NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 18-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
94.30 |
94.30 |
0.00 |
0.0% |
90.28 |
| High |
95.00 |
95.00 |
0.00 |
0.0% |
95.00 |
| Low |
93.67 |
93.69 |
0.02 |
0.0% |
90.17 |
| Close |
94.03 |
94.03 |
0.00 |
0.0% |
94.03 |
| Range |
1.33 |
1.31 |
-0.02 |
-1.5% |
4.83 |
| ATR |
1.77 |
1.74 |
-0.03 |
-1.9% |
0.00 |
| Volume |
5,197 |
5,197 |
0 |
0.0% |
20,340 |
|
| Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.17 |
97.41 |
94.75 |
|
| R3 |
96.86 |
96.10 |
94.39 |
|
| R2 |
95.55 |
95.55 |
94.27 |
|
| R1 |
94.79 |
94.79 |
94.15 |
94.52 |
| PP |
94.24 |
94.24 |
94.24 |
94.10 |
| S1 |
93.48 |
93.48 |
93.91 |
93.21 |
| S2 |
92.93 |
92.93 |
93.79 |
|
| S3 |
91.62 |
92.17 |
93.67 |
|
| S4 |
90.31 |
90.86 |
93.31 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.56 |
105.62 |
96.69 |
|
| R3 |
102.73 |
100.79 |
95.36 |
|
| R2 |
97.90 |
97.90 |
94.92 |
|
| R1 |
95.96 |
95.96 |
94.47 |
96.93 |
| PP |
93.07 |
93.07 |
93.07 |
93.55 |
| S1 |
91.13 |
91.13 |
93.59 |
92.10 |
| S2 |
88.24 |
88.24 |
93.14 |
|
| S3 |
83.41 |
86.30 |
92.70 |
|
| S4 |
78.58 |
81.47 |
91.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.00 |
91.20 |
3.80 |
4.0% |
1.37 |
1.5% |
74% |
True |
False |
4,449 |
| 10 |
95.00 |
86.44 |
8.56 |
9.1% |
1.56 |
1.7% |
89% |
True |
False |
3,325 |
| 20 |
95.00 |
84.70 |
10.30 |
11.0% |
1.56 |
1.7% |
91% |
True |
False |
2,882 |
| 40 |
96.00 |
84.70 |
11.30 |
12.0% |
1.25 |
1.3% |
83% |
False |
False |
2,334 |
| 60 |
96.00 |
84.34 |
11.66 |
12.4% |
1.25 |
1.3% |
83% |
False |
False |
2,074 |
| 80 |
96.00 |
81.51 |
14.49 |
15.4% |
1.07 |
1.1% |
86% |
False |
False |
1,993 |
| 100 |
96.00 |
74.47 |
21.53 |
22.9% |
0.89 |
0.9% |
91% |
False |
False |
1,765 |
| 120 |
96.00 |
69.08 |
26.92 |
28.6% |
0.76 |
0.8% |
93% |
False |
False |
1,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.57 |
|
2.618 |
98.43 |
|
1.618 |
97.12 |
|
1.000 |
96.31 |
|
0.618 |
95.81 |
|
HIGH |
95.00 |
|
0.618 |
94.50 |
|
0.500 |
94.35 |
|
0.382 |
94.19 |
|
LOW |
93.69 |
|
0.618 |
92.88 |
|
1.000 |
92.38 |
|
1.618 |
91.57 |
|
2.618 |
90.26 |
|
4.250 |
88.12 |
|
|
| Fisher Pivots for day following 18-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.35 |
94.02 |
| PP |
94.24 |
94.01 |
| S1 |
94.14 |
94.00 |
|