NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
99.01 |
101.29 |
2.28 |
2.3% |
98.16 |
| High |
101.80 |
101.47 |
-0.33 |
-0.3% |
101.80 |
| Low |
98.03 |
100.25 |
2.22 |
2.3% |
96.90 |
| Close |
101.53 |
100.64 |
-0.89 |
-0.9% |
100.64 |
| Range |
3.77 |
1.22 |
-2.55 |
-67.6% |
4.90 |
| ATR |
2.29 |
2.22 |
-0.07 |
-3.2% |
0.00 |
| Volume |
10,505 |
11,799 |
1,294 |
12.3% |
52,116 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.45 |
103.76 |
101.31 |
|
| R3 |
103.23 |
102.54 |
100.98 |
|
| R2 |
102.01 |
102.01 |
100.86 |
|
| R1 |
101.32 |
101.32 |
100.75 |
101.06 |
| PP |
100.79 |
100.79 |
100.79 |
100.65 |
| S1 |
100.10 |
100.10 |
100.53 |
99.84 |
| S2 |
99.57 |
99.57 |
100.42 |
|
| S3 |
98.35 |
98.88 |
100.30 |
|
| S4 |
97.13 |
97.66 |
99.97 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
112.46 |
103.34 |
|
| R3 |
109.58 |
107.56 |
101.99 |
|
| R2 |
104.68 |
104.68 |
101.54 |
|
| R1 |
102.66 |
102.66 |
101.09 |
103.67 |
| PP |
99.78 |
99.78 |
99.78 |
100.29 |
| S1 |
97.76 |
97.76 |
100.19 |
98.77 |
| S2 |
94.88 |
94.88 |
99.74 |
|
| S3 |
89.98 |
92.86 |
99.29 |
|
| S4 |
85.08 |
87.96 |
97.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.80 |
96.90 |
4.90 |
4.9% |
2.22 |
2.2% |
76% |
False |
False |
10,423 |
| 10 |
101.80 |
93.88 |
7.92 |
7.9% |
2.40 |
2.4% |
85% |
False |
False |
9,326 |
| 20 |
101.80 |
86.28 |
15.52 |
15.4% |
2.23 |
2.2% |
93% |
False |
False |
7,716 |
| 40 |
101.80 |
85.17 |
16.63 |
16.5% |
2.02 |
2.0% |
93% |
False |
False |
6,811 |
| 60 |
101.80 |
85.12 |
16.68 |
16.6% |
2.10 |
2.1% |
93% |
False |
False |
5,537 |
| 80 |
101.80 |
85.12 |
16.68 |
16.6% |
1.86 |
1.8% |
93% |
False |
False |
4,532 |
| 100 |
101.80 |
75.69 |
26.11 |
25.9% |
1.62 |
1.6% |
96% |
False |
False |
3,909 |
| 120 |
101.80 |
72.25 |
29.55 |
29.4% |
1.38 |
1.4% |
96% |
False |
False |
3,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.66 |
|
2.618 |
104.66 |
|
1.618 |
103.44 |
|
1.000 |
102.69 |
|
0.618 |
102.22 |
|
HIGH |
101.47 |
|
0.618 |
101.00 |
|
0.500 |
100.86 |
|
0.382 |
100.72 |
|
LOW |
100.25 |
|
0.618 |
99.50 |
|
1.000 |
99.03 |
|
1.618 |
98.28 |
|
2.618 |
97.06 |
|
4.250 |
95.07 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.86 |
100.40 |
| PP |
100.79 |
100.16 |
| S1 |
100.71 |
99.92 |
|