NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
93.18 |
96.15 |
2.97 |
3.2% |
91.27 |
| High |
93.92 |
96.50 |
2.58 |
2.7% |
93.92 |
| Low |
92.74 |
96.15 |
3.41 |
3.7% |
90.95 |
| Close |
93.17 |
96.61 |
3.44 |
3.7% |
93.17 |
| Range |
1.18 |
0.35 |
-0.83 |
-70.3% |
2.97 |
| ATR |
1.15 |
1.30 |
0.16 |
13.6% |
0.00 |
| Volume |
3,161 |
770 |
-2,391 |
-75.6% |
4,823 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.47 |
97.39 |
96.80 |
|
| R3 |
97.12 |
97.04 |
96.71 |
|
| R2 |
96.77 |
96.77 |
96.67 |
|
| R1 |
96.69 |
96.69 |
96.64 |
96.73 |
| PP |
96.42 |
96.42 |
96.42 |
96.44 |
| S1 |
96.34 |
96.34 |
96.58 |
96.38 |
| S2 |
96.07 |
96.07 |
96.55 |
|
| S3 |
95.72 |
95.99 |
96.51 |
|
| S4 |
95.37 |
95.64 |
96.42 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.59 |
100.35 |
94.80 |
|
| R3 |
98.62 |
97.38 |
93.99 |
|
| R2 |
95.65 |
95.65 |
93.71 |
|
| R1 |
94.41 |
94.41 |
93.44 |
95.03 |
| PP |
92.68 |
92.68 |
92.68 |
92.99 |
| S1 |
91.44 |
91.44 |
92.90 |
92.06 |
| S2 |
89.71 |
89.71 |
92.63 |
|
| S3 |
86.74 |
88.47 |
92.35 |
|
| S4 |
83.77 |
85.50 |
91.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.50 |
90.95 |
5.55 |
5.7% |
0.45 |
0.5% |
102% |
True |
False |
1,083 |
| 10 |
96.50 |
86.00 |
10.50 |
10.9% |
0.39 |
0.4% |
101% |
True |
False |
1,154 |
| 20 |
96.50 |
84.44 |
12.06 |
12.5% |
0.26 |
0.3% |
101% |
True |
False |
762 |
| 40 |
96.50 |
84.44 |
12.06 |
12.5% |
0.17 |
0.2% |
101% |
True |
False |
569 |
| 60 |
96.50 |
83.94 |
12.56 |
13.0% |
0.46 |
0.5% |
101% |
True |
False |
641 |
| 80 |
96.50 |
80.25 |
16.25 |
16.8% |
0.64 |
0.7% |
101% |
True |
False |
634 |
| 100 |
96.50 |
73.20 |
23.30 |
24.1% |
0.54 |
0.6% |
100% |
True |
False |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.99 |
|
2.618 |
97.42 |
|
1.618 |
97.07 |
|
1.000 |
96.85 |
|
0.618 |
96.72 |
|
HIGH |
96.50 |
|
0.618 |
96.37 |
|
0.500 |
96.33 |
|
0.382 |
96.28 |
|
LOW |
96.15 |
|
0.618 |
95.93 |
|
1.000 |
95.80 |
|
1.618 |
95.58 |
|
2.618 |
95.23 |
|
4.250 |
94.66 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.52 |
95.95 |
| PP |
96.42 |
95.28 |
| S1 |
96.33 |
94.62 |
|