NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
91.27 |
91.00 |
-0.27 |
-0.3% |
88.35 |
| High |
91.54 |
91.50 |
-0.04 |
0.0% |
89.17 |
| Low |
91.20 |
90.95 |
-0.25 |
-0.3% |
86.00 |
| Close |
91.51 |
91.00 |
-0.51 |
-0.6% |
90.08 |
| Range |
0.34 |
0.55 |
0.21 |
61.8% |
3.17 |
| ATR |
1.17 |
1.13 |
-0.04 |
-3.7% |
0.00 |
| Volume |
178 |
185 |
7 |
3.9% |
6,072 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.80 |
92.45 |
91.30 |
|
| R3 |
92.25 |
91.90 |
91.15 |
|
| R2 |
91.70 |
91.70 |
91.10 |
|
| R1 |
91.35 |
91.35 |
91.05 |
91.28 |
| PP |
91.15 |
91.15 |
91.15 |
91.11 |
| S1 |
90.80 |
90.80 |
90.95 |
90.73 |
| S2 |
90.60 |
90.60 |
90.90 |
|
| S3 |
90.05 |
90.25 |
90.85 |
|
| S4 |
89.50 |
89.70 |
90.70 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.93 |
97.17 |
91.82 |
|
| R3 |
94.76 |
94.00 |
90.95 |
|
| R2 |
91.59 |
91.59 |
90.66 |
|
| R1 |
90.83 |
90.83 |
90.37 |
91.21 |
| PP |
88.42 |
88.42 |
88.42 |
88.61 |
| S1 |
87.66 |
87.66 |
89.79 |
88.04 |
| S2 |
85.25 |
85.25 |
89.50 |
|
| S3 |
82.08 |
84.49 |
89.21 |
|
| S4 |
78.91 |
81.32 |
88.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.54 |
86.00 |
5.54 |
6.1% |
0.43 |
0.5% |
90% |
False |
False |
1,249 |
| 10 |
91.54 |
86.00 |
5.54 |
6.1% |
0.25 |
0.3% |
90% |
False |
False |
711 |
| 20 |
91.54 |
84.44 |
7.10 |
7.8% |
0.18 |
0.2% |
92% |
False |
False |
584 |
| 40 |
93.93 |
84.44 |
9.49 |
10.4% |
0.16 |
0.2% |
69% |
False |
False |
474 |
| 60 |
93.93 |
83.94 |
9.99 |
11.0% |
0.52 |
0.6% |
71% |
False |
False |
615 |
| 80 |
93.93 |
78.79 |
15.14 |
16.6% |
0.62 |
0.7% |
81% |
False |
False |
612 |
| 100 |
93.93 |
73.20 |
20.73 |
22.8% |
0.53 |
0.6% |
86% |
False |
False |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.84 |
|
2.618 |
92.94 |
|
1.618 |
92.39 |
|
1.000 |
92.05 |
|
0.618 |
91.84 |
|
HIGH |
91.50 |
|
0.618 |
91.29 |
|
0.500 |
91.23 |
|
0.382 |
91.16 |
|
LOW |
90.95 |
|
0.618 |
90.61 |
|
1.000 |
90.40 |
|
1.618 |
90.06 |
|
2.618 |
89.51 |
|
4.250 |
88.61 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
91.23 |
90.77 |
| PP |
91.15 |
90.55 |
| S1 |
91.08 |
90.32 |
|