NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
97.27 |
100.19 |
2.92 |
3.0% |
94.30 |
| High |
99.39 |
100.25 |
0.86 |
0.9% |
98.49 |
| Low |
97.27 |
98.26 |
0.99 |
1.0% |
93.69 |
| Close |
99.25 |
98.26 |
-0.99 |
-1.0% |
96.93 |
| Range |
2.12 |
1.99 |
-0.13 |
-6.1% |
4.80 |
| ATR |
1.79 |
1.81 |
0.01 |
0.8% |
0.00 |
| Volume |
8,023 |
6,732 |
-1,291 |
-16.1% |
19,999 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.89 |
103.57 |
99.35 |
|
| R3 |
102.90 |
101.58 |
98.81 |
|
| R2 |
100.91 |
100.91 |
98.62 |
|
| R1 |
99.59 |
99.59 |
98.44 |
99.26 |
| PP |
98.92 |
98.92 |
98.92 |
98.76 |
| S1 |
97.60 |
97.60 |
98.08 |
97.27 |
| S2 |
96.93 |
96.93 |
97.90 |
|
| S3 |
94.94 |
95.61 |
97.71 |
|
| S4 |
92.95 |
93.62 |
97.17 |
|
|
| 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 |
100.25 |
95.83 |
4.42 |
4.5% |
1.60 |
1.6% |
55% |
True |
False |
5,553 |
| 10 |
100.25 |
93.00 |
7.25 |
7.4% |
1.74 |
1.8% |
73% |
True |
False |
4,750 |
| 20 |
100.25 |
86.44 |
13.81 |
14.1% |
1.74 |
1.8% |
86% |
True |
False |
3,701 |
| 40 |
100.25 |
84.70 |
15.55 |
15.8% |
1.46 |
1.5% |
87% |
True |
False |
2,802 |
| 60 |
100.25 |
84.34 |
15.91 |
16.2% |
1.41 |
1.4% |
87% |
True |
False |
2,534 |
| 80 |
100.25 |
84.34 |
15.91 |
16.2% |
1.21 |
1.2% |
87% |
True |
False |
2,235 |
| 100 |
100.25 |
75.25 |
25.00 |
25.4% |
1.02 |
1.0% |
92% |
True |
False |
2,068 |
| 120 |
100.25 |
71.25 |
29.00 |
29.5% |
0.86 |
0.9% |
93% |
True |
False |
1,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.71 |
|
2.618 |
105.46 |
|
1.618 |
103.47 |
|
1.000 |
102.24 |
|
0.618 |
101.48 |
|
HIGH |
100.25 |
|
0.618 |
99.49 |
|
0.500 |
99.26 |
|
0.382 |
99.02 |
|
LOW |
98.26 |
|
0.618 |
97.03 |
|
1.000 |
96.27 |
|
1.618 |
95.04 |
|
2.618 |
93.05 |
|
4.250 |
89.80 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.26 |
98.50 |
| PP |
98.92 |
98.42 |
| S1 |
98.59 |
98.34 |
|