NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
99.90 |
100.01 |
0.11 |
0.1% |
96.36 |
| High |
99.90 |
100.97 |
1.07 |
1.1% |
100.12 |
| Low |
99.90 |
100.01 |
0.11 |
0.1% |
96.36 |
| Close |
99.27 |
99.85 |
0.58 |
0.6% |
99.27 |
| Range |
0.00 |
0.96 |
0.96 |
|
3.76 |
| ATR |
1.20 |
1.23 |
0.04 |
3.0% |
0.00 |
| Volume |
444 |
99 |
-345 |
-77.7% |
3,000 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.16 |
102.46 |
100.38 |
|
| R3 |
102.20 |
101.50 |
100.11 |
|
| R2 |
101.24 |
101.24 |
100.03 |
|
| R1 |
100.54 |
100.54 |
99.94 |
100.41 |
| PP |
100.28 |
100.28 |
100.28 |
100.21 |
| S1 |
99.58 |
99.58 |
99.76 |
99.45 |
| S2 |
99.32 |
99.32 |
99.67 |
|
| S3 |
98.36 |
98.62 |
99.59 |
|
| S4 |
97.40 |
97.66 |
99.32 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.86 |
108.33 |
101.34 |
|
| R3 |
106.10 |
104.57 |
100.30 |
|
| R2 |
102.34 |
102.34 |
99.96 |
|
| R1 |
100.81 |
100.81 |
99.61 |
101.58 |
| PP |
98.58 |
98.58 |
98.58 |
98.97 |
| S1 |
97.05 |
97.05 |
98.93 |
97.82 |
| S2 |
94.82 |
94.82 |
98.58 |
|
| S3 |
91.06 |
93.29 |
98.24 |
|
| S4 |
87.30 |
89.53 |
97.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.97 |
97.66 |
3.31 |
3.3% |
0.34 |
0.3% |
66% |
True |
False |
556 |
| 10 |
100.97 |
95.30 |
5.67 |
5.7% |
0.37 |
0.4% |
80% |
True |
False |
539 |
| 20 |
100.97 |
86.00 |
14.97 |
15.0% |
0.36 |
0.4% |
93% |
True |
False |
814 |
| 40 |
100.97 |
84.44 |
16.53 |
16.6% |
0.22 |
0.2% |
93% |
True |
False |
625 |
| 60 |
100.97 |
84.44 |
16.53 |
16.6% |
0.34 |
0.3% |
93% |
True |
False |
614 |
| 80 |
100.97 |
82.46 |
18.51 |
18.5% |
0.61 |
0.6% |
94% |
True |
False |
628 |
| 100 |
100.97 |
75.30 |
25.67 |
25.7% |
0.56 |
0.6% |
96% |
True |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.05 |
|
2.618 |
103.48 |
|
1.618 |
102.52 |
|
1.000 |
101.93 |
|
0.618 |
101.56 |
|
HIGH |
100.97 |
|
0.618 |
100.60 |
|
0.500 |
100.49 |
|
0.382 |
100.38 |
|
LOW |
100.01 |
|
0.618 |
99.42 |
|
1.000 |
99.05 |
|
1.618 |
98.46 |
|
2.618 |
97.50 |
|
4.250 |
95.93 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.49 |
100.44 |
| PP |
100.28 |
100.24 |
| S1 |
100.06 |
100.05 |
|