NYMEX Light Sweet Crude Oil Future August 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 |
99.62 |
98.73 |
-0.89 |
-0.9% |
94.75 |
| High |
100.48 |
101.44 |
0.96 |
1.0% |
98.82 |
| Low |
98.61 |
98.00 |
-0.61 |
-0.6% |
94.67 |
| Close |
98.50 |
101.26 |
2.76 |
2.8% |
97.21 |
| Range |
1.87 |
3.44 |
1.57 |
84.0% |
4.15 |
| ATR |
1.93 |
2.04 |
0.11 |
5.6% |
0.00 |
| Volume |
6,814 |
5,388 |
-1,426 |
-20.9% |
21,119 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.55 |
109.35 |
103.15 |
|
| R3 |
107.11 |
105.91 |
102.21 |
|
| R2 |
103.67 |
103.67 |
101.89 |
|
| R1 |
102.47 |
102.47 |
101.58 |
103.07 |
| PP |
100.23 |
100.23 |
100.23 |
100.54 |
| S1 |
99.03 |
99.03 |
100.94 |
99.63 |
| S2 |
96.79 |
96.79 |
100.63 |
|
| S3 |
93.35 |
95.59 |
100.31 |
|
| S4 |
89.91 |
92.15 |
99.37 |
|
|
| 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 |
101.44 |
95.99 |
5.45 |
5.4% |
2.10 |
2.1% |
97% |
True |
False |
5,223 |
| 10 |
101.44 |
93.61 |
7.83 |
7.7% |
2.04 |
2.0% |
98% |
True |
False |
4,455 |
| 20 |
101.44 |
86.15 |
15.29 |
15.1% |
1.89 |
1.9% |
99% |
True |
False |
3,711 |
| 40 |
101.44 |
84.33 |
17.11 |
16.9% |
1.75 |
1.7% |
99% |
True |
False |
3,441 |
| 60 |
101.44 |
84.33 |
17.11 |
16.9% |
1.57 |
1.5% |
99% |
True |
False |
2,871 |
| 80 |
101.44 |
84.33 |
17.11 |
16.9% |
1.40 |
1.4% |
99% |
True |
False |
2,328 |
| 100 |
101.44 |
75.35 |
26.09 |
25.8% |
1.13 |
1.1% |
99% |
True |
False |
2,064 |
| 120 |
101.44 |
72.10 |
29.34 |
29.0% |
0.96 |
0.9% |
99% |
True |
False |
1,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.06 |
|
2.618 |
110.45 |
|
1.618 |
107.01 |
|
1.000 |
104.88 |
|
0.618 |
103.57 |
|
HIGH |
101.44 |
|
0.618 |
100.13 |
|
0.500 |
99.72 |
|
0.382 |
99.31 |
|
LOW |
98.00 |
|
0.618 |
95.87 |
|
1.000 |
94.56 |
|
1.618 |
92.43 |
|
2.618 |
88.99 |
|
4.250 |
83.38 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.75 |
100.66 |
| PP |
100.23 |
100.07 |
| S1 |
99.72 |
99.47 |
|