NYMEX Light Sweet Crude Oil Future November 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 |
96.08 |
96.70 |
0.62 |
0.6% |
89.80 |
| High |
97.80 |
97.50 |
-0.30 |
-0.3% |
94.54 |
| Low |
96.08 |
96.45 |
0.37 |
0.4% |
89.80 |
| Close |
97.22 |
95.93 |
-1.29 |
-1.3% |
93.60 |
| Range |
1.72 |
1.05 |
-0.67 |
-39.0% |
4.74 |
| ATR |
1.51 |
1.48 |
-0.03 |
-2.2% |
0.00 |
| Volume |
449 |
420 |
-29 |
-6.5% |
3,799 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
98.90 |
96.51 |
|
| R3 |
98.73 |
97.85 |
96.22 |
|
| R2 |
97.68 |
97.68 |
96.12 |
|
| R1 |
96.80 |
96.80 |
96.03 |
96.72 |
| PP |
96.63 |
96.63 |
96.63 |
96.58 |
| S1 |
95.75 |
95.75 |
95.83 |
95.67 |
| S2 |
95.58 |
95.58 |
95.74 |
|
| S3 |
94.53 |
94.70 |
95.64 |
|
| S4 |
93.48 |
93.65 |
95.35 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.87 |
104.97 |
96.21 |
|
| R3 |
102.13 |
100.23 |
94.90 |
|
| R2 |
97.39 |
97.39 |
94.47 |
|
| R1 |
95.49 |
95.49 |
94.03 |
96.44 |
| PP |
92.65 |
92.65 |
92.65 |
93.12 |
| S1 |
90.75 |
90.75 |
93.17 |
91.70 |
| S2 |
87.91 |
87.91 |
92.73 |
|
| S3 |
83.17 |
86.01 |
92.30 |
|
| S4 |
78.43 |
81.27 |
90.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.96 |
|
2.618 |
100.25 |
|
1.618 |
99.20 |
|
1.000 |
98.55 |
|
0.618 |
98.15 |
|
HIGH |
97.50 |
|
0.618 |
97.10 |
|
0.500 |
96.98 |
|
0.382 |
96.85 |
|
LOW |
96.45 |
|
0.618 |
95.80 |
|
1.000 |
95.40 |
|
1.618 |
94.75 |
|
2.618 |
93.70 |
|
4.250 |
91.99 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.98 |
96.48 |
| PP |
96.63 |
96.29 |
| S1 |
96.28 |
96.11 |
|