NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
87.99 |
91.47 |
3.48 |
4.0% |
88.63 |
| High |
91.29 |
93.79 |
2.50 |
2.7% |
91.29 |
| Low |
87.99 |
90.49 |
2.50 |
2.8% |
86.28 |
| Close |
91.17 |
92.87 |
1.70 |
1.9% |
91.17 |
| Range |
3.30 |
3.30 |
0.00 |
0.0% |
5.01 |
| ATR |
2.11 |
2.19 |
0.09 |
4.0% |
0.00 |
| Volume |
4,674 |
10,006 |
5,332 |
114.1% |
24,350 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.28 |
100.88 |
94.69 |
|
| R3 |
98.98 |
97.58 |
93.78 |
|
| R2 |
95.68 |
95.68 |
93.48 |
|
| R1 |
94.28 |
94.28 |
93.17 |
94.98 |
| PP |
92.38 |
92.38 |
92.38 |
92.74 |
| S1 |
90.98 |
90.98 |
92.57 |
91.68 |
| S2 |
89.08 |
89.08 |
92.27 |
|
| S3 |
85.78 |
87.68 |
91.96 |
|
| S4 |
82.48 |
84.38 |
91.06 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
102.90 |
93.93 |
|
| R3 |
99.60 |
97.89 |
92.55 |
|
| R2 |
94.59 |
94.59 |
92.09 |
|
| R1 |
92.88 |
92.88 |
91.63 |
93.74 |
| PP |
89.58 |
89.58 |
89.58 |
90.01 |
| S1 |
87.87 |
87.87 |
90.71 |
88.73 |
| S2 |
84.57 |
84.57 |
90.25 |
|
| S3 |
79.56 |
82.86 |
89.79 |
|
| S4 |
74.55 |
77.85 |
88.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.79 |
86.28 |
7.51 |
8.1% |
2.44 |
2.6% |
88% |
True |
False |
5,379 |
| 10 |
93.79 |
86.28 |
7.51 |
8.1% |
2.09 |
2.3% |
88% |
True |
False |
5,326 |
| 20 |
93.79 |
85.17 |
8.62 |
9.3% |
2.03 |
2.2% |
89% |
True |
False |
6,562 |
| 40 |
97.22 |
85.17 |
12.05 |
13.0% |
1.81 |
1.9% |
64% |
False |
False |
4,922 |
| 60 |
97.22 |
85.12 |
12.10 |
13.0% |
1.92 |
2.1% |
64% |
False |
False |
3,954 |
| 80 |
97.22 |
81.00 |
16.22 |
17.5% |
1.63 |
1.8% |
73% |
False |
False |
3,356 |
| 100 |
97.22 |
75.05 |
22.17 |
23.9% |
1.36 |
1.5% |
80% |
False |
False |
2,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.82 |
|
2.618 |
102.43 |
|
1.618 |
99.13 |
|
1.000 |
97.09 |
|
0.618 |
95.83 |
|
HIGH |
93.79 |
|
0.618 |
92.53 |
|
0.500 |
92.14 |
|
0.382 |
91.75 |
|
LOW |
90.49 |
|
0.618 |
88.45 |
|
1.000 |
87.19 |
|
1.618 |
85.15 |
|
2.618 |
81.85 |
|
4.250 |
76.47 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.63 |
91.93 |
| PP |
92.38 |
90.98 |
| S1 |
92.14 |
90.04 |
|