NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.00 |
95.30 |
-0.70 |
-0.7% |
96.15 |
High |
96.05 |
95.80 |
-0.25 |
-0.3% |
96.57 |
Low |
96.00 |
95.30 |
-0.70 |
-0.7% |
95.30 |
Close |
95.40 |
95.83 |
0.43 |
0.5% |
95.83 |
Range |
0.05 |
0.50 |
0.45 |
900.0% |
1.27 |
ATR |
1.24 |
1.19 |
-0.05 |
-4.3% |
0.00 |
Volume |
735 |
682 |
-53 |
-7.2% |
2,300 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.14 |
96.99 |
96.11 |
|
R3 |
96.64 |
96.49 |
95.97 |
|
R2 |
96.14 |
96.14 |
95.92 |
|
R1 |
95.99 |
95.99 |
95.88 |
96.07 |
PP |
95.64 |
95.64 |
95.64 |
95.68 |
S1 |
95.49 |
95.49 |
95.78 |
95.57 |
S2 |
95.14 |
95.14 |
95.74 |
|
S3 |
94.64 |
94.99 |
95.69 |
|
S4 |
94.14 |
94.49 |
95.56 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.71 |
99.04 |
96.53 |
|
R3 |
98.44 |
97.77 |
96.18 |
|
R2 |
97.17 |
97.17 |
96.06 |
|
R1 |
96.50 |
96.50 |
95.95 |
96.20 |
PP |
95.90 |
95.90 |
95.90 |
95.75 |
S1 |
95.23 |
95.23 |
95.71 |
94.93 |
S2 |
94.63 |
94.63 |
95.60 |
|
S3 |
93.36 |
93.96 |
95.48 |
|
S4 |
92.09 |
92.69 |
95.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.57 |
92.74 |
3.83 |
4.0% |
0.63 |
0.7% |
81% |
False |
False |
1,092 |
10 |
96.57 |
89.10 |
7.47 |
7.8% |
0.43 |
0.4% |
90% |
False |
False |
928 |
20 |
96.57 |
86.00 |
10.57 |
11.0% |
0.31 |
0.3% |
93% |
False |
False |
738 |
40 |
96.57 |
84.44 |
12.13 |
12.7% |
0.21 |
0.2% |
94% |
False |
False |
572 |
60 |
96.57 |
83.94 |
12.63 |
13.2% |
0.46 |
0.5% |
94% |
False |
False |
632 |
80 |
96.57 |
82.46 |
14.11 |
14.7% |
0.65 |
0.7% |
95% |
False |
False |
620 |
100 |
96.57 |
73.20 |
23.37 |
24.4% |
0.55 |
0.6% |
97% |
False |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.93 |
2.618 |
97.11 |
1.618 |
96.61 |
1.000 |
96.30 |
0.618 |
96.11 |
HIGH |
95.80 |
0.618 |
95.61 |
0.500 |
95.55 |
0.382 |
95.49 |
LOW |
95.30 |
0.618 |
94.99 |
1.000 |
94.80 |
1.618 |
94.49 |
2.618 |
93.99 |
4.250 |
93.18 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
95.74 |
95.94 |
PP |
95.64 |
95.90 |
S1 |
95.55 |
95.87 |
|