NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
92.10 |
92.96 |
0.86 |
0.9% |
89.30 |
| High |
92.10 |
92.96 |
0.86 |
0.9% |
92.96 |
| Low |
92.10 |
92.96 |
0.86 |
0.9% |
89.30 |
| Close |
93.41 |
92.96 |
-0.45 |
-0.5% |
92.96 |
| Range |
|
|
|
|
|
| ATR |
0.98 |
0.94 |
-0.04 |
-3.9% |
0.00 |
| Volume |
85 |
810 |
725 |
852.9% |
1,276 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.96 |
92.96 |
92.96 |
|
| R3 |
92.96 |
92.96 |
92.96 |
|
| R2 |
92.96 |
92.96 |
92.96 |
|
| R1 |
92.96 |
92.96 |
92.96 |
92.96 |
| PP |
92.96 |
92.96 |
92.96 |
92.96 |
| S1 |
92.96 |
92.96 |
92.96 |
92.96 |
| S2 |
92.96 |
92.96 |
92.96 |
|
| S3 |
92.96 |
92.96 |
92.96 |
|
| S4 |
92.96 |
92.96 |
92.96 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.72 |
101.50 |
94.97 |
|
| R3 |
99.06 |
97.84 |
93.97 |
|
| R2 |
95.40 |
95.40 |
93.63 |
|
| R1 |
94.18 |
94.18 |
93.30 |
94.79 |
| PP |
91.74 |
91.74 |
91.74 |
92.05 |
| S1 |
90.52 |
90.52 |
92.62 |
91.13 |
| S2 |
88.08 |
88.08 |
92.29 |
|
| S3 |
84.42 |
86.86 |
91.95 |
|
| S4 |
80.76 |
83.20 |
90.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.96 |
89.30 |
3.66 |
3.9% |
0.40 |
0.4% |
100% |
True |
False |
255 |
| 10 |
92.96 |
86.06 |
6.90 |
7.4% |
0.20 |
0.2% |
100% |
True |
False |
140 |
| 20 |
92.96 |
84.00 |
8.96 |
9.6% |
0.10 |
0.1% |
100% |
True |
False |
216 |
| 40 |
94.33 |
84.00 |
10.33 |
11.1% |
0.09 |
0.1% |
87% |
False |
False |
293 |
| 60 |
94.33 |
84.00 |
10.33 |
11.1% |
0.09 |
0.1% |
87% |
False |
False |
344 |
| 80 |
94.33 |
78.45 |
15.88 |
17.1% |
0.07 |
0.1% |
91% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.96 |
|
2.618 |
92.96 |
|
1.618 |
92.96 |
|
1.000 |
92.96 |
|
0.618 |
92.96 |
|
HIGH |
92.96 |
|
0.618 |
92.96 |
|
0.500 |
92.96 |
|
0.382 |
92.96 |
|
LOW |
92.96 |
|
0.618 |
92.96 |
|
1.000 |
92.96 |
|
1.618 |
92.96 |
|
2.618 |
92.96 |
|
4.250 |
92.96 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
92.70 |
| PP |
92.96 |
92.44 |
| S1 |
92.96 |
92.18 |
|