NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
97.87 |
97.65 |
-0.22 |
-0.2% |
96.31 |
High |
97.87 |
97.65 |
-0.22 |
-0.2% |
96.31 |
Low |
97.87 |
97.10 |
-0.77 |
-0.8% |
95.18 |
Close |
97.87 |
97.14 |
-0.73 |
-0.7% |
95.56 |
Range |
0.00 |
0.55 |
0.55 |
|
1.13 |
ATR |
1.08 |
1.06 |
-0.02 |
-2.0% |
0.00 |
Volume |
1,435 |
460 |
-975 |
-67.9% |
1,139 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.95 |
98.59 |
97.44 |
|
R3 |
98.40 |
98.04 |
97.29 |
|
R2 |
97.85 |
97.85 |
97.24 |
|
R1 |
97.49 |
97.49 |
97.19 |
97.40 |
PP |
97.30 |
97.30 |
97.30 |
97.25 |
S1 |
96.94 |
96.94 |
97.09 |
96.85 |
S2 |
96.75 |
96.75 |
97.04 |
|
S3 |
96.20 |
96.39 |
96.99 |
|
S4 |
95.65 |
95.84 |
96.84 |
|
|
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 |
95.28 |
2.59 |
2.7% |
0.13 |
0.1% |
72% |
False |
False |
776 |
10 |
97.87 |
91.39 |
6.48 |
6.7% |
0.07 |
0.1% |
89% |
False |
False |
489 |
20 |
97.87 |
86.06 |
11.81 |
12.2% |
0.14 |
0.1% |
94% |
False |
False |
291 |
40 |
97.87 |
84.00 |
13.87 |
14.3% |
0.11 |
0.1% |
95% |
False |
False |
296 |
60 |
97.87 |
84.00 |
13.87 |
14.3% |
0.10 |
0.1% |
95% |
False |
False |
382 |
80 |
97.87 |
82.95 |
14.92 |
15.4% |
0.08 |
0.1% |
95% |
False |
False |
355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.99 |
2.618 |
99.09 |
1.618 |
98.54 |
1.000 |
98.20 |
0.618 |
97.99 |
HIGH |
97.65 |
0.618 |
97.44 |
0.500 |
97.38 |
0.382 |
97.31 |
LOW |
97.10 |
0.618 |
96.76 |
1.000 |
96.55 |
1.618 |
96.21 |
2.618 |
95.66 |
4.250 |
94.76 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.38 |
97.09 |
PP |
97.30 |
97.03 |
S1 |
97.22 |
96.98 |
|