NYMEX Light Sweet Crude Oil Future September 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 |
101.17 |
101.74 |
0.57 |
0.6% |
100.45 |
High |
102.14 |
102.42 |
0.28 |
0.3% |
102.42 |
Low |
99.84 |
100.39 |
0.55 |
0.6% |
97.15 |
Close |
102.12 |
101.29 |
-0.83 |
-0.8% |
101.29 |
Range |
2.30 |
2.03 |
-0.27 |
-11.7% |
5.27 |
ATR |
2.12 |
2.11 |
-0.01 |
-0.3% |
0.00 |
Volume |
7,809 |
4,717 |
-3,092 |
-39.6% |
26,973 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.46 |
106.40 |
102.41 |
|
R3 |
105.43 |
104.37 |
101.85 |
|
R2 |
103.40 |
103.40 |
101.66 |
|
R1 |
102.34 |
102.34 |
101.48 |
101.86 |
PP |
101.37 |
101.37 |
101.37 |
101.12 |
S1 |
100.31 |
100.31 |
101.10 |
99.83 |
S2 |
99.34 |
99.34 |
100.92 |
|
S3 |
97.31 |
98.28 |
100.73 |
|
S4 |
95.28 |
96.25 |
100.17 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.10 |
113.96 |
104.19 |
|
R3 |
110.83 |
108.69 |
102.74 |
|
R2 |
105.56 |
105.56 |
102.26 |
|
R1 |
103.42 |
103.42 |
101.77 |
104.49 |
PP |
100.29 |
100.29 |
100.29 |
100.82 |
S1 |
98.15 |
98.15 |
100.81 |
99.22 |
S2 |
95.02 |
95.02 |
100.32 |
|
S3 |
89.75 |
92.88 |
99.84 |
|
S4 |
84.48 |
87.61 |
98.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.42 |
97.15 |
5.27 |
5.2% |
2.55 |
2.5% |
79% |
True |
False |
5,394 |
10 |
102.42 |
96.75 |
5.67 |
5.6% |
2.15 |
2.1% |
80% |
True |
False |
5,666 |
20 |
102.42 |
90.17 |
12.25 |
12.1% |
1.97 |
1.9% |
91% |
True |
False |
4,850 |
40 |
102.42 |
84.70 |
17.72 |
17.5% |
1.72 |
1.7% |
94% |
True |
False |
3,395 |
60 |
102.42 |
84.70 |
17.72 |
17.5% |
1.48 |
1.5% |
94% |
True |
False |
2,954 |
80 |
102.42 |
84.34 |
18.08 |
17.8% |
1.35 |
1.3% |
94% |
True |
False |
2,502 |
100 |
102.42 |
79.86 |
22.56 |
22.3% |
1.16 |
1.1% |
95% |
True |
False |
2,385 |
120 |
102.42 |
74.47 |
27.95 |
27.6% |
0.99 |
1.0% |
96% |
True |
False |
2,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.05 |
2.618 |
107.73 |
1.618 |
105.70 |
1.000 |
104.45 |
0.618 |
103.67 |
HIGH |
102.42 |
0.618 |
101.64 |
0.500 |
101.41 |
0.382 |
101.17 |
LOW |
100.39 |
0.618 |
99.14 |
1.000 |
98.36 |
1.618 |
97.11 |
2.618 |
95.08 |
4.250 |
91.76 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.41 |
100.96 |
PP |
101.37 |
100.63 |
S1 |
101.33 |
100.30 |
|