NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
98.05 |
100.12 |
2.07 |
2.1% |
96.15 |
High |
98.40 |
100.12 |
1.72 |
1.7% |
96.57 |
Low |
97.66 |
100.12 |
2.46 |
2.5% |
95.30 |
Close |
97.36 |
100.12 |
2.76 |
2.8% |
95.83 |
Range |
0.74 |
0.00 |
-0.74 |
-100.0% |
1.27 |
ATR |
1.16 |
1.27 |
0.11 |
9.9% |
0.00 |
Volume |
227 |
255 |
28 |
12.3% |
2,300 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.12 |
100.12 |
100.12 |
|
R3 |
100.12 |
100.12 |
100.12 |
|
R2 |
100.12 |
100.12 |
100.12 |
|
R1 |
100.12 |
100.12 |
100.12 |
100.12 |
PP |
100.12 |
100.12 |
100.12 |
100.12 |
S1 |
100.12 |
100.12 |
100.12 |
100.12 |
S2 |
100.12 |
100.12 |
100.12 |
|
S3 |
100.12 |
100.12 |
100.12 |
|
S4 |
100.12 |
100.12 |
100.12 |
|
|
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 |
100.12 |
95.30 |
4.82 |
4.8% |
0.25 |
0.2% |
100% |
True |
False |
647 |
10 |
100.12 |
92.74 |
7.38 |
7.4% |
0.39 |
0.4% |
100% |
True |
False |
860 |
20 |
100.12 |
86.00 |
14.12 |
14.1% |
0.31 |
0.3% |
100% |
True |
False |
817 |
40 |
100.12 |
84.44 |
15.68 |
15.7% |
0.22 |
0.2% |
100% |
True |
False |
613 |
60 |
100.12 |
83.94 |
16.18 |
16.2% |
0.40 |
0.4% |
100% |
True |
False |
608 |
80 |
100.12 |
82.46 |
17.66 |
17.6% |
0.65 |
0.6% |
100% |
True |
False |
636 |
100 |
100.12 |
74.49 |
25.63 |
25.6% |
0.55 |
0.6% |
100% |
True |
False |
609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.12 |
2.618 |
100.12 |
1.618 |
100.12 |
1.000 |
100.12 |
0.618 |
100.12 |
HIGH |
100.12 |
0.618 |
100.12 |
0.500 |
100.12 |
0.382 |
100.12 |
LOW |
100.12 |
0.618 |
100.12 |
1.000 |
100.12 |
1.618 |
100.12 |
2.618 |
100.12 |
4.250 |
100.12 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
100.12 |
99.71 |
PP |
100.12 |
99.30 |
S1 |
100.12 |
98.89 |
|