NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.45 |
100.55 |
0.10 |
0.1% |
96.75 |
| High |
101.73 |
100.90 |
-0.83 |
-0.8% |
101.06 |
| Low |
100.45 |
97.15 |
-3.30 |
-3.3% |
96.75 |
| Close |
100.69 |
97.53 |
-3.16 |
-3.1% |
100.14 |
| Range |
1.28 |
3.75 |
2.47 |
193.0% |
4.31 |
| ATR |
1.82 |
1.96 |
0.14 |
7.6% |
0.00 |
| Volume |
3,744 |
5,078 |
1,334 |
35.6% |
29,692 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.78 |
107.40 |
99.59 |
|
| R3 |
106.03 |
103.65 |
98.56 |
|
| R2 |
102.28 |
102.28 |
98.22 |
|
| R1 |
99.90 |
99.90 |
97.87 |
99.22 |
| PP |
98.53 |
98.53 |
98.53 |
98.18 |
| S1 |
96.15 |
96.15 |
97.19 |
95.47 |
| S2 |
94.78 |
94.78 |
96.84 |
|
| S3 |
91.03 |
92.40 |
96.50 |
|
| S4 |
87.28 |
88.65 |
95.47 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.25 |
110.50 |
102.51 |
|
| R3 |
107.94 |
106.19 |
101.33 |
|
| R2 |
103.63 |
103.63 |
100.93 |
|
| R1 |
101.88 |
101.88 |
100.54 |
102.76 |
| PP |
99.32 |
99.32 |
99.32 |
99.75 |
| S1 |
97.57 |
97.57 |
99.74 |
98.45 |
| S2 |
95.01 |
95.01 |
99.35 |
|
| S3 |
90.70 |
93.26 |
98.95 |
|
| S4 |
86.39 |
88.95 |
97.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.73 |
97.15 |
4.58 |
4.7% |
2.14 |
2.2% |
8% |
False |
True |
5,011 |
| 10 |
101.73 |
95.83 |
5.90 |
6.0% |
1.87 |
1.9% |
29% |
False |
False |
4,998 |
| 20 |
101.73 |
86.44 |
15.29 |
15.7% |
1.83 |
1.9% |
73% |
False |
False |
4,270 |
| 40 |
101.73 |
84.70 |
17.03 |
17.5% |
1.57 |
1.6% |
75% |
False |
False |
3,063 |
| 60 |
101.73 |
84.70 |
17.03 |
17.5% |
1.36 |
1.4% |
75% |
False |
False |
2,748 |
| 80 |
101.73 |
84.34 |
17.39 |
17.8% |
1.28 |
1.3% |
76% |
False |
False |
2,349 |
| 100 |
101.73 |
77.21 |
24.52 |
25.1% |
1.09 |
1.1% |
83% |
False |
False |
2,222 |
| 120 |
101.73 |
73.60 |
28.13 |
28.8% |
0.93 |
1.0% |
85% |
False |
False |
2,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.84 |
|
2.618 |
110.72 |
|
1.618 |
106.97 |
|
1.000 |
104.65 |
|
0.618 |
103.22 |
|
HIGH |
100.90 |
|
0.618 |
99.47 |
|
0.500 |
99.03 |
|
0.382 |
98.58 |
|
LOW |
97.15 |
|
0.618 |
94.83 |
|
1.000 |
93.40 |
|
1.618 |
91.08 |
|
2.618 |
87.33 |
|
4.250 |
81.21 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.03 |
99.44 |
| PP |
98.53 |
98.80 |
| S1 |
98.03 |
98.17 |
|