NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
96.75 |
97.27 |
0.52 |
0.5% |
94.30 |
High |
97.70 |
99.39 |
1.69 |
1.7% |
98.49 |
Low |
96.75 |
97.27 |
0.52 |
0.5% |
93.69 |
Close |
97.48 |
99.25 |
1.77 |
1.8% |
96.93 |
Range |
0.95 |
2.12 |
1.17 |
123.2% |
4.80 |
ATR |
1.77 |
1.79 |
0.03 |
1.4% |
0.00 |
Volume |
5,433 |
8,023 |
2,590 |
47.7% |
19,999 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.00 |
104.24 |
100.42 |
|
R3 |
102.88 |
102.12 |
99.83 |
|
R2 |
100.76 |
100.76 |
99.64 |
|
R1 |
100.00 |
100.00 |
99.44 |
100.38 |
PP |
98.64 |
98.64 |
98.64 |
98.83 |
S1 |
97.88 |
97.88 |
99.06 |
98.26 |
S2 |
96.52 |
96.52 |
98.86 |
|
S3 |
94.40 |
95.76 |
98.67 |
|
S4 |
92.28 |
93.64 |
98.08 |
|
|
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 |
99.39 |
95.83 |
3.56 |
3.6% |
1.60 |
1.6% |
96% |
True |
False |
4,985 |
10 |
99.39 |
91.21 |
8.18 |
8.2% |
1.67 |
1.7% |
98% |
True |
False |
4,597 |
20 |
99.39 |
86.44 |
12.95 |
13.0% |
1.68 |
1.7% |
99% |
True |
False |
3,447 |
40 |
99.39 |
84.70 |
14.69 |
14.8% |
1.43 |
1.4% |
99% |
True |
False |
2,695 |
60 |
99.39 |
84.34 |
15.05 |
15.2% |
1.39 |
1.4% |
99% |
True |
False |
2,428 |
80 |
99.39 |
84.34 |
15.05 |
15.2% |
1.19 |
1.2% |
99% |
True |
False |
2,190 |
100 |
99.39 |
74.47 |
24.92 |
25.1% |
1.00 |
1.0% |
99% |
True |
False |
2,005 |
120 |
99.39 |
71.11 |
28.28 |
28.5% |
0.84 |
0.8% |
100% |
True |
False |
1,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.40 |
2.618 |
104.94 |
1.618 |
102.82 |
1.000 |
101.51 |
0.618 |
100.70 |
HIGH |
99.39 |
0.618 |
98.58 |
0.500 |
98.33 |
0.382 |
98.08 |
LOW |
97.27 |
0.618 |
95.96 |
1.000 |
95.15 |
1.618 |
93.84 |
2.618 |
91.72 |
4.250 |
88.26 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
98.94 |
98.70 |
PP |
98.64 |
98.16 |
S1 |
98.33 |
97.61 |
|