NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
100.02 |
99.01 |
-1.01 |
-1.0% |
94.21 |
| High |
100.82 |
101.80 |
0.98 |
1.0% |
99.33 |
| Low |
98.66 |
98.03 |
-0.63 |
-0.6% |
94.15 |
| Close |
98.76 |
101.53 |
2.77 |
2.8% |
97.53 |
| Range |
2.16 |
3.77 |
1.61 |
74.5% |
5.18 |
| ATR |
2.18 |
2.29 |
0.11 |
5.2% |
0.00 |
| Volume |
9,725 |
10,505 |
780 |
8.0% |
35,916 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.76 |
110.42 |
103.60 |
|
| R3 |
107.99 |
106.65 |
102.57 |
|
| R2 |
104.22 |
104.22 |
102.22 |
|
| R1 |
102.88 |
102.88 |
101.88 |
103.55 |
| PP |
100.45 |
100.45 |
100.45 |
100.79 |
| S1 |
99.11 |
99.11 |
101.18 |
99.78 |
| S2 |
96.68 |
96.68 |
100.84 |
|
| S3 |
92.91 |
95.34 |
100.49 |
|
| S4 |
89.14 |
91.57 |
99.46 |
|
|
| 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 |
101.80 |
96.28 |
5.52 |
5.4% |
2.31 |
2.3% |
95% |
True |
False |
10,158 |
| 10 |
101.80 |
92.91 |
8.89 |
8.8% |
2.47 |
2.4% |
97% |
True |
False |
8,642 |
| 20 |
101.80 |
86.28 |
15.52 |
15.3% |
2.29 |
2.3% |
98% |
True |
False |
7,316 |
| 40 |
101.80 |
85.17 |
16.63 |
16.4% |
2.03 |
2.0% |
98% |
True |
False |
6,605 |
| 60 |
101.80 |
85.12 |
16.68 |
16.4% |
2.12 |
2.1% |
98% |
True |
False |
5,377 |
| 80 |
101.80 |
85.12 |
16.68 |
16.4% |
1.85 |
1.8% |
98% |
True |
False |
4,396 |
| 100 |
101.80 |
75.69 |
26.11 |
25.7% |
1.60 |
1.6% |
99% |
True |
False |
3,793 |
| 120 |
101.80 |
71.75 |
30.05 |
29.6% |
1.37 |
1.3% |
99% |
True |
False |
3,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.82 |
|
2.618 |
111.67 |
|
1.618 |
107.90 |
|
1.000 |
105.57 |
|
0.618 |
104.13 |
|
HIGH |
101.80 |
|
0.618 |
100.36 |
|
0.500 |
99.92 |
|
0.382 |
99.47 |
|
LOW |
98.03 |
|
0.618 |
95.70 |
|
1.000 |
94.26 |
|
1.618 |
91.93 |
|
2.618 |
88.16 |
|
4.250 |
82.01 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.99 |
100.90 |
| PP |
100.45 |
100.26 |
| S1 |
99.92 |
99.63 |
|