NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
96.29 |
96.80 |
0.51 |
0.5% |
90.21 |
| High |
98.06 |
97.30 |
-0.76 |
-0.8% |
94.75 |
| Low |
96.29 |
95.97 |
-0.32 |
-0.3% |
90.06 |
| Close |
97.50 |
96.18 |
-1.32 |
-1.4% |
93.81 |
| Range |
1.77 |
1.33 |
-0.44 |
-24.9% |
4.69 |
| ATR |
1.66 |
1.65 |
-0.01 |
-0.6% |
0.00 |
| Volume |
2,006 |
825 |
-1,181 |
-58.9% |
6,034 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.47 |
99.66 |
96.91 |
|
| R3 |
99.14 |
98.33 |
96.55 |
|
| R2 |
97.81 |
97.81 |
96.42 |
|
| R1 |
97.00 |
97.00 |
96.30 |
96.74 |
| PP |
96.48 |
96.48 |
96.48 |
96.36 |
| S1 |
95.67 |
95.67 |
96.06 |
95.41 |
| S2 |
95.15 |
95.15 |
95.94 |
|
| S3 |
93.82 |
94.34 |
95.81 |
|
| S4 |
92.49 |
93.01 |
95.45 |
|
|
| 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 |
102.95 |
|
2.618 |
100.78 |
|
1.618 |
99.45 |
|
1.000 |
98.63 |
|
0.618 |
98.12 |
|
HIGH |
97.30 |
|
0.618 |
96.79 |
|
0.500 |
96.64 |
|
0.382 |
96.48 |
|
LOW |
95.97 |
|
0.618 |
95.15 |
|
1.000 |
94.64 |
|
1.618 |
93.82 |
|
2.618 |
92.49 |
|
4.250 |
90.32 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.64 |
97.02 |
| PP |
96.48 |
96.74 |
| S1 |
96.33 |
96.46 |
|