NYMEX Light Sweet Crude Oil Future September 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 |
96.15 |
96.75 |
0.60 |
0.6% |
94.30 |
High |
97.20 |
97.70 |
0.50 |
0.5% |
98.49 |
Low |
95.83 |
96.75 |
0.92 |
1.0% |
93.69 |
Close |
96.93 |
97.48 |
0.55 |
0.6% |
96.93 |
Range |
1.37 |
0.95 |
-0.42 |
-30.7% |
4.80 |
ATR |
1.83 |
1.77 |
-0.06 |
-3.4% |
0.00 |
Volume |
4,648 |
5,433 |
785 |
16.9% |
19,999 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.16 |
99.77 |
98.00 |
|
R3 |
99.21 |
98.82 |
97.74 |
|
R2 |
98.26 |
98.26 |
97.65 |
|
R1 |
97.87 |
97.87 |
97.57 |
98.07 |
PP |
97.31 |
97.31 |
97.31 |
97.41 |
S1 |
96.92 |
96.92 |
97.39 |
97.12 |
S2 |
96.36 |
96.36 |
97.31 |
|
S3 |
95.41 |
95.97 |
97.22 |
|
S4 |
94.46 |
95.02 |
96.96 |
|
|
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 |
94.46 |
4.03 |
4.1% |
1.85 |
1.9% |
75% |
False |
False |
4,047 |
10 |
98.49 |
91.20 |
7.29 |
7.5% |
1.61 |
1.6% |
86% |
False |
False |
4,248 |
20 |
98.49 |
86.44 |
12.05 |
12.4% |
1.63 |
1.7% |
92% |
False |
False |
3,129 |
40 |
98.49 |
84.70 |
13.79 |
14.1% |
1.40 |
1.4% |
93% |
False |
False |
2,540 |
60 |
98.49 |
84.34 |
14.15 |
14.5% |
1.36 |
1.4% |
93% |
False |
False |
2,366 |
80 |
98.49 |
84.34 |
14.15 |
14.5% |
1.16 |
1.2% |
93% |
False |
False |
2,136 |
100 |
98.49 |
74.47 |
24.02 |
24.6% |
0.98 |
1.0% |
96% |
False |
False |
1,930 |
120 |
98.49 |
70.23 |
28.26 |
29.0% |
0.83 |
0.8% |
96% |
False |
False |
1,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.74 |
2.618 |
100.19 |
1.618 |
99.24 |
1.000 |
98.65 |
0.618 |
98.29 |
HIGH |
97.70 |
0.618 |
97.34 |
0.500 |
97.23 |
0.382 |
97.11 |
LOW |
96.75 |
0.618 |
96.16 |
1.000 |
95.80 |
1.618 |
95.21 |
2.618 |
94.26 |
4.250 |
92.71 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.40 |
97.27 |
PP |
97.31 |
97.05 |
S1 |
97.23 |
96.84 |
|