NYMEX Light Sweet Crude Oil Future February 2009
| 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 |
95.56 |
96.08 |
0.52 |
0.5% |
96.31 |
| High |
95.56 |
96.08 |
0.52 |
0.5% |
96.31 |
| Low |
95.56 |
96.08 |
0.52 |
0.5% |
95.18 |
| Close |
95.56 |
96.08 |
0.52 |
0.5% |
95.56 |
| Range |
|
|
|
|
|
| ATR |
1.06 |
1.02 |
-0.04 |
-3.6% |
0.00 |
| Volume |
1,017 |
920 |
-97 |
-9.5% |
1,139 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.08 |
96.08 |
96.08 |
|
| R3 |
96.08 |
96.08 |
96.08 |
|
| R2 |
96.08 |
96.08 |
96.08 |
|
| R1 |
96.08 |
96.08 |
96.08 |
96.08 |
| PP |
96.08 |
96.08 |
96.08 |
96.08 |
| S1 |
96.08 |
96.08 |
96.08 |
96.08 |
| S2 |
96.08 |
96.08 |
96.08 |
|
| S3 |
96.08 |
96.08 |
96.08 |
|
| S4 |
96.08 |
96.08 |
96.08 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.07 |
98.45 |
96.18 |
|
| R3 |
97.94 |
97.32 |
95.87 |
|
| R2 |
96.81 |
96.81 |
95.77 |
|
| R1 |
96.19 |
96.19 |
95.66 |
95.94 |
| PP |
95.68 |
95.68 |
95.68 |
95.56 |
| S1 |
95.06 |
95.06 |
95.46 |
94.81 |
| S2 |
94.55 |
94.55 |
95.35 |
|
| S3 |
93.42 |
93.93 |
95.25 |
|
| S4 |
92.29 |
92.80 |
94.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.31 |
95.18 |
1.13 |
1.2% |
0.03 |
0.0% |
80% |
False |
False |
411 |
| 10 |
96.31 |
89.30 |
7.01 |
7.3% |
0.21 |
0.2% |
97% |
False |
False |
333 |
| 20 |
96.31 |
86.06 |
10.25 |
10.7% |
0.11 |
0.1% |
98% |
False |
False |
210 |
| 40 |
96.31 |
84.00 |
12.31 |
12.8% |
0.10 |
0.1% |
98% |
False |
False |
257 |
| 60 |
96.31 |
84.00 |
12.31 |
12.8% |
0.09 |
0.1% |
98% |
False |
False |
376 |
| 80 |
96.31 |
82.21 |
14.10 |
14.7% |
0.07 |
0.1% |
98% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.08 |
|
2.618 |
96.08 |
|
1.618 |
96.08 |
|
1.000 |
96.08 |
|
0.618 |
96.08 |
|
HIGH |
96.08 |
|
0.618 |
96.08 |
|
0.500 |
96.08 |
|
0.382 |
96.08 |
|
LOW |
96.08 |
|
0.618 |
96.08 |
|
1.000 |
96.08 |
|
1.618 |
96.08 |
|
2.618 |
96.08 |
|
4.250 |
96.08 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.08 |
95.95 |
| PP |
96.08 |
95.81 |
| S1 |
96.08 |
95.68 |
|