NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
88.90 |
89.30 |
0.40 |
0.4% |
88.50 |
High |
88.90 |
91.15 |
2.25 |
2.5% |
88.90 |
Low |
88.85 |
89.30 |
0.45 |
0.5% |
86.06 |
Close |
89.90 |
91.29 |
1.39 |
1.5% |
89.90 |
Range |
0.05 |
1.85 |
1.80 |
3,600.0% |
2.84 |
ATR |
1.01 |
1.07 |
0.06 |
6.0% |
0.00 |
Volume |
1 |
61 |
60 |
6,000.0% |
130 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.13 |
95.56 |
92.31 |
|
R3 |
94.28 |
93.71 |
91.80 |
|
R2 |
92.43 |
92.43 |
91.63 |
|
R1 |
91.86 |
91.86 |
91.46 |
92.15 |
PP |
90.58 |
90.58 |
90.58 |
90.72 |
S1 |
90.01 |
90.01 |
91.12 |
90.30 |
S2 |
88.73 |
88.73 |
90.95 |
|
S3 |
86.88 |
88.16 |
90.78 |
|
S4 |
85.03 |
86.31 |
90.27 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.81 |
96.19 |
91.46 |
|
R3 |
93.97 |
93.35 |
90.68 |
|
R2 |
91.13 |
91.13 |
90.42 |
|
R1 |
90.51 |
90.51 |
90.16 |
90.82 |
PP |
88.29 |
88.29 |
88.29 |
88.44 |
S1 |
87.67 |
87.67 |
89.64 |
87.98 |
S2 |
85.45 |
85.45 |
89.38 |
|
S3 |
82.61 |
84.83 |
89.12 |
|
S4 |
79.77 |
81.99 |
88.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.15 |
86.06 |
5.09 |
5.6% |
0.38 |
0.4% |
103% |
True |
False |
35 |
10 |
91.15 |
86.06 |
5.09 |
5.6% |
0.19 |
0.2% |
103% |
True |
False |
88 |
20 |
91.15 |
84.00 |
7.15 |
7.8% |
0.10 |
0.1% |
102% |
True |
False |
215 |
40 |
94.33 |
84.00 |
10.33 |
11.3% |
0.10 |
0.1% |
71% |
False |
False |
288 |
60 |
94.33 |
83.78 |
10.55 |
11.6% |
0.09 |
0.1% |
71% |
False |
False |
344 |
80 |
94.33 |
78.05 |
16.28 |
17.8% |
0.06 |
0.1% |
81% |
False |
False |
359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.01 |
2.618 |
95.99 |
1.618 |
94.14 |
1.000 |
93.00 |
0.618 |
92.29 |
HIGH |
91.15 |
0.618 |
90.44 |
0.500 |
90.23 |
0.382 |
90.01 |
LOW |
89.30 |
0.618 |
88.16 |
1.000 |
87.45 |
1.618 |
86.31 |
2.618 |
84.46 |
4.250 |
81.44 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
90.51 |
PP |
90.58 |
89.73 |
S1 |
90.23 |
88.95 |
|