NYMEX Light Sweet Crude Oil Future September 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 |
98.18 |
101.17 |
2.99 |
3.0% |
96.75 |
| High |
101.58 |
102.14 |
0.56 |
0.6% |
101.06 |
| Low |
98.18 |
99.84 |
1.66 |
1.7% |
96.75 |
| Close |
101.51 |
102.12 |
0.61 |
0.6% |
100.14 |
| Range |
3.40 |
2.30 |
-1.10 |
-32.4% |
4.31 |
| ATR |
2.11 |
2.12 |
0.01 |
0.7% |
0.00 |
| Volume |
5,625 |
7,809 |
2,184 |
38.8% |
29,692 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.27 |
107.49 |
103.39 |
|
| R3 |
105.97 |
105.19 |
102.75 |
|
| R2 |
103.67 |
103.67 |
102.54 |
|
| R1 |
102.89 |
102.89 |
102.33 |
103.28 |
| PP |
101.37 |
101.37 |
101.37 |
101.56 |
| S1 |
100.59 |
100.59 |
101.91 |
100.98 |
| S2 |
99.07 |
99.07 |
101.70 |
|
| S3 |
96.77 |
98.29 |
101.49 |
|
| S4 |
94.47 |
95.99 |
100.86 |
|
|
| 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 |
102.14 |
97.15 |
4.99 |
4.9% |
2.28 |
2.2% |
100% |
True |
False |
5,396 |
| 10 |
102.14 |
95.83 |
6.31 |
6.2% |
2.09 |
2.0% |
100% |
True |
False |
5,659 |
| 20 |
102.14 |
88.59 |
13.55 |
13.3% |
1.99 |
1.9% |
100% |
True |
False |
4,738 |
| 40 |
102.14 |
84.70 |
17.44 |
17.1% |
1.68 |
1.6% |
100% |
True |
False |
3,346 |
| 60 |
102.14 |
84.70 |
17.44 |
17.1% |
1.46 |
1.4% |
100% |
True |
False |
2,884 |
| 80 |
102.14 |
84.34 |
17.80 |
17.4% |
1.34 |
1.3% |
100% |
True |
False |
2,450 |
| 100 |
102.14 |
79.74 |
22.40 |
21.9% |
1.14 |
1.1% |
100% |
True |
False |
2,346 |
| 120 |
102.14 |
74.17 |
27.97 |
27.4% |
0.98 |
1.0% |
100% |
True |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.92 |
|
2.618 |
108.16 |
|
1.618 |
105.86 |
|
1.000 |
104.44 |
|
0.618 |
103.56 |
|
HIGH |
102.14 |
|
0.618 |
101.26 |
|
0.500 |
100.99 |
|
0.382 |
100.72 |
|
LOW |
99.84 |
|
0.618 |
98.42 |
|
1.000 |
97.54 |
|
1.618 |
96.12 |
|
2.618 |
93.82 |
|
4.250 |
90.07 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.74 |
101.30 |
| PP |
101.37 |
100.47 |
| S1 |
100.99 |
99.65 |
|