NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
96.60 |
96.29 |
-0.31 |
-0.3% |
90.21 |
| High |
97.10 |
98.06 |
0.96 |
1.0% |
94.75 |
| Low |
96.60 |
96.29 |
-0.31 |
-0.3% |
90.06 |
| Close |
97.50 |
97.50 |
0.00 |
0.0% |
93.81 |
| Range |
0.50 |
1.77 |
1.27 |
254.0% |
4.69 |
| ATR |
1.65 |
1.66 |
0.01 |
0.5% |
0.00 |
| Volume |
2,441 |
2,006 |
-435 |
-17.8% |
6,034 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.59 |
101.82 |
98.47 |
|
| R3 |
100.82 |
100.05 |
97.99 |
|
| R2 |
99.05 |
99.05 |
97.82 |
|
| R1 |
98.28 |
98.28 |
97.66 |
98.67 |
| PP |
97.28 |
97.28 |
97.28 |
97.48 |
| S1 |
96.51 |
96.51 |
97.34 |
96.90 |
| S2 |
95.51 |
95.51 |
97.18 |
|
| S3 |
93.74 |
94.74 |
97.01 |
|
| S4 |
91.97 |
92.97 |
96.53 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.94 |
105.07 |
96.39 |
|
| R3 |
102.25 |
100.38 |
95.10 |
|
| R2 |
97.56 |
97.56 |
94.67 |
|
| R1 |
95.69 |
95.69 |
94.24 |
96.63 |
| PP |
92.87 |
92.87 |
92.87 |
93.34 |
| S1 |
91.00 |
91.00 |
93.38 |
91.94 |
| S2 |
88.18 |
88.18 |
92.95 |
|
| S3 |
83.49 |
86.31 |
92.52 |
|
| S4 |
78.80 |
81.62 |
91.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.58 |
|
2.618 |
102.69 |
|
1.618 |
100.92 |
|
1.000 |
99.83 |
|
0.618 |
99.15 |
|
HIGH |
98.06 |
|
0.618 |
97.38 |
|
0.500 |
97.18 |
|
0.382 |
96.97 |
|
LOW |
96.29 |
|
0.618 |
95.20 |
|
1.000 |
94.52 |
|
1.618 |
93.43 |
|
2.618 |
91.66 |
|
4.250 |
88.77 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
96.91 |
| PP |
97.28 |
96.32 |
| S1 |
97.18 |
95.73 |
|