NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.08 |
97.87 |
1.79 |
1.9% |
96.31 |
High |
96.08 |
97.87 |
1.79 |
1.9% |
96.31 |
Low |
96.08 |
97.87 |
1.79 |
1.9% |
95.18 |
Close |
96.08 |
97.87 |
1.79 |
1.9% |
95.56 |
Range |
|
|
|
|
|
ATR |
1.02 |
1.08 |
0.05 |
5.4% |
0.00 |
Volume |
920 |
1,435 |
515 |
56.0% |
1,139 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.87 |
97.87 |
97.87 |
|
R3 |
97.87 |
97.87 |
97.87 |
|
R2 |
97.87 |
97.87 |
97.87 |
|
R1 |
97.87 |
97.87 |
97.87 |
97.87 |
PP |
97.87 |
97.87 |
97.87 |
97.87 |
S1 |
97.87 |
97.87 |
97.87 |
97.87 |
S2 |
97.87 |
97.87 |
97.87 |
|
S3 |
97.87 |
97.87 |
97.87 |
|
S4 |
97.87 |
97.87 |
97.87 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.07 |
98.45 |
96.18 |
|
R3 |
97.94 |
97.32 |
95.87 |
|
R2 |
96.81 |
96.81 |
95.77 |
|
R1 |
96.19 |
96.19 |
95.66 |
95.94 |
PP |
95.68 |
95.68 |
95.68 |
95.56 |
S1 |
95.06 |
95.06 |
95.46 |
94.81 |
S2 |
94.55 |
94.55 |
95.35 |
|
S3 |
93.42 |
93.93 |
95.25 |
|
S4 |
92.29 |
92.80 |
94.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.87 |
95.18 |
2.69 |
2.7% |
0.03 |
0.0% |
100% |
True |
False |
689 |
10 |
97.87 |
90.70 |
7.17 |
7.3% |
0.03 |
0.0% |
100% |
True |
False |
470 |
20 |
97.87 |
86.06 |
11.81 |
12.1% |
0.11 |
0.1% |
100% |
True |
False |
279 |
40 |
97.87 |
84.00 |
13.87 |
14.2% |
0.10 |
0.1% |
100% |
True |
False |
285 |
60 |
97.87 |
84.00 |
13.87 |
14.2% |
0.09 |
0.1% |
100% |
True |
False |
374 |
80 |
97.87 |
82.95 |
14.92 |
15.2% |
0.07 |
0.1% |
100% |
True |
False |
352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.87 |
2.618 |
97.87 |
1.618 |
97.87 |
1.000 |
97.87 |
0.618 |
97.87 |
HIGH |
97.87 |
0.618 |
97.87 |
0.500 |
97.87 |
0.382 |
97.87 |
LOW |
97.87 |
0.618 |
97.87 |
1.000 |
97.87 |
1.618 |
97.87 |
2.618 |
97.87 |
4.250 |
97.87 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.87 |
97.49 |
PP |
97.87 |
97.10 |
S1 |
97.87 |
96.72 |
|