NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.55 |
100.45 |
-0.10 |
-0.1% |
96.75 |
High |
100.59 |
101.73 |
1.14 |
1.1% |
101.06 |
Low |
99.90 |
100.45 |
0.55 |
0.6% |
96.75 |
Close |
100.14 |
100.69 |
0.55 |
0.5% |
100.14 |
Range |
0.69 |
1.28 |
0.59 |
85.5% |
4.31 |
ATR |
1.84 |
1.82 |
-0.02 |
-1.0% |
0.00 |
Volume |
4,726 |
3,744 |
-982 |
-20.8% |
29,692 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.80 |
104.02 |
101.39 |
|
R3 |
103.52 |
102.74 |
101.04 |
|
R2 |
102.24 |
102.24 |
100.92 |
|
R1 |
101.46 |
101.46 |
100.81 |
101.85 |
PP |
100.96 |
100.96 |
100.96 |
101.15 |
S1 |
100.18 |
100.18 |
100.57 |
100.57 |
S2 |
99.68 |
99.68 |
100.46 |
|
S3 |
98.40 |
98.90 |
100.34 |
|
S4 |
97.12 |
97.62 |
99.99 |
|
|
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 |
101.73 |
97.27 |
4.46 |
4.4% |
1.82 |
1.8% |
77% |
True |
False |
5,600 |
10 |
101.73 |
94.46 |
7.27 |
7.2% |
1.83 |
1.8% |
86% |
True |
False |
4,823 |
20 |
101.73 |
86.44 |
15.29 |
15.2% |
1.70 |
1.7% |
93% |
True |
False |
4,074 |
40 |
101.73 |
84.70 |
17.03 |
16.9% |
1.51 |
1.5% |
94% |
True |
False |
2,980 |
60 |
101.73 |
84.34 |
17.39 |
17.3% |
1.40 |
1.4% |
94% |
True |
False |
2,669 |
80 |
101.73 |
84.34 |
17.39 |
17.3% |
1.24 |
1.2% |
94% |
True |
False |
2,305 |
100 |
101.73 |
76.45 |
25.28 |
25.1% |
1.05 |
1.0% |
96% |
True |
False |
2,181 |
120 |
101.73 |
73.60 |
28.13 |
27.9% |
0.90 |
0.9% |
96% |
True |
False |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.17 |
2.618 |
105.08 |
1.618 |
103.80 |
1.000 |
103.01 |
0.618 |
102.52 |
HIGH |
101.73 |
0.618 |
101.24 |
0.500 |
101.09 |
0.382 |
100.94 |
LOW |
100.45 |
0.618 |
99.66 |
1.000 |
99.17 |
1.618 |
98.38 |
2.618 |
97.10 |
4.250 |
95.01 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.09 |
100.42 |
PP |
100.96 |
100.16 |
S1 |
100.82 |
99.89 |
|