NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
94.46 |
96.84 |
2.38 |
2.5% |
90.28 |
| High |
97.81 |
98.49 |
0.68 |
0.7% |
95.00 |
| Low |
94.46 |
96.50 |
2.04 |
2.2% |
90.17 |
| Close |
97.81 |
97.80 |
-0.01 |
0.0% |
94.03 |
| Range |
3.35 |
1.99 |
-1.36 |
-40.6% |
4.83 |
| ATR |
1.88 |
1.89 |
0.01 |
0.4% |
0.00 |
| Volume |
3,330 |
3,892 |
562 |
16.9% |
20,340 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.57 |
102.67 |
98.89 |
|
| R3 |
101.58 |
100.68 |
98.35 |
|
| R2 |
99.59 |
99.59 |
98.16 |
|
| R1 |
98.69 |
98.69 |
97.98 |
99.14 |
| PP |
97.60 |
97.60 |
97.60 |
97.82 |
| S1 |
96.70 |
96.70 |
97.62 |
97.15 |
| S2 |
95.61 |
95.61 |
97.44 |
|
| S3 |
93.62 |
94.71 |
97.25 |
|
| S4 |
91.63 |
92.72 |
96.71 |
|
|
| 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 |
98.49 |
93.00 |
5.49 |
5.6% |
1.88 |
1.9% |
87% |
True |
False |
3,947 |
| 10 |
98.49 |
86.68 |
11.81 |
12.1% |
1.84 |
1.9% |
94% |
True |
False |
3,655 |
| 20 |
98.49 |
85.68 |
12.81 |
13.1% |
1.66 |
1.7% |
95% |
True |
False |
2,976 |
| 40 |
98.49 |
84.70 |
13.79 |
14.1% |
1.36 |
1.4% |
95% |
True |
False |
2,281 |
| 60 |
98.49 |
84.34 |
14.15 |
14.5% |
1.32 |
1.4% |
95% |
True |
False |
2,184 |
| 80 |
98.49 |
84.34 |
14.15 |
14.5% |
1.13 |
1.2% |
95% |
True |
False |
2,051 |
| 100 |
98.49 |
74.47 |
24.02 |
24.6% |
0.94 |
1.0% |
97% |
True |
False |
1,828 |
| 120 |
98.49 |
69.45 |
29.04 |
29.7% |
0.80 |
0.8% |
98% |
True |
False |
1,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.95 |
|
2.618 |
103.70 |
|
1.618 |
101.71 |
|
1.000 |
100.48 |
|
0.618 |
99.72 |
|
HIGH |
98.49 |
|
0.618 |
97.73 |
|
0.500 |
97.50 |
|
0.382 |
97.26 |
|
LOW |
96.50 |
|
0.618 |
95.27 |
|
1.000 |
94.51 |
|
1.618 |
93.28 |
|
2.618 |
91.29 |
|
4.250 |
88.04 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.70 |
97.23 |
| PP |
97.60 |
96.66 |
| S1 |
97.50 |
96.09 |
|