NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
95.18 |
95.28 |
0.10 |
0.1% |
89.30 |
High |
95.25 |
95.36 |
0.11 |
0.1% |
92.96 |
Low |
95.18 |
95.28 |
0.10 |
0.1% |
89.30 |
Close |
96.35 |
95.15 |
-1.20 |
-1.2% |
92.96 |
Range |
0.07 |
0.08 |
0.01 |
14.3% |
3.66 |
ATR |
1.11 |
1.11 |
0.00 |
-0.3% |
0.00 |
Volume |
25 |
49 |
24 |
96.0% |
1,276 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.50 |
95.41 |
95.19 |
|
R3 |
95.42 |
95.33 |
95.17 |
|
R2 |
95.34 |
95.34 |
95.16 |
|
R1 |
95.25 |
95.25 |
95.16 |
95.26 |
PP |
95.26 |
95.26 |
95.26 |
95.27 |
S1 |
95.17 |
95.17 |
95.14 |
95.18 |
S2 |
95.18 |
95.18 |
95.14 |
|
S3 |
95.10 |
95.09 |
95.13 |
|
S4 |
95.02 |
95.01 |
95.11 |
|
|
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 |
92.10 |
4.21 |
4.4% |
0.03 |
0.0% |
72% |
False |
False |
203 |
10 |
96.31 |
86.75 |
9.56 |
10.0% |
0.22 |
0.2% |
88% |
False |
False |
141 |
20 |
96.31 |
86.06 |
10.25 |
10.8% |
0.11 |
0.1% |
89% |
False |
False |
134 |
40 |
96.31 |
84.00 |
12.31 |
12.9% |
0.10 |
0.1% |
91% |
False |
False |
223 |
60 |
96.31 |
84.00 |
12.31 |
12.9% |
0.09 |
0.1% |
91% |
False |
False |
344 |
80 |
96.31 |
82.21 |
14.10 |
14.8% |
0.07 |
0.1% |
92% |
False |
False |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.70 |
2.618 |
95.57 |
1.618 |
95.49 |
1.000 |
95.44 |
0.618 |
95.41 |
HIGH |
95.36 |
0.618 |
95.33 |
0.500 |
95.32 |
0.382 |
95.31 |
LOW |
95.28 |
0.618 |
95.23 |
1.000 |
95.20 |
1.618 |
95.15 |
2.618 |
95.07 |
4.250 |
94.94 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
95.32 |
95.75 |
PP |
95.26 |
95.55 |
S1 |
95.21 |
95.35 |
|