NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.36 |
98.15 |
1.79 |
1.9% |
96.15 |
High |
96.36 |
98.15 |
1.79 |
1.9% |
96.57 |
Low |
96.36 |
98.15 |
1.79 |
1.9% |
95.30 |
Close |
96.36 |
98.15 |
1.79 |
1.9% |
95.83 |
Range |
|
|
|
|
|
ATR |
1.14 |
1.19 |
0.05 |
4.0% |
0.00 |
Volume |
316 |
1,758 |
1,442 |
456.3% |
2,300 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.15 |
98.15 |
98.15 |
|
R3 |
98.15 |
98.15 |
98.15 |
|
R2 |
98.15 |
98.15 |
98.15 |
|
R1 |
98.15 |
98.15 |
98.15 |
98.15 |
PP |
98.15 |
98.15 |
98.15 |
98.15 |
S1 |
98.15 |
98.15 |
98.15 |
98.15 |
S2 |
98.15 |
98.15 |
98.15 |
|
S3 |
98.15 |
98.15 |
98.15 |
|
S4 |
98.15 |
98.15 |
98.15 |
|
|
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 |
98.15 |
95.30 |
2.85 |
2.9% |
0.33 |
0.3% |
100% |
True |
False |
720 |
10 |
98.15 |
90.95 |
7.20 |
7.3% |
0.39 |
0.4% |
100% |
True |
False |
901 |
20 |
98.15 |
86.00 |
12.15 |
12.4% |
0.29 |
0.3% |
100% |
True |
False |
832 |
40 |
98.15 |
84.44 |
13.71 |
14.0% |
0.21 |
0.2% |
100% |
True |
False |
616 |
60 |
98.15 |
83.94 |
14.21 |
14.5% |
0.43 |
0.4% |
100% |
True |
False |
608 |
80 |
98.15 |
82.46 |
15.69 |
16.0% |
0.65 |
0.7% |
100% |
True |
False |
642 |
100 |
98.15 |
74.49 |
23.66 |
24.1% |
0.54 |
0.6% |
100% |
True |
False |
633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.15 |
2.618 |
98.15 |
1.618 |
98.15 |
1.000 |
98.15 |
0.618 |
98.15 |
HIGH |
98.15 |
0.618 |
98.15 |
0.500 |
98.15 |
0.382 |
98.15 |
LOW |
98.15 |
0.618 |
98.15 |
1.000 |
98.15 |
1.618 |
98.15 |
2.618 |
98.15 |
4.250 |
98.15 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
98.15 |
97.68 |
PP |
98.15 |
97.20 |
S1 |
98.15 |
96.73 |
|