NYMEX Light Sweet Crude Oil Future September 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 |
97.42 |
96.15 |
-1.27 |
-1.3% |
94.30 |
High |
97.85 |
97.20 |
-0.65 |
-0.7% |
98.49 |
Low |
96.28 |
95.83 |
-0.45 |
-0.5% |
93.69 |
Close |
96.44 |
96.93 |
0.49 |
0.5% |
96.93 |
Range |
1.57 |
1.37 |
-0.20 |
-12.7% |
4.80 |
ATR |
1.87 |
1.83 |
-0.04 |
-1.9% |
0.00 |
Volume |
2,932 |
4,648 |
1,716 |
58.5% |
19,999 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.76 |
100.22 |
97.68 |
|
R3 |
99.39 |
98.85 |
97.31 |
|
R2 |
98.02 |
98.02 |
97.18 |
|
R1 |
97.48 |
97.48 |
97.06 |
97.75 |
PP |
96.65 |
96.65 |
96.65 |
96.79 |
S1 |
96.11 |
96.11 |
96.80 |
96.38 |
S2 |
95.28 |
95.28 |
96.68 |
|
S3 |
93.91 |
94.74 |
96.55 |
|
S4 |
92.54 |
93.37 |
96.18 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.77 |
108.65 |
99.57 |
|
R3 |
105.97 |
103.85 |
98.25 |
|
R2 |
101.17 |
101.17 |
97.81 |
|
R1 |
99.05 |
99.05 |
97.37 |
100.11 |
PP |
96.37 |
96.37 |
96.37 |
96.90 |
S1 |
94.25 |
94.25 |
96.49 |
95.31 |
S2 |
91.57 |
91.57 |
96.05 |
|
S3 |
86.77 |
89.45 |
95.61 |
|
S4 |
81.97 |
84.65 |
94.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.49 |
93.69 |
4.80 |
5.0% |
1.92 |
2.0% |
68% |
False |
False |
3,999 |
10 |
98.49 |
90.17 |
8.32 |
8.6% |
1.78 |
1.8% |
81% |
False |
False |
4,033 |
20 |
98.49 |
86.44 |
12.05 |
12.4% |
1.67 |
1.7% |
87% |
False |
False |
3,059 |
40 |
98.49 |
84.70 |
13.79 |
14.2% |
1.40 |
1.4% |
89% |
False |
False |
2,431 |
60 |
98.49 |
84.34 |
14.15 |
14.6% |
1.36 |
1.4% |
89% |
False |
False |
2,288 |
80 |
98.49 |
84.34 |
14.15 |
14.6% |
1.15 |
1.2% |
89% |
False |
False |
2,080 |
100 |
98.49 |
74.47 |
24.02 |
24.8% |
0.97 |
1.0% |
94% |
False |
False |
1,885 |
120 |
98.49 |
70.23 |
28.26 |
29.2% |
0.82 |
0.8% |
94% |
False |
False |
1,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.02 |
2.618 |
100.79 |
1.618 |
99.42 |
1.000 |
98.57 |
0.618 |
98.05 |
HIGH |
97.20 |
0.618 |
96.68 |
0.500 |
96.52 |
0.382 |
96.35 |
LOW |
95.83 |
0.618 |
94.98 |
1.000 |
94.46 |
1.618 |
93.61 |
2.618 |
92.24 |
4.250 |
90.01 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
96.79 |
97.16 |
PP |
96.65 |
97.08 |
S1 |
96.52 |
97.01 |
|