% |
97% |
False |
False |
2,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.52 |
2.618 |
102.40 |
1.618 |
101.71 |
1.000 |
101.28 |
0.618 |
101.02 |
HIGH |
100.59 |
0.618 |
100.33 |
0.500 |
100.25 |
0.382 |
100.16 |
LOW |
99.90 |
0.618 |
99.47 |
1.000 |
99.21 |
1.618 |
98.78 |
2.618 |
98.09 |
4.250 |
96.97 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
100.25 |
99.95 |
PP |
100.21 |
99.75 |
S1 |
100.18 |
99.56 |
|