NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
91.21 |
93.00 |
1.79 |
2.0% |
88.37 |
| High |
92.50 |
94.43 |
1.93 |
2.1% |
91.00 |
| Low |
91.21 |
93.00 |
1.79 |
2.0% |
86.44 |
| Close |
92.36 |
94.43 |
2.07 |
2.2% |
90.78 |
| Range |
1.29 |
1.43 |
0.14 |
10.9% |
4.56 |
| ATR |
1.78 |
1.80 |
0.02 |
1.2% |
0.00 |
| Volume |
5,206 |
2,119 |
-3,087 |
-59.3% |
8,640 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.24 |
97.77 |
95.22 |
|
| R3 |
96.81 |
96.34 |
94.82 |
|
| R2 |
95.38 |
95.38 |
94.69 |
|
| R1 |
94.91 |
94.91 |
94.56 |
95.15 |
| PP |
93.95 |
93.95 |
93.95 |
94.07 |
| S1 |
93.48 |
93.48 |
94.30 |
93.72 |
| S2 |
92.52 |
92.52 |
94.17 |
|
| S3 |
91.09 |
92.05 |
94.04 |
|
| S4 |
89.66 |
90.62 |
93.64 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.09 |
101.49 |
93.29 |
|
| R3 |
98.53 |
96.93 |
92.03 |
|
| R2 |
93.97 |
93.97 |
91.62 |
|
| R1 |
92.37 |
92.37 |
91.20 |
93.17 |
| PP |
89.41 |
89.41 |
89.41 |
89.81 |
| S1 |
87.81 |
87.81 |
90.36 |
88.61 |
| S2 |
84.85 |
84.85 |
89.94 |
|
| S3 |
80.29 |
83.25 |
89.53 |
|
| S4 |
75.73 |
78.69 |
88.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.43 |
88.59 |
5.84 |
6.2% |
1.86 |
2.0% |
100% |
True |
False |
3,524 |
| 10 |
94.43 |
86.44 |
7.99 |
8.5% |
1.67 |
1.8% |
100% |
True |
False |
2,572 |
| 20 |
94.43 |
84.70 |
9.73 |
10.3% |
1.56 |
1.7% |
100% |
True |
False |
2,462 |
| 40 |
96.00 |
84.70 |
11.30 |
12.0% |
1.26 |
1.3% |
86% |
False |
False |
2,116 |
| 60 |
96.00 |
84.34 |
11.66 |
12.3% |
1.22 |
1.3% |
87% |
False |
False |
1,939 |
| 80 |
96.00 |
79.86 |
16.14 |
17.1% |
1.03 |
1.1% |
90% |
False |
False |
1,866 |
| 100 |
96.00 |
74.47 |
21.53 |
22.8% |
0.87 |
0.9% |
93% |
False |
False |
1,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.51 |
|
2.618 |
98.17 |
|
1.618 |
96.74 |
|
1.000 |
95.86 |
|
0.618 |
95.31 |
|
HIGH |
94.43 |
|
0.618 |
93.88 |
|
0.500 |
93.72 |
|
0.382 |
93.55 |
|
LOW |
93.00 |
|
0.618 |
92.12 |
|
1.000 |
91.57 |
|
1.618 |
90.69 |
|
2.618 |
89.26 |
|
4.250 |
86.92 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.19 |
93.89 |
| PP |
93.95 |
93.35 |
| S1 |
93.72 |
92.82 |
|