NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
100.12 |
99.90 |
-0.22 |
-0.2% |
96.36 |
High |
100.12 |
99.90 |
-0.22 |
-0.2% |
100.12 |
Low |
100.12 |
99.90 |
-0.22 |
-0.2% |
96.36 |
Close |
100.12 |
99.27 |
-0.85 |
-0.8% |
99.27 |
Range |
|
|
|
|
|
ATR |
1.27 |
1.20 |
-0.08 |
-5.9% |
0.00 |
Volume |
255 |
444 |
189 |
74.1% |
3,000 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.69 |
99.48 |
99.27 |
|
R3 |
99.69 |
99.48 |
99.27 |
|
R2 |
99.69 |
99.69 |
99.27 |
|
R1 |
99.48 |
99.48 |
99.27 |
99.59 |
PP |
99.69 |
99.69 |
99.69 |
99.74 |
S1 |
99.48 |
99.48 |
99.27 |
99.59 |
S2 |
99.69 |
99.69 |
99.27 |
|
S3 |
99.69 |
99.48 |
99.27 |
|
S4 |
99.69 |
99.48 |
99.27 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.86 |
108.33 |
101.34 |
|
R3 |
106.10 |
104.57 |
100.30 |
|
R2 |
102.34 |
102.34 |
99.96 |
|
R1 |
100.81 |
100.81 |
99.61 |
101.58 |
PP |
98.58 |
98.58 |
98.58 |
98.97 |
S1 |
97.05 |
97.05 |
98.93 |
97.82 |
S2 |
94.82 |
94.82 |
98.58 |
|
S3 |
91.06 |
93.29 |
98.24 |
|
S4 |
87.30 |
89.53 |
97.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.12 |
96.36 |
3.76 |
3.8% |
0.15 |
0.1% |
77% |
False |
False |
600 |
10 |
100.12 |
92.74 |
7.38 |
7.4% |
0.39 |
0.4% |
88% |
False |
False |
846 |
20 |
100.12 |
86.00 |
14.12 |
14.2% |
0.31 |
0.3% |
94% |
False |
False |
815 |
40 |
100.12 |
84.44 |
15.68 |
15.8% |
0.19 |
0.2% |
95% |
False |
False |
623 |
60 |
100.12 |
84.44 |
15.68 |
15.8% |
0.35 |
0.4% |
95% |
False |
False |
613 |
80 |
100.12 |
82.46 |
17.66 |
17.8% |
0.63 |
0.6% |
95% |
False |
False |
640 |
100 |
100.12 |
75.30 |
24.82 |
25.0% |
0.55 |
0.6% |
97% |
False |
False |
603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.90 |
2.618 |
99.90 |
1.618 |
99.90 |
1.000 |
99.90 |
0.618 |
99.90 |
HIGH |
99.90 |
0.618 |
99.90 |
0.500 |
99.90 |
0.382 |
99.90 |
LOW |
99.90 |
0.618 |
99.90 |
1.000 |
99.90 |
1.618 |
99.90 |
2.618 |
99.90 |
4.250 |
99.90 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
99.90 |
99.14 |
PP |
99.69 |
99.02 |
S1 |
99.48 |
98.89 |
|