NYMEX Light Sweet Crude Oil Future December 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 |
96.55 |
97.35 |
0.80 |
0.8% |
90.50 |
High |
97.91 |
97.51 |
-0.40 |
-0.4% |
94.41 |
Low |
95.49 |
94.78 |
-0.71 |
-0.7% |
89.35 |
Close |
96.94 |
95.67 |
-1.27 |
-1.3% |
93.39 |
Range |
2.42 |
2.73 |
0.31 |
12.8% |
5.06 |
ATR |
2.12 |
2.16 |
0.04 |
2.1% |
0.00 |
Volume |
18,387 |
18,242 |
-145 |
-0.8% |
84,401 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.18 |
102.65 |
97.17 |
|
R3 |
101.45 |
99.92 |
96.42 |
|
R2 |
98.72 |
98.72 |
96.17 |
|
R1 |
97.19 |
97.19 |
95.92 |
96.59 |
PP |
95.99 |
95.99 |
95.99 |
95.69 |
S1 |
94.46 |
94.46 |
95.42 |
93.86 |
S2 |
93.26 |
93.26 |
95.17 |
|
S3 |
90.53 |
91.73 |
94.92 |
|
S4 |
87.80 |
89.00 |
94.17 |
|
|
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 |
109.11 |
2.618 |
104.66 |
1.618 |
101.93 |
1.000 |
100.24 |
0.618 |
99.20 |
HIGH |
97.51 |
0.618 |
96.47 |
0.500 |
96.15 |
0.382 |
95.82 |
LOW |
94.78 |
0.618 |
93.09 |
1.000 |
92.05 |
1.618 |
90.36 |
2.618 |
87.63 |
4.250 |
83.18 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
96.15 |
95.77 |
PP |
95.99 |
95.74 |
S1 |
95.83 |
95.70 |
|