NYMEX Light Sweet Crude Oil Future August 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 |
97.17 |
98.13 |
0.96 |
1.0% |
90.73 |
| High |
98.82 |
98.70 |
-0.12 |
-0.1% |
95.18 |
| Low |
96.70 |
95.79 |
-0.91 |
-0.9% |
90.37 |
| Close |
98.12 |
96.71 |
-1.41 |
-1.4% |
94.27 |
| Range |
2.12 |
2.91 |
0.79 |
37.3% |
4.81 |
| ATR |
1.92 |
1.99 |
0.07 |
3.7% |
0.00 |
| Volume |
3,179 |
4,887 |
1,708 |
53.7% |
18,845 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.80 |
104.16 |
98.31 |
|
| R3 |
102.89 |
101.25 |
97.51 |
|
| R2 |
99.98 |
99.98 |
97.24 |
|
| R1 |
98.34 |
98.34 |
96.98 |
97.71 |
| PP |
97.07 |
97.07 |
97.07 |
96.75 |
| S1 |
95.43 |
95.43 |
96.44 |
94.80 |
| S2 |
94.16 |
94.16 |
96.18 |
|
| S3 |
91.25 |
92.52 |
95.91 |
|
| S4 |
88.34 |
89.61 |
95.11 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.70 |
105.80 |
96.92 |
|
| R3 |
102.89 |
100.99 |
95.59 |
|
| R2 |
98.08 |
98.08 |
95.15 |
|
| R1 |
96.18 |
96.18 |
94.71 |
97.13 |
| PP |
93.27 |
93.27 |
93.27 |
93.75 |
| S1 |
91.37 |
91.37 |
93.83 |
92.32 |
| S2 |
88.46 |
88.46 |
93.39 |
|
| S3 |
83.65 |
86.56 |
92.95 |
|
| S4 |
78.84 |
81.75 |
91.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.82 |
93.61 |
5.21 |
5.4% |
1.98 |
2.0% |
60% |
False |
False |
3,686 |
| 10 |
98.82 |
88.30 |
10.52 |
10.9% |
1.90 |
2.0% |
80% |
False |
False |
3,679 |
| 20 |
98.82 |
86.15 |
12.67 |
13.1% |
1.80 |
1.9% |
83% |
False |
False |
3,619 |
| 40 |
98.82 |
84.33 |
14.49 |
15.0% |
1.60 |
1.7% |
85% |
False |
False |
3,078 |
| 60 |
98.82 |
84.33 |
14.49 |
15.0% |
1.50 |
1.6% |
85% |
False |
False |
2,496 |
| 80 |
98.82 |
84.33 |
14.49 |
15.0% |
1.27 |
1.3% |
85% |
False |
False |
2,140 |
| 100 |
98.82 |
74.41 |
24.41 |
25.2% |
1.04 |
1.1% |
91% |
False |
False |
1,829 |
| 120 |
98.82 |
70.16 |
28.66 |
29.6% |
0.88 |
0.9% |
93% |
False |
False |
1,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.07 |
|
2.618 |
106.32 |
|
1.618 |
103.41 |
|
1.000 |
101.61 |
|
0.618 |
100.50 |
|
HIGH |
98.70 |
|
0.618 |
97.59 |
|
0.500 |
97.25 |
|
0.382 |
96.90 |
|
LOW |
95.79 |
|
0.618 |
93.99 |
|
1.000 |
92.88 |
|
1.618 |
91.08 |
|
2.618 |
88.17 |
|
4.250 |
83.42 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
96.75 |
| PP |
97.07 |
96.73 |
| S1 |
96.89 |
96.72 |
|