NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
93.61 |
93.18 |
-0.43 |
-0.5% |
91.27 |
High |
93.61 |
93.92 |
0.31 |
0.3% |
93.92 |
Low |
93.61 |
92.74 |
-0.87 |
-0.9% |
90.95 |
Close |
93.61 |
93.17 |
-0.44 |
-0.5% |
93.17 |
Range |
0.00 |
1.18 |
1.18 |
|
2.97 |
ATR |
1.14 |
1.15 |
0.00 |
0.2% |
0.00 |
Volume |
589 |
3,161 |
2,572 |
436.7% |
4,823 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.82 |
96.17 |
93.82 |
|
R3 |
95.64 |
94.99 |
93.49 |
|
R2 |
94.46 |
94.46 |
93.39 |
|
R1 |
93.81 |
93.81 |
93.28 |
93.55 |
PP |
93.28 |
93.28 |
93.28 |
93.14 |
S1 |
92.63 |
92.63 |
93.06 |
92.37 |
S2 |
92.10 |
92.10 |
92.95 |
|
S3 |
90.92 |
91.45 |
92.85 |
|
S4 |
89.74 |
90.27 |
92.52 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.59 |
100.35 |
94.80 |
|
R3 |
98.62 |
97.38 |
93.99 |
|
R2 |
95.65 |
95.65 |
93.71 |
|
R1 |
94.41 |
94.41 |
93.44 |
95.03 |
PP |
92.68 |
92.68 |
92.68 |
92.99 |
S1 |
91.44 |
91.44 |
92.90 |
92.06 |
S2 |
89.71 |
89.71 |
92.63 |
|
S3 |
86.74 |
88.47 |
92.35 |
|
S4 |
83.77 |
85.50 |
91.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.92 |
90.95 |
2.97 |
3.2% |
0.44 |
0.5% |
75% |
True |
False |
964 |
10 |
93.92 |
86.00 |
7.92 |
8.5% |
0.36 |
0.4% |
91% |
True |
False |
1,089 |
20 |
93.92 |
84.44 |
9.48 |
10.2% |
0.25 |
0.3% |
92% |
True |
False |
775 |
40 |
93.93 |
84.44 |
9.49 |
10.2% |
0.16 |
0.2% |
92% |
False |
False |
558 |
60 |
93.93 |
83.94 |
9.99 |
10.7% |
0.46 |
0.5% |
92% |
False |
False |
655 |
80 |
93.93 |
79.93 |
14.00 |
15.0% |
0.64 |
0.7% |
95% |
False |
False |
655 |
100 |
93.93 |
73.20 |
20.73 |
22.2% |
0.54 |
0.6% |
96% |
False |
False |
602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.94 |
2.618 |
97.01 |
1.618 |
95.83 |
1.000 |
95.10 |
0.618 |
94.65 |
HIGH |
93.92 |
0.618 |
93.47 |
0.500 |
93.33 |
0.382 |
93.19 |
LOW |
92.74 |
0.618 |
92.01 |
1.000 |
91.56 |
1.618 |
90.83 |
2.618 |
89.65 |
4.250 |
87.73 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
92.98 |
PP |
93.28 |
92.78 |
S1 |
93.22 |
92.59 |
|