NYMEX Light Sweet Crude Oil Future December 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 |
93.75 |
96.55 |
2.80 |
3.0% |
90.50 |
| High |
97.01 |
97.91 |
0.90 |
0.9% |
94.41 |
| Low |
93.63 |
95.49 |
1.86 |
2.0% |
89.35 |
| Close |
96.92 |
96.94 |
0.02 |
0.0% |
93.39 |
| Range |
3.38 |
2.42 |
-0.96 |
-28.4% |
5.06 |
| ATR |
2.09 |
2.12 |
0.02 |
1.1% |
0.00 |
| Volume |
18,790 |
18,387 |
-403 |
-2.1% |
84,401 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.04 |
102.91 |
98.27 |
|
| R3 |
101.62 |
100.49 |
97.61 |
|
| R2 |
99.20 |
99.20 |
97.38 |
|
| R1 |
98.07 |
98.07 |
97.16 |
98.64 |
| PP |
96.78 |
96.78 |
96.78 |
97.06 |
| S1 |
95.65 |
95.65 |
96.72 |
96.22 |
| S2 |
94.36 |
94.36 |
96.50 |
|
| S3 |
91.94 |
93.23 |
96.27 |
|
| S4 |
89.52 |
90.81 |
95.61 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.56 |
105.54 |
96.17 |
|
| R3 |
102.50 |
100.48 |
94.78 |
|
| R2 |
97.44 |
97.44 |
94.32 |
|
| R1 |
95.42 |
95.42 |
93.85 |
96.43 |
| PP |
92.38 |
92.38 |
92.38 |
92.89 |
| S1 |
90.36 |
90.36 |
92.93 |
91.37 |
| S2 |
87.32 |
87.32 |
92.46 |
|
| S3 |
82.26 |
85.30 |
92.00 |
|
| S4 |
77.20 |
80.24 |
90.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.20 |
|
2.618 |
104.25 |
|
1.618 |
101.83 |
|
1.000 |
100.33 |
|
0.618 |
99.41 |
|
HIGH |
97.91 |
|
0.618 |
96.99 |
|
0.500 |
96.70 |
|
0.382 |
96.41 |
|
LOW |
95.49 |
|
0.618 |
93.99 |
|
1.000 |
93.07 |
|
1.618 |
91.57 |
|
2.618 |
89.15 |
|
4.250 |
85.21 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.86 |
96.55 |
| PP |
96.78 |
96.16 |
| S1 |
96.70 |
95.77 |
|