NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.51 |
97.72 |
1.21 |
1.3% |
94.75 |
High |
97.77 |
98.00 |
0.23 |
0.2% |
98.82 |
Low |
95.99 |
96.69 |
0.70 |
0.7% |
94.67 |
Close |
97.21 |
97.76 |
0.55 |
0.6% |
97.21 |
Range |
1.78 |
1.31 |
-0.47 |
-26.4% |
4.15 |
ATR |
1.97 |
1.92 |
-0.05 |
-2.4% |
0.00 |
Volume |
5,050 |
4,525 |
-525 |
-10.4% |
21,119 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.41 |
100.90 |
98.48 |
|
R3 |
100.10 |
99.59 |
98.12 |
|
R2 |
98.79 |
98.79 |
98.00 |
|
R1 |
98.28 |
98.28 |
97.88 |
98.54 |
PP |
97.48 |
97.48 |
97.48 |
97.61 |
S1 |
96.97 |
96.97 |
97.64 |
97.23 |
S2 |
96.17 |
96.17 |
97.52 |
|
S3 |
94.86 |
95.66 |
97.40 |
|
S4 |
93.55 |
94.35 |
97.04 |
|
|
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 |
4.2% |
2.26 |
2.3% |
74% |
False |
False |
4,656 |
10 |
98.82 |
91.40 |
7.42 |
7.6% |
1.64 |
1.7% |
86% |
False |
False |
3,840 |
20 |
98.82 |
86.15 |
12.67 |
13.0% |
1.75 |
1.8% |
92% |
False |
False |
3,169 |
40 |
98.82 |
84.33 |
14.49 |
14.8% |
1.67 |
1.7% |
93% |
False |
False |
3,283 |
60 |
98.82 |
84.33 |
14.49 |
14.8% |
1.50 |
1.5% |
93% |
False |
False |
2,640 |
80 |
98.82 |
84.33 |
14.49 |
14.8% |
1.30 |
1.3% |
93% |
False |
False |
2,225 |
100 |
98.82 |
75.00 |
23.82 |
24.4% |
1.06 |
1.1% |
96% |
False |
False |
1,915 |
120 |
98.82 |
70.36 |
28.46 |
29.1% |
0.90 |
0.9% |
96% |
False |
False |
1,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.57 |
2.618 |
101.43 |
1.618 |
100.12 |
1.000 |
99.31 |
0.618 |
98.81 |
HIGH |
98.00 |
0.618 |
97.50 |
0.500 |
97.35 |
0.382 |
97.19 |
LOW |
96.69 |
0.618 |
95.88 |
1.000 |
95.38 |
1.618 |
94.57 |
2.618 |
93.26 |
4.250 |
91.12 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.62 |
97.59 |
PP |
97.48 |
97.42 |
S1 |
97.35 |
97.25 |
|