NYMEX Light Sweet Crude Oil Future December 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 |
97.15 |
100.46 |
3.31 |
3.4% |
96.30 |
| High |
101.00 |
101.25 |
0.25 |
0.2% |
100.61 |
| Low |
96.94 |
98.96 |
2.02 |
2.1% |
95.55 |
| Close |
100.73 |
101.18 |
0.45 |
0.4% |
99.49 |
| Range |
4.06 |
2.29 |
-1.77 |
-43.6% |
5.06 |
| ATR |
2.46 |
2.45 |
-0.01 |
-0.5% |
0.00 |
| Volume |
24,899 |
48,129 |
23,230 |
93.3% |
90,837 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
106.55 |
102.44 |
|
| R3 |
105.04 |
104.26 |
101.81 |
|
| R2 |
102.75 |
102.75 |
101.60 |
|
| R1 |
101.97 |
101.97 |
101.39 |
102.36 |
| PP |
100.46 |
100.46 |
100.46 |
100.66 |
| S1 |
99.68 |
99.68 |
100.97 |
100.07 |
| S2 |
98.17 |
98.17 |
100.76 |
|
| S3 |
95.88 |
97.39 |
100.55 |
|
| S4 |
93.59 |
95.10 |
99.92 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.73 |
111.67 |
102.27 |
|
| R3 |
108.67 |
106.61 |
100.88 |
|
| R2 |
103.61 |
103.61 |
100.42 |
|
| R1 |
101.55 |
101.55 |
99.95 |
102.58 |
| PP |
98.55 |
98.55 |
98.55 |
99.07 |
| S1 |
96.49 |
96.49 |
99.03 |
97.52 |
| S2 |
93.49 |
93.49 |
98.56 |
|
| S3 |
88.43 |
91.43 |
98.10 |
|
| S4 |
83.37 |
86.37 |
96.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.98 |
|
2.618 |
107.25 |
|
1.618 |
104.96 |
|
1.000 |
103.54 |
|
0.618 |
102.67 |
|
HIGH |
101.25 |
|
0.618 |
100.38 |
|
0.500 |
100.11 |
|
0.382 |
99.83 |
|
LOW |
98.96 |
|
0.618 |
97.54 |
|
1.000 |
96.67 |
|
1.618 |
95.25 |
|
2.618 |
92.96 |
|
4.250 |
89.23 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.82 |
100.41 |
| PP |
100.46 |
99.63 |
| S1 |
100.11 |
98.86 |
|