NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
97.65 |
99.91 |
2.26 |
2.3% |
96.31 |
| High |
97.65 |
99.91 |
2.26 |
2.3% |
96.31 |
| Low |
97.10 |
99.91 |
2.81 |
2.9% |
95.18 |
| Close |
97.14 |
99.91 |
2.77 |
2.9% |
95.56 |
| Range |
0.55 |
0.00 |
-0.55 |
-100.0% |
1.13 |
| ATR |
1.06 |
1.18 |
0.12 |
11.6% |
0.00 |
| Volume |
460 |
162 |
-298 |
-64.8% |
1,139 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.91 |
99.91 |
99.91 |
|
| R3 |
99.91 |
99.91 |
99.91 |
|
| R2 |
99.91 |
99.91 |
99.91 |
|
| R1 |
99.91 |
99.91 |
99.91 |
99.91 |
| PP |
99.91 |
99.91 |
99.91 |
99.91 |
| S1 |
99.91 |
99.91 |
99.91 |
99.91 |
| S2 |
99.91 |
99.91 |
99.91 |
|
| S3 |
99.91 |
99.91 |
99.91 |
|
| S4 |
99.91 |
99.91 |
99.91 |
|
|
| 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 |
99.91 |
95.56 |
4.35 |
4.4% |
0.11 |
0.1% |
100% |
True |
False |
798 |
| 10 |
99.91 |
92.10 |
7.81 |
7.8% |
0.07 |
0.1% |
100% |
True |
False |
501 |
| 20 |
99.91 |
86.06 |
13.85 |
13.9% |
0.14 |
0.1% |
100% |
True |
False |
291 |
| 40 |
99.91 |
84.00 |
15.91 |
15.9% |
0.11 |
0.1% |
100% |
True |
False |
299 |
| 60 |
99.91 |
84.00 |
15.91 |
15.9% |
0.10 |
0.1% |
100% |
True |
False |
384 |
| 80 |
99.91 |
82.95 |
16.96 |
17.0% |
0.08 |
0.1% |
100% |
True |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.91 |
|
2.618 |
99.91 |
|
1.618 |
99.91 |
|
1.000 |
99.91 |
|
0.618 |
99.91 |
|
HIGH |
99.91 |
|
0.618 |
99.91 |
|
0.500 |
99.91 |
|
0.382 |
99.91 |
|
LOW |
99.91 |
|
0.618 |
99.91 |
|
1.000 |
99.91 |
|
1.618 |
99.91 |
|
2.618 |
99.91 |
|
4.250 |
99.91 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.91 |
99.44 |
| PP |
99.91 |
98.97 |
| S1 |
99.91 |
98.51 |
|