NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
98.13 |
96.51 |
-1.62 |
-1.7% |
94.75 |
High |
98.70 |
97.77 |
-0.93 |
-0.9% |
98.82 |
Low |
95.79 |
95.99 |
0.20 |
0.2% |
94.67 |
Close |
96.71 |
97.21 |
0.50 |
0.5% |
97.21 |
Range |
2.91 |
1.78 |
-1.13 |
-38.8% |
4.15 |
ATR |
1.99 |
1.97 |
-0.01 |
-0.7% |
0.00 |
Volume |
4,887 |
5,050 |
163 |
3.3% |
21,119 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.33 |
101.55 |
98.19 |
|
R3 |
100.55 |
99.77 |
97.70 |
|
R2 |
98.77 |
98.77 |
97.54 |
|
R1 |
97.99 |
97.99 |
97.37 |
98.38 |
PP |
96.99 |
96.99 |
96.99 |
97.19 |
S1 |
96.21 |
96.21 |
97.05 |
96.60 |
S2 |
95.21 |
95.21 |
96.88 |
|
S3 |
93.43 |
94.43 |
96.72 |
|
S4 |
91.65 |
92.65 |
96.23 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.35 |
107.43 |
99.49 |
|
R3 |
105.20 |
103.28 |
98.35 |
|
R2 |
101.05 |
101.05 |
97.97 |
|
R1 |
99.13 |
99.13 |
97.59 |
100.09 |
PP |
96.90 |
96.90 |
96.90 |
97.38 |
S1 |
94.98 |
94.98 |
96.83 |
95.94 |
S2 |
92.75 |
92.75 |
96.45 |
|
S3 |
88.60 |
90.83 |
96.07 |
|
S4 |
84.45 |
86.68 |
94.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.82 |
94.67 |
4.15 |
4.3% |
2.02 |
2.1% |
61% |
False |
False |
4,223 |
10 |
98.82 |
90.37 |
8.45 |
8.7% |
1.81 |
1.9% |
81% |
False |
False |
3,996 |
20 |
98.82 |
86.15 |
12.67 |
13.0% |
1.79 |
1.8% |
87% |
False |
False |
3,678 |
40 |
98.82 |
84.33 |
14.49 |
14.9% |
1.65 |
1.7% |
89% |
False |
False |
3,204 |
60 |
98.82 |
84.33 |
14.49 |
14.9% |
1.53 |
1.6% |
89% |
False |
False |
2,575 |
80 |
98.82 |
84.33 |
14.49 |
14.9% |
1.29 |
1.3% |
89% |
False |
False |
2,195 |
100 |
98.82 |
74.41 |
24.41 |
25.1% |
1.05 |
1.1% |
93% |
False |
False |
1,873 |
120 |
98.82 |
70.16 |
28.66 |
29.5% |
0.89 |
0.9% |
94% |
False |
False |
1,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.34 |
2.618 |
102.43 |
1.618 |
100.65 |
1.000 |
99.55 |
0.618 |
98.87 |
HIGH |
97.77 |
0.618 |
97.09 |
0.500 |
96.88 |
0.382 |
96.67 |
LOW |
95.99 |
0.618 |
94.89 |
1.000 |
94.21 |
1.618 |
93.11 |
2.618 |
91.33 |
4.250 |
88.43 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.10 |
97.31 |
PP |
96.99 |
97.27 |
S1 |
96.88 |
97.24 |
|