NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
92.91 |
94.45 |
1.54 |
1.7% |
91.47 |
| High |
94.90 |
95.54 |
0.64 |
0.7% |
95.54 |
| Low |
92.91 |
93.88 |
0.97 |
1.0% |
90.49 |
| Close |
94.89 |
94.54 |
-0.35 |
-0.4% |
94.54 |
| Range |
1.99 |
1.66 |
-0.33 |
-16.6% |
5.05 |
| ATR |
2.06 |
2.03 |
-0.03 |
-1.4% |
0.00 |
| Volume |
4,956 |
5,231 |
275 |
5.5% |
36,627 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
98.75 |
95.45 |
|
| R3 |
97.97 |
97.09 |
95.00 |
|
| R2 |
96.31 |
96.31 |
94.84 |
|
| R1 |
95.43 |
95.43 |
94.69 |
95.87 |
| PP |
94.65 |
94.65 |
94.65 |
94.88 |
| S1 |
93.77 |
93.77 |
94.39 |
94.21 |
| S2 |
92.99 |
92.99 |
94.24 |
|
| S3 |
91.33 |
92.11 |
94.08 |
|
| S4 |
89.67 |
90.45 |
93.63 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.67 |
106.66 |
97.32 |
|
| R3 |
103.62 |
101.61 |
95.93 |
|
| R2 |
98.57 |
98.57 |
95.47 |
|
| R1 |
96.56 |
96.56 |
95.00 |
97.57 |
| PP |
93.52 |
93.52 |
93.52 |
94.03 |
| S1 |
91.51 |
91.51 |
94.08 |
92.52 |
| S2 |
88.47 |
88.47 |
93.61 |
|
| S3 |
83.42 |
86.46 |
93.15 |
|
| S4 |
78.37 |
81.41 |
91.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.54 |
90.49 |
5.05 |
5.3% |
1.86 |
2.0% |
80% |
True |
False |
7,325 |
| 10 |
95.54 |
86.28 |
9.26 |
9.8% |
1.99 |
2.1% |
89% |
True |
False |
6,097 |
| 20 |
95.54 |
85.17 |
10.37 |
11.0% |
1.97 |
2.1% |
90% |
True |
False |
6,734 |
| 40 |
97.22 |
85.17 |
12.05 |
12.7% |
1.74 |
1.8% |
78% |
False |
False |
5,319 |
| 60 |
97.22 |
85.12 |
12.10 |
12.8% |
1.96 |
2.1% |
78% |
False |
False |
4,314 |
| 80 |
97.22 |
81.04 |
16.18 |
17.1% |
1.70 |
1.8% |
83% |
False |
False |
3,582 |
| 100 |
97.22 |
75.05 |
22.17 |
23.5% |
1.42 |
1.5% |
88% |
False |
False |
3,102 |
| 120 |
97.22 |
69.18 |
28.04 |
29.7% |
1.19 |
1.3% |
90% |
False |
False |
2,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.60 |
|
2.618 |
99.89 |
|
1.618 |
98.23 |
|
1.000 |
97.20 |
|
0.618 |
96.57 |
|
HIGH |
95.54 |
|
0.618 |
94.91 |
|
0.500 |
94.71 |
|
0.382 |
94.51 |
|
LOW |
93.88 |
|
0.618 |
92.85 |
|
1.000 |
92.22 |
|
1.618 |
91.19 |
|
2.618 |
89.53 |
|
4.250 |
86.83 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.71 |
94.22 |
| PP |
94.65 |
93.90 |
| S1 |
94.60 |
93.58 |
|