NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
94.21 |
97.82 |
3.61 |
3.8% |
91.47 |
| High |
98.61 |
99.33 |
0.72 |
0.7% |
95.54 |
| Low |
94.15 |
96.95 |
2.80 |
3.0% |
90.49 |
| Close |
98.50 |
98.46 |
-0.04 |
0.0% |
94.54 |
| Range |
4.46 |
2.38 |
-2.08 |
-46.6% |
5.05 |
| ATR |
2.20 |
2.22 |
0.01 |
0.6% |
0.00 |
| Volume |
7,733 |
6,967 |
-766 |
-9.9% |
36,627 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.39 |
104.30 |
99.77 |
|
| R3 |
103.01 |
101.92 |
99.11 |
|
| R2 |
100.63 |
100.63 |
98.90 |
|
| R1 |
99.54 |
99.54 |
98.68 |
100.09 |
| PP |
98.25 |
98.25 |
98.25 |
98.52 |
| S1 |
97.16 |
97.16 |
98.24 |
97.71 |
| S2 |
95.87 |
95.87 |
98.02 |
|
| S3 |
93.49 |
94.78 |
97.81 |
|
| S4 |
91.11 |
92.40 |
97.15 |
|
|
| 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 |
99.33 |
91.62 |
7.71 |
7.8% |
2.34 |
2.4% |
89% |
True |
False |
6,254 |
| 10 |
99.33 |
86.28 |
13.05 |
13.3% |
2.29 |
2.3% |
93% |
True |
False |
6,457 |
| 20 |
99.33 |
85.45 |
13.88 |
14.1% |
2.10 |
2.1% |
94% |
True |
False |
7,126 |
| 40 |
99.33 |
85.17 |
14.16 |
14.4% |
1.85 |
1.9% |
94% |
True |
False |
5,569 |
| 60 |
99.33 |
85.12 |
14.21 |
14.4% |
2.03 |
2.1% |
94% |
True |
False |
4,506 |
| 80 |
99.33 |
83.14 |
16.19 |
16.4% |
1.77 |
1.8% |
95% |
True |
False |
3,754 |
| 100 |
99.33 |
75.05 |
24.28 |
24.7% |
1.49 |
1.5% |
96% |
True |
False |
3,232 |
| 120 |
99.33 |
69.68 |
29.65 |
30.1% |
1.25 |
1.3% |
97% |
True |
False |
2,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.45 |
|
2.618 |
105.56 |
|
1.618 |
103.18 |
|
1.000 |
101.71 |
|
0.618 |
100.80 |
|
HIGH |
99.33 |
|
0.618 |
98.42 |
|
0.500 |
98.14 |
|
0.382 |
97.86 |
|
LOW |
96.95 |
|
0.618 |
95.48 |
|
1.000 |
94.57 |
|
1.618 |
93.10 |
|
2.618 |
90.72 |
|
4.250 |
86.84 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.35 |
97.84 |
| PP |
98.25 |
97.22 |
| S1 |
98.14 |
96.61 |
|