NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.31 |
95.18 |
-1.13 |
-1.2% |
89.30 |
High |
96.31 |
95.25 |
-1.06 |
-1.1% |
92.96 |
Low |
96.31 |
95.18 |
-1.13 |
-1.2% |
89.30 |
Close |
96.31 |
96.35 |
0.04 |
0.0% |
92.96 |
Range |
0.00 |
0.07 |
0.07 |
|
3.66 |
ATR |
1.11 |
1.11 |
0.00 |
0.1% |
0.00 |
Volume |
48 |
25 |
-23 |
-47.9% |
1,276 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.80 |
96.15 |
96.39 |
|
R3 |
95.73 |
96.08 |
96.37 |
|
R2 |
95.66 |
95.66 |
96.36 |
|
R1 |
96.01 |
96.01 |
96.36 |
95.84 |
PP |
95.59 |
95.59 |
95.59 |
95.51 |
S1 |
95.94 |
95.94 |
96.34 |
95.77 |
S2 |
95.52 |
95.52 |
96.34 |
|
S3 |
95.45 |
95.87 |
96.33 |
|
S4 |
95.38 |
95.80 |
96.31 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.72 |
101.50 |
94.97 |
|
R3 |
99.06 |
97.84 |
93.97 |
|
R2 |
95.40 |
95.40 |
93.63 |
|
R1 |
94.18 |
94.18 |
93.30 |
94.79 |
PP |
91.74 |
91.74 |
91.74 |
92.05 |
S1 |
90.52 |
90.52 |
92.62 |
91.13 |
S2 |
88.08 |
88.08 |
92.29 |
|
S3 |
84.42 |
86.86 |
91.95 |
|
S4 |
80.76 |
83.20 |
90.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.31 |
91.39 |
4.92 |
5.1% |
0.01 |
0.0% |
101% |
False |
False |
202 |
10 |
96.31 |
86.06 |
10.25 |
10.6% |
0.21 |
0.2% |
100% |
False |
False |
141 |
20 |
96.31 |
84.27 |
12.04 |
12.5% |
0.11 |
0.1% |
100% |
False |
False |
190 |
40 |
96.31 |
84.00 |
12.31 |
12.8% |
0.09 |
0.1% |
100% |
False |
False |
252 |
60 |
96.31 |
84.00 |
12.31 |
12.8% |
0.09 |
0.1% |
100% |
False |
False |
343 |
80 |
96.31 |
81.29 |
15.02 |
15.6% |
0.07 |
0.1% |
100% |
False |
False |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.55 |
2.618 |
95.43 |
1.618 |
95.36 |
1.000 |
95.32 |
0.618 |
95.29 |
HIGH |
95.25 |
0.618 |
95.22 |
0.500 |
95.22 |
0.382 |
95.21 |
LOW |
95.18 |
0.618 |
95.14 |
1.000 |
95.11 |
1.618 |
95.07 |
2.618 |
95.00 |
4.250 |
94.88 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
95.97 |
95.78 |
PP |
95.59 |
95.21 |
S1 |
95.22 |
94.64 |
|