NYMEX Light Sweet Crude Oil Future July 2008
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 |
98.39 |
100.02 |
1.63 |
1.7% |
94.21 |
High |
100.00 |
100.82 |
0.82 |
0.8% |
99.33 |
Low |
97.46 |
98.66 |
1.20 |
1.2% |
94.15 |
Close |
99.83 |
98.76 |
-1.07 |
-1.1% |
97.53 |
Range |
2.54 |
2.16 |
-0.38 |
-15.0% |
5.18 |
ATR |
2.18 |
2.18 |
0.00 |
-0.1% |
0.00 |
Volume |
11,039 |
9,725 |
-1,314 |
-11.9% |
35,916 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.89 |
104.49 |
99.95 |
|
R3 |
103.73 |
102.33 |
99.35 |
|
R2 |
101.57 |
101.57 |
99.16 |
|
R1 |
100.17 |
100.17 |
98.96 |
99.79 |
PP |
99.41 |
99.41 |
99.41 |
99.23 |
S1 |
98.01 |
98.01 |
98.56 |
97.63 |
S2 |
97.25 |
97.25 |
98.36 |
|
S3 |
95.09 |
95.85 |
98.17 |
|
S4 |
92.93 |
93.69 |
97.57 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.54 |
110.22 |
100.38 |
|
R3 |
107.36 |
105.04 |
98.95 |
|
R2 |
102.18 |
102.18 |
98.48 |
|
R1 |
99.86 |
99.86 |
98.00 |
101.02 |
PP |
97.00 |
97.00 |
97.00 |
97.59 |
S1 |
94.68 |
94.68 |
97.06 |
95.84 |
S2 |
91.82 |
91.82 |
96.58 |
|
S3 |
86.64 |
89.50 |
96.11 |
|
S4 |
81.46 |
84.32 |
94.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.82 |
96.06 |
4.76 |
4.8% |
2.10 |
2.1% |
57% |
True |
False |
10,205 |
10 |
100.82 |
91.62 |
9.20 |
9.3% |
2.22 |
2.2% |
78% |
True |
False |
8,229 |
20 |
100.82 |
86.28 |
14.54 |
14.7% |
2.16 |
2.2% |
86% |
True |
False |
6,980 |
40 |
100.82 |
85.17 |
15.65 |
15.8% |
1.96 |
2.0% |
87% |
True |
False |
6,422 |
60 |
100.82 |
85.12 |
15.70 |
15.9% |
2.08 |
2.1% |
87% |
True |
False |
5,235 |
80 |
100.82 |
85.12 |
15.70 |
15.9% |
1.81 |
1.8% |
87% |
True |
False |
4,281 |
100 |
100.82 |
75.05 |
25.77 |
26.1% |
1.57 |
1.6% |
92% |
True |
False |
3,690 |
120 |
100.82 |
71.38 |
29.44 |
29.8% |
1.34 |
1.4% |
93% |
True |
False |
3,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.00 |
2.618 |
106.47 |
1.618 |
104.31 |
1.000 |
102.98 |
0.618 |
102.15 |
HIGH |
100.82 |
0.618 |
99.99 |
0.500 |
99.74 |
0.382 |
99.49 |
LOW |
98.66 |
0.618 |
97.33 |
1.000 |
96.50 |
1.618 |
95.17 |
2.618 |
93.01 |
4.250 |
89.48 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
99.74 |
98.86 |
PP |
99.41 |
98.83 |
S1 |
99.09 |
98.79 |
|