NYMEX Light Sweet Crude Oil Future February 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 |
99.09 |
99.58 |
0.49 |
0.5% |
96.08 |
| High |
99.09 |
100.70 |
1.61 |
1.6% |
99.91 |
| Low |
99.09 |
99.55 |
0.46 |
0.5% |
96.08 |
| Close |
99.08 |
99.67 |
0.59 |
0.6% |
99.08 |
| Range |
0.00 |
1.15 |
1.15 |
|
3.83 |
| ATR |
1.15 |
1.19 |
0.03 |
2.9% |
0.00 |
| Volume |
25 |
196 |
171 |
684.0% |
3,002 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.42 |
102.70 |
100.30 |
|
| R3 |
102.27 |
101.55 |
99.99 |
|
| R2 |
101.12 |
101.12 |
99.88 |
|
| R1 |
100.40 |
100.40 |
99.78 |
100.76 |
| PP |
99.97 |
99.97 |
99.97 |
100.16 |
| S1 |
99.25 |
99.25 |
99.56 |
99.61 |
| S2 |
98.82 |
98.82 |
99.46 |
|
| S3 |
97.67 |
98.10 |
99.35 |
|
| S4 |
96.52 |
96.95 |
99.04 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.85 |
108.29 |
101.19 |
|
| R3 |
106.02 |
104.46 |
100.13 |
|
| R2 |
102.19 |
102.19 |
99.78 |
|
| R1 |
100.63 |
100.63 |
99.43 |
101.41 |
| PP |
98.36 |
98.36 |
98.36 |
98.75 |
| S1 |
96.80 |
96.80 |
98.73 |
97.58 |
| S2 |
94.53 |
94.53 |
98.38 |
|
| S3 |
90.70 |
92.97 |
98.03 |
|
| S4 |
86.87 |
89.14 |
96.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.70 |
97.10 |
3.60 |
3.6% |
0.34 |
0.3% |
71% |
True |
False |
455 |
| 10 |
100.70 |
95.18 |
5.52 |
5.5% |
0.19 |
0.2% |
81% |
True |
False |
433 |
| 20 |
100.70 |
86.06 |
14.64 |
14.7% |
0.19 |
0.2% |
93% |
True |
False |
287 |
| 40 |
100.70 |
84.00 |
16.70 |
16.8% |
0.10 |
0.1% |
94% |
True |
False |
302 |
| 60 |
100.70 |
84.00 |
16.70 |
16.8% |
0.12 |
0.1% |
94% |
True |
False |
326 |
| 80 |
100.70 |
82.95 |
17.75 |
17.8% |
0.09 |
0.1% |
94% |
True |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.59 |
|
2.618 |
103.71 |
|
1.618 |
102.56 |
|
1.000 |
101.85 |
|
0.618 |
101.41 |
|
HIGH |
100.70 |
|
0.618 |
100.26 |
|
0.500 |
100.13 |
|
0.382 |
99.99 |
|
LOW |
99.55 |
|
0.618 |
98.84 |
|
1.000 |
98.40 |
|
1.618 |
97.69 |
|
2.618 |
96.54 |
|
4.250 |
94.66 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.13 |
99.90 |
| PP |
99.97 |
99.82 |
| S1 |
99.82 |
99.75 |
|