NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
90.84 |
91.39 |
0.55 |
0.6% |
88.50 |
High |
90.84 |
91.39 |
0.55 |
0.6% |
88.90 |
Low |
90.70 |
91.39 |
0.69 |
0.8% |
86.06 |
Close |
90.80 |
91.39 |
0.59 |
0.6% |
89.90 |
Range |
0.14 |
0.00 |
-0.14 |
-100.0% |
2.84 |
ATR |
1.03 |
1.00 |
-0.03 |
-3.1% |
0.00 |
Volume |
275 |
45 |
-230 |
-83.6% |
130 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.39 |
91.39 |
91.39 |
|
R3 |
91.39 |
91.39 |
91.39 |
|
R2 |
91.39 |
91.39 |
91.39 |
|
R1 |
91.39 |
91.39 |
91.39 |
91.39 |
PP |
91.39 |
91.39 |
91.39 |
91.39 |
S1 |
91.39 |
91.39 |
91.39 |
91.39 |
S2 |
91.39 |
91.39 |
91.39 |
|
S3 |
91.39 |
91.39 |
91.39 |
|
S4 |
91.39 |
91.39 |
91.39 |
|
|
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 |
91.39 |
86.75 |
4.64 |
5.1% |
0.41 |
0.4% |
100% |
True |
False |
80 |
10 |
91.39 |
86.06 |
5.33 |
5.8% |
0.20 |
0.2% |
100% |
True |
False |
80 |
20 |
91.39 |
84.00 |
7.39 |
8.1% |
0.10 |
0.1% |
100% |
True |
False |
183 |
40 |
94.33 |
84.00 |
10.33 |
11.3% |
0.09 |
0.1% |
72% |
False |
False |
291 |
60 |
94.33 |
84.00 |
10.33 |
11.3% |
0.09 |
0.1% |
72% |
False |
False |
336 |
80 |
94.33 |
78.45 |
15.88 |
17.4% |
0.07 |
0.1% |
81% |
False |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.39 |
2.618 |
91.39 |
1.618 |
91.39 |
1.000 |
91.39 |
0.618 |
91.39 |
HIGH |
91.39 |
0.618 |
91.39 |
0.500 |
91.39 |
0.382 |
91.39 |
LOW |
91.39 |
0.618 |
91.39 |
1.000 |
91.39 |
1.618 |
91.39 |
2.618 |
91.39 |
4.250 |
91.39 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
91.39 |
91.04 |
PP |
91.39 |
90.69 |
S1 |
91.39 |
90.35 |
|