NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
91.30 |
93.61 |
2.31 |
2.5% |
88.35 |
| High |
91.40 |
93.61 |
2.21 |
2.4% |
89.17 |
| Low |
91.25 |
93.61 |
2.36 |
2.6% |
86.00 |
| Close |
91.58 |
93.61 |
2.03 |
2.2% |
90.08 |
| Range |
0.15 |
0.00 |
-0.15 |
-100.0% |
3.17 |
| ATR |
1.08 |
1.14 |
0.07 |
6.3% |
0.00 |
| Volume |
710 |
589 |
-121 |
-17.0% |
6,072 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.61 |
93.61 |
93.61 |
|
| R3 |
93.61 |
93.61 |
93.61 |
|
| R2 |
93.61 |
93.61 |
93.61 |
|
| R1 |
93.61 |
93.61 |
93.61 |
93.61 |
| PP |
93.61 |
93.61 |
93.61 |
93.61 |
| S1 |
93.61 |
93.61 |
93.61 |
93.61 |
| S2 |
93.61 |
93.61 |
93.61 |
|
| S3 |
93.61 |
93.61 |
93.61 |
|
| S4 |
93.61 |
93.61 |
93.61 |
|
|
| 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 |
93.61 |
89.10 |
4.51 |
4.8% |
0.22 |
0.2% |
100% |
True |
False |
765 |
| 10 |
93.61 |
86.00 |
7.61 |
8.1% |
0.24 |
0.3% |
100% |
True |
False |
785 |
| 20 |
93.61 |
84.44 |
9.17 |
9.8% |
0.19 |
0.2% |
100% |
True |
False |
624 |
| 40 |
93.93 |
84.44 |
9.49 |
10.1% |
0.16 |
0.2% |
97% |
False |
False |
491 |
| 60 |
93.93 |
83.94 |
9.99 |
10.7% |
0.48 |
0.5% |
97% |
False |
False |
606 |
| 80 |
93.93 |
78.79 |
15.14 |
16.2% |
0.62 |
0.7% |
98% |
False |
False |
622 |
| 100 |
93.93 |
73.20 |
20.73 |
22.1% |
0.53 |
0.6% |
98% |
False |
False |
577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.61 |
|
2.618 |
93.61 |
|
1.618 |
93.61 |
|
1.000 |
93.61 |
|
0.618 |
93.61 |
|
HIGH |
93.61 |
|
0.618 |
93.61 |
|
0.500 |
93.61 |
|
0.382 |
93.61 |
|
LOW |
93.61 |
|
0.618 |
93.61 |
|
1.000 |
93.61 |
|
1.618 |
93.61 |
|
2.618 |
93.61 |
|
4.250 |
93.61 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.61 |
93.17 |
| PP |
93.61 |
92.72 |
| S1 |
93.61 |
92.28 |
|