NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
97.82 |
98.46 |
0.64 |
0.7% |
91.47 |
| High |
99.33 |
98.76 |
-0.57 |
-0.6% |
95.54 |
| Low |
96.95 |
96.06 |
-0.89 |
-0.9% |
90.49 |
| Close |
98.46 |
97.01 |
-1.45 |
-1.5% |
94.54 |
| Range |
2.38 |
2.70 |
0.32 |
13.4% |
5.05 |
| ATR |
2.22 |
2.25 |
0.03 |
1.6% |
0.00 |
| Volume |
6,967 |
10,740 |
3,773 |
54.2% |
36,627 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.38 |
103.89 |
98.50 |
|
| R3 |
102.68 |
101.19 |
97.75 |
|
| R2 |
99.98 |
99.98 |
97.51 |
|
| R1 |
98.49 |
98.49 |
97.26 |
97.89 |
| PP |
97.28 |
97.28 |
97.28 |
96.97 |
| S1 |
95.79 |
95.79 |
96.76 |
95.19 |
| S2 |
94.58 |
94.58 |
96.52 |
|
| S3 |
91.88 |
93.09 |
96.27 |
|
| S4 |
89.18 |
90.39 |
95.53 |
|
|
| 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 |
92.91 |
6.42 |
6.6% |
2.64 |
2.7% |
64% |
False |
False |
7,125 |
| 10 |
99.33 |
86.28 |
13.05 |
13.5% |
2.39 |
2.5% |
82% |
False |
False |
7,151 |
| 20 |
99.33 |
85.90 |
13.43 |
13.8% |
2.12 |
2.2% |
83% |
False |
False |
7,337 |
| 40 |
99.33 |
85.17 |
14.16 |
14.6% |
1.88 |
1.9% |
84% |
False |
False |
5,724 |
| 60 |
99.33 |
85.12 |
14.21 |
14.6% |
2.05 |
2.1% |
84% |
False |
False |
4,669 |
| 80 |
99.33 |
84.95 |
14.38 |
14.8% |
1.79 |
1.8% |
84% |
False |
False |
3,884 |
| 100 |
99.33 |
75.05 |
24.28 |
25.0% |
1.50 |
1.5% |
90% |
False |
False |
3,326 |
| 120 |
99.33 |
69.68 |
29.65 |
30.6% |
1.27 |
1.3% |
92% |
False |
False |
2,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.24 |
|
2.618 |
105.83 |
|
1.618 |
103.13 |
|
1.000 |
101.46 |
|
0.618 |
100.43 |
|
HIGH |
98.76 |
|
0.618 |
97.73 |
|
0.500 |
97.41 |
|
0.382 |
97.09 |
|
LOW |
96.06 |
|
0.618 |
94.39 |
|
1.000 |
93.36 |
|
1.618 |
91.69 |
|
2.618 |
88.99 |
|
4.250 |
84.59 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.41 |
96.92 |
| PP |
97.28 |
96.83 |
| S1 |
97.14 |
96.74 |
|