NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
97.72 |
97.77 |
0.05 |
0.1% |
94.75 |
| High |
98.00 |
99.60 |
1.60 |
1.6% |
98.82 |
| Low |
96.69 |
97.50 |
0.81 |
0.8% |
94.67 |
| Close |
97.76 |
99.52 |
1.76 |
1.8% |
97.21 |
| Range |
1.31 |
2.10 |
0.79 |
60.3% |
4.15 |
| ATR |
1.92 |
1.94 |
0.01 |
0.7% |
0.00 |
| Volume |
4,525 |
4,341 |
-184 |
-4.1% |
21,119 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.17 |
104.45 |
100.68 |
|
| R3 |
103.07 |
102.35 |
100.10 |
|
| R2 |
100.97 |
100.97 |
99.91 |
|
| R1 |
100.25 |
100.25 |
99.71 |
100.61 |
| PP |
98.87 |
98.87 |
98.87 |
99.06 |
| S1 |
98.15 |
98.15 |
99.33 |
98.51 |
| S2 |
96.77 |
96.77 |
99.14 |
|
| S3 |
94.67 |
96.05 |
98.94 |
|
| S4 |
92.57 |
93.95 |
98.37 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.35 |
107.43 |
99.49 |
|
| R3 |
105.20 |
103.28 |
98.35 |
|
| R2 |
101.05 |
101.05 |
97.97 |
|
| R1 |
99.13 |
99.13 |
97.59 |
100.09 |
| PP |
96.90 |
96.90 |
96.90 |
97.38 |
| S1 |
94.98 |
94.98 |
96.83 |
95.94 |
| S2 |
92.75 |
92.75 |
96.45 |
|
| S3 |
88.60 |
90.83 |
96.07 |
|
| S4 |
84.45 |
86.68 |
94.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.60 |
95.79 |
3.81 |
3.8% |
2.04 |
2.1% |
98% |
True |
False |
4,396 |
| 10 |
99.60 |
91.40 |
8.20 |
8.2% |
1.77 |
1.8% |
99% |
True |
False |
3,839 |
| 20 |
99.60 |
86.15 |
13.45 |
13.5% |
1.80 |
1.8% |
99% |
True |
False |
3,268 |
| 40 |
99.60 |
84.33 |
15.27 |
15.3% |
1.70 |
1.7% |
99% |
True |
False |
3,241 |
| 60 |
99.60 |
84.33 |
15.27 |
15.3% |
1.52 |
1.5% |
99% |
True |
False |
2,693 |
| 80 |
99.60 |
84.33 |
15.27 |
15.3% |
1.33 |
1.3% |
99% |
True |
False |
2,240 |
| 100 |
99.60 |
75.35 |
24.25 |
24.4% |
1.08 |
1.1% |
100% |
True |
False |
1,955 |
| 120 |
99.60 |
71.24 |
28.36 |
28.5% |
0.92 |
0.9% |
100% |
True |
False |
1,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.53 |
|
2.618 |
105.10 |
|
1.618 |
103.00 |
|
1.000 |
101.70 |
|
0.618 |
100.90 |
|
HIGH |
99.60 |
|
0.618 |
98.80 |
|
0.500 |
98.55 |
|
0.382 |
98.30 |
|
LOW |
97.50 |
|
0.618 |
96.20 |
|
1.000 |
95.40 |
|
1.618 |
94.10 |
|
2.618 |
92.00 |
|
4.250 |
88.58 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.20 |
98.95 |
| PP |
98.87 |
98.37 |
| S1 |
98.55 |
97.80 |
|