NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.03 |
100.29 |
0.26 |
0.3% |
96.20 |
| High |
100.03 |
100.29 |
0.26 |
0.3% |
100.70 |
| Low |
96.83 |
98.20 |
1.37 |
1.4% |
96.14 |
| Close |
97.12 |
100.97 |
3.85 |
4.0% |
99.70 |
| Range |
3.20 |
2.09 |
-1.11 |
-34.7% |
4.56 |
| ATR |
1.59 |
1.70 |
0.11 |
7.1% |
0.00 |
| Volume |
925 |
2,279 |
1,354 |
146.4% |
3,923 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.09 |
105.62 |
102.12 |
|
| R3 |
104.00 |
103.53 |
101.54 |
|
| R2 |
101.91 |
101.91 |
101.35 |
|
| R1 |
101.44 |
101.44 |
101.16 |
101.68 |
| PP |
99.82 |
99.82 |
99.82 |
99.94 |
| S1 |
99.35 |
99.35 |
100.78 |
99.59 |
| S2 |
97.73 |
97.73 |
100.59 |
|
| S3 |
95.64 |
97.26 |
100.40 |
|
| S4 |
93.55 |
95.17 |
99.82 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.53 |
110.67 |
102.21 |
|
| R3 |
107.97 |
106.11 |
100.95 |
|
| R2 |
103.41 |
103.41 |
100.54 |
|
| R1 |
101.55 |
101.55 |
100.12 |
102.48 |
| PP |
98.85 |
98.85 |
98.85 |
99.31 |
| S1 |
96.99 |
96.99 |
99.28 |
97.92 |
| S2 |
94.29 |
94.29 |
98.86 |
|
| S3 |
89.73 |
92.43 |
98.45 |
|
| S4 |
85.17 |
87.87 |
97.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.17 |
|
2.618 |
105.76 |
|
1.618 |
103.67 |
|
1.000 |
102.38 |
|
0.618 |
101.58 |
|
HIGH |
100.29 |
|
0.618 |
99.49 |
|
0.500 |
99.25 |
|
0.382 |
99.00 |
|
LOW |
98.20 |
|
0.618 |
96.91 |
|
1.000 |
96.11 |
|
1.618 |
94.82 |
|
2.618 |
92.73 |
|
4.250 |
89.32 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.40 |
100.30 |
| PP |
99.82 |
99.64 |
| S1 |
99.25 |
98.97 |
|