NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
91.39 |
92.10 |
0.71 |
0.8% |
88.50 |
High |
91.39 |
92.10 |
0.71 |
0.8% |
88.90 |
Low |
91.39 |
92.10 |
0.71 |
0.8% |
86.06 |
Close |
91.39 |
93.41 |
2.02 |
2.2% |
89.90 |
Range |
|
|
|
|
|
ATR |
1.00 |
0.98 |
-0.02 |
-2.1% |
0.00 |
Volume |
45 |
85 |
40 |
88.9% |
130 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.54 |
92.97 |
93.41 |
|
R3 |
92.54 |
92.97 |
93.41 |
|
R2 |
92.54 |
92.54 |
93.41 |
|
R1 |
92.97 |
92.97 |
93.41 |
92.76 |
PP |
92.54 |
92.54 |
92.54 |
92.43 |
S1 |
92.97 |
92.97 |
93.41 |
92.76 |
S2 |
92.54 |
92.54 |
93.41 |
|
S3 |
92.54 |
92.97 |
93.41 |
|
S4 |
92.54 |
92.97 |
93.41 |
|
|
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 |
92.10 |
88.85 |
3.25 |
3.5% |
0.41 |
0.4% |
140% |
True |
False |
93 |
10 |
92.10 |
86.06 |
6.04 |
6.5% |
0.20 |
0.2% |
122% |
True |
False |
68 |
20 |
92.10 |
84.00 |
8.10 |
8.7% |
0.10 |
0.1% |
116% |
True |
False |
182 |
40 |
94.33 |
84.00 |
10.33 |
11.1% |
0.09 |
0.1% |
91% |
False |
False |
286 |
60 |
94.33 |
84.00 |
10.33 |
11.1% |
0.09 |
0.1% |
91% |
False |
False |
335 |
80 |
94.33 |
78.45 |
15.88 |
17.0% |
0.07 |
0.1% |
94% |
False |
False |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.10 |
2.618 |
92.10 |
1.618 |
92.10 |
1.000 |
92.10 |
0.618 |
92.10 |
HIGH |
92.10 |
0.618 |
92.10 |
0.500 |
92.10 |
0.382 |
92.10 |
LOW |
92.10 |
0.618 |
92.10 |
1.000 |
92.10 |
1.618 |
92.10 |
2.618 |
92.10 |
4.250 |
92.10 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
92.97 |
92.74 |
PP |
92.54 |
92.07 |
S1 |
92.10 |
91.40 |
|