NYMEX Light Sweet Crude Oil Future January 2009
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 |
96.15 |
95.48 |
-0.67 |
-0.7% |
91.27 |
High |
96.50 |
96.57 |
0.07 |
0.1% |
93.92 |
Low |
96.15 |
95.48 |
-0.67 |
-0.7% |
90.95 |
Close |
96.61 |
96.64 |
0.03 |
0.0% |
93.17 |
Range |
0.35 |
1.09 |
0.74 |
211.4% |
2.97 |
ATR |
1.30 |
1.29 |
-0.01 |
-1.0% |
0.00 |
Volume |
770 |
113 |
-657 |
-85.3% |
4,823 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.50 |
99.16 |
97.24 |
|
R3 |
98.41 |
98.07 |
96.94 |
|
R2 |
97.32 |
97.32 |
96.84 |
|
R1 |
96.98 |
96.98 |
96.74 |
97.15 |
PP |
96.23 |
96.23 |
96.23 |
96.32 |
S1 |
95.89 |
95.89 |
96.54 |
96.06 |
S2 |
95.14 |
95.14 |
96.44 |
|
S3 |
94.05 |
94.80 |
96.34 |
|
S4 |
92.96 |
93.71 |
96.04 |
|
|
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 |
96.57 |
91.25 |
5.32 |
5.5% |
0.55 |
0.6% |
101% |
True |
False |
1,068 |
10 |
96.57 |
86.00 |
10.57 |
10.9% |
0.49 |
0.5% |
101% |
True |
False |
1,159 |
20 |
96.57 |
84.44 |
12.13 |
12.6% |
0.31 |
0.3% |
101% |
True |
False |
764 |
40 |
96.57 |
84.44 |
12.13 |
12.6% |
0.20 |
0.2% |
101% |
True |
False |
542 |
60 |
96.57 |
83.94 |
12.63 |
13.1% |
0.48 |
0.5% |
101% |
True |
False |
617 |
80 |
96.57 |
82.46 |
14.11 |
14.6% |
0.65 |
0.7% |
100% |
True |
False |
633 |
100 |
96.57 |
73.20 |
23.37 |
24.2% |
0.55 |
0.6% |
100% |
True |
False |
607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.20 |
2.618 |
99.42 |
1.618 |
98.33 |
1.000 |
97.66 |
0.618 |
97.24 |
HIGH |
96.57 |
0.618 |
96.15 |
0.500 |
96.03 |
0.382 |
95.90 |
LOW |
95.48 |
0.618 |
94.81 |
1.000 |
94.39 |
1.618 |
93.72 |
2.618 |
92.63 |
4.250 |
90.85 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
96.44 |
95.98 |
PP |
96.23 |
95.32 |
S1 |
96.03 |
94.66 |
|