NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
89.30 |
90.84 |
1.54 |
1.7% |
88.50 |
High |
91.15 |
90.84 |
-0.31 |
-0.3% |
88.90 |
Low |
89.30 |
90.70 |
1.40 |
1.6% |
86.06 |
Close |
91.29 |
90.80 |
-0.49 |
-0.5% |
89.90 |
Range |
1.85 |
0.14 |
-1.71 |
-92.4% |
2.84 |
ATR |
1.07 |
1.03 |
-0.03 |
-3.2% |
0.00 |
Volume |
61 |
275 |
214 |
350.8% |
130 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.20 |
91.14 |
90.88 |
|
R3 |
91.06 |
91.00 |
90.84 |
|
R2 |
90.92 |
90.92 |
90.83 |
|
R1 |
90.86 |
90.86 |
90.81 |
90.82 |
PP |
90.78 |
90.78 |
90.78 |
90.76 |
S1 |
90.72 |
90.72 |
90.79 |
90.68 |
S2 |
90.64 |
90.64 |
90.77 |
|
S3 |
90.50 |
90.58 |
90.76 |
|
S4 |
90.36 |
90.44 |
90.72 |
|
|
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% |
0.41 |
0.4% |
93% |
False |
False |
80 |
10 |
91.15 |
86.06 |
5.09 |
5.6% |
0.20 |
0.2% |
93% |
False |
False |
93 |
20 |
91.15 |
84.00 |
7.15 |
7.9% |
0.10 |
0.1% |
95% |
False |
False |
217 |
40 |
94.33 |
84.00 |
10.33 |
11.4% |
0.10 |
0.1% |
66% |
False |
False |
290 |
60 |
94.33 |
83.78 |
10.55 |
11.6% |
0.09 |
0.1% |
67% |
False |
False |
347 |
80 |
94.33 |
78.45 |
15.88 |
17.5% |
0.07 |
0.1% |
78% |
False |
False |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.44 |
2.618 |
91.21 |
1.618 |
91.07 |
1.000 |
90.98 |
0.618 |
90.93 |
HIGH |
90.84 |
0.618 |
90.79 |
0.500 |
90.77 |
0.382 |
90.75 |
LOW |
90.70 |
0.618 |
90.61 |
1.000 |
90.56 |
1.618 |
90.47 |
2.618 |
90.33 |
4.250 |
90.11 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
90.79 |
90.53 |
PP |
90.78 |
90.27 |
S1 |
90.77 |
90.00 |
|