NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.55 |
98.18 |
-2.37 |
-2.4% |
96.75 |
| High |
100.90 |
101.58 |
0.68 |
0.7% |
101.06 |
| Low |
97.15 |
98.18 |
1.03 |
1.1% |
96.75 |
| Close |
97.53 |
101.51 |
3.98 |
4.1% |
100.14 |
| Range |
3.75 |
3.40 |
-0.35 |
-9.3% |
4.31 |
| ATR |
1.96 |
2.11 |
0.15 |
7.6% |
0.00 |
| Volume |
5,078 |
5,625 |
547 |
10.8% |
29,692 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.62 |
109.47 |
103.38 |
|
| R3 |
107.22 |
106.07 |
102.45 |
|
| R2 |
103.82 |
103.82 |
102.13 |
|
| R1 |
102.67 |
102.67 |
101.82 |
103.25 |
| PP |
100.42 |
100.42 |
100.42 |
100.71 |
| S1 |
99.27 |
99.27 |
101.20 |
99.85 |
| S2 |
97.02 |
97.02 |
100.89 |
|
| S3 |
93.62 |
95.87 |
100.58 |
|
| S4 |
90.22 |
92.47 |
99.64 |
|
|
| 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 |
4.5% |
2.43 |
2.4% |
95% |
False |
False |
4,790 |
| 10 |
101.73 |
95.83 |
5.90 |
5.8% |
2.01 |
2.0% |
96% |
False |
False |
5,171 |
| 20 |
101.73 |
86.68 |
15.05 |
14.8% |
1.93 |
1.9% |
99% |
False |
False |
4,413 |
| 40 |
101.73 |
84.70 |
17.03 |
16.8% |
1.64 |
1.6% |
99% |
False |
False |
3,171 |
| 60 |
101.73 |
84.70 |
17.03 |
16.8% |
1.42 |
1.4% |
99% |
False |
False |
2,809 |
| 80 |
101.73 |
84.34 |
17.39 |
17.1% |
1.31 |
1.3% |
99% |
False |
False |
2,388 |
| 100 |
101.73 |
77.50 |
24.23 |
23.9% |
1.12 |
1.1% |
99% |
False |
False |
2,274 |
| 120 |
101.73 |
73.60 |
28.13 |
27.7% |
0.96 |
0.9% |
99% |
False |
False |
2,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.03 |
|
2.618 |
110.48 |
|
1.618 |
107.08 |
|
1.000 |
104.98 |
|
0.618 |
103.68 |
|
HIGH |
101.58 |
|
0.618 |
100.28 |
|
0.500 |
99.88 |
|
0.382 |
99.48 |
|
LOW |
98.18 |
|
0.618 |
96.08 |
|
1.000 |
94.78 |
|
1.618 |
92.68 |
|
2.618 |
89.28 |
|
4.250 |
83.73 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.97 |
100.82 |
| PP |
100.42 |
100.13 |
| S1 |
99.88 |
99.44 |
|