NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
98.46 |
96.75 |
-1.71 |
-1.7% |
94.21 |
| High |
98.76 |
97.95 |
-0.81 |
-0.8% |
99.33 |
| Low |
96.06 |
96.28 |
0.22 |
0.2% |
94.15 |
| Close |
97.01 |
97.53 |
0.52 |
0.5% |
97.53 |
| Range |
2.70 |
1.67 |
-1.03 |
-38.1% |
5.18 |
| ATR |
2.25 |
2.21 |
-0.04 |
-1.8% |
0.00 |
| Volume |
10,740 |
10,476 |
-264 |
-2.5% |
35,916 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.26 |
101.57 |
98.45 |
|
| R3 |
100.59 |
99.90 |
97.99 |
|
| R2 |
98.92 |
98.92 |
97.84 |
|
| R1 |
98.23 |
98.23 |
97.68 |
98.58 |
| PP |
97.25 |
97.25 |
97.25 |
97.43 |
| S1 |
96.56 |
96.56 |
97.38 |
96.91 |
| S2 |
95.58 |
95.58 |
97.22 |
|
| S3 |
93.91 |
94.89 |
97.07 |
|
| S4 |
92.24 |
93.22 |
96.61 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.54 |
110.22 |
100.38 |
|
| R3 |
107.36 |
105.04 |
98.95 |
|
| R2 |
102.18 |
102.18 |
98.48 |
|
| R1 |
99.86 |
99.86 |
98.00 |
101.02 |
| PP |
97.00 |
97.00 |
97.00 |
97.59 |
| S1 |
94.68 |
94.68 |
97.06 |
95.84 |
| S2 |
91.82 |
91.82 |
96.58 |
|
| S3 |
86.64 |
89.50 |
96.11 |
|
| S4 |
81.46 |
84.32 |
94.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.33 |
93.88 |
5.45 |
5.6% |
2.57 |
2.6% |
67% |
False |
False |
8,229 |
| 10 |
99.33 |
87.99 |
11.34 |
11.6% |
2.38 |
2.4% |
84% |
False |
False |
7,721 |
| 20 |
99.33 |
86.28 |
13.05 |
13.4% |
2.10 |
2.2% |
86% |
False |
False |
7,410 |
| 40 |
99.33 |
85.17 |
14.16 |
14.5% |
1.92 |
2.0% |
87% |
False |
False |
5,961 |
| 60 |
99.33 |
85.12 |
14.21 |
14.6% |
2.07 |
2.1% |
87% |
False |
False |
4,839 |
| 80 |
99.33 |
84.95 |
14.38 |
14.7% |
1.80 |
1.8% |
87% |
False |
False |
3,994 |
| 100 |
99.33 |
75.05 |
24.28 |
24.9% |
1.51 |
1.5% |
93% |
False |
False |
3,430 |
| 120 |
99.33 |
70.29 |
29.04 |
29.8% |
1.29 |
1.3% |
94% |
False |
False |
3,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.05 |
|
2.618 |
102.32 |
|
1.618 |
100.65 |
|
1.000 |
99.62 |
|
0.618 |
98.98 |
|
HIGH |
97.95 |
|
0.618 |
97.31 |
|
0.500 |
97.12 |
|
0.382 |
96.92 |
|
LOW |
96.28 |
|
0.618 |
95.25 |
|
1.000 |
94.61 |
|
1.618 |
93.58 |
|
2.618 |
91.91 |
|
4.250 |
89.18 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.70 |
| PP |
97.25 |
97.64 |
| S1 |
97.12 |
97.59 |
|