NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
95.30 |
96.36 |
1.06 |
1.1% |
96.15 |
High |
95.80 |
96.36 |
0.56 |
0.6% |
96.57 |
Low |
95.30 |
96.36 |
1.06 |
1.1% |
95.30 |
Close |
95.83 |
96.36 |
0.53 |
0.6% |
95.83 |
Range |
0.50 |
0.00 |
-0.50 |
-100.0% |
1.27 |
ATR |
1.19 |
1.14 |
-0.05 |
-4.0% |
0.00 |
Volume |
682 |
316 |
-366 |
-53.7% |
2,300 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.36 |
96.36 |
96.36 |
|
R3 |
96.36 |
96.36 |
96.36 |
|
R2 |
96.36 |
96.36 |
96.36 |
|
R1 |
96.36 |
96.36 |
96.36 |
96.36 |
PP |
96.36 |
96.36 |
96.36 |
96.36 |
S1 |
96.36 |
96.36 |
96.36 |
96.36 |
S2 |
96.36 |
96.36 |
96.36 |
|
S3 |
96.36 |
96.36 |
96.36 |
|
S4 |
96.36 |
96.36 |
96.36 |
|
|
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 |
95.30 |
1.27 |
1.3% |
0.40 |
0.4% |
83% |
False |
False |
523 |
10 |
96.57 |
90.95 |
5.62 |
5.8% |
0.42 |
0.4% |
96% |
False |
False |
743 |
20 |
96.57 |
86.00 |
10.57 |
11.0% |
0.31 |
0.3% |
98% |
False |
False |
752 |
40 |
96.57 |
84.44 |
12.13 |
12.6% |
0.21 |
0.2% |
98% |
False |
False |
575 |
60 |
96.57 |
83.94 |
12.63 |
13.1% |
0.43 |
0.4% |
98% |
False |
False |
637 |
80 |
96.57 |
82.46 |
14.11 |
14.6% |
0.65 |
0.7% |
99% |
False |
False |
623 |
100 |
96.57 |
73.60 |
22.97 |
23.8% |
0.54 |
0.6% |
99% |
False |
False |
619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.36 |
2.618 |
96.36 |
1.618 |
96.36 |
1.000 |
96.36 |
0.618 |
96.36 |
HIGH |
96.36 |
0.618 |
96.36 |
0.500 |
96.36 |
0.382 |
96.36 |
LOW |
96.36 |
0.618 |
96.36 |
1.000 |
96.36 |
1.618 |
96.36 |
2.618 |
96.36 |
4.250 |
96.36 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
96.36 |
96.18 |
PP |
96.36 |
96.01 |
S1 |
96.36 |
95.83 |
|