NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
96.84 |
97.42 |
0.58 |
0.6% |
90.28 |
| High |
98.49 |
97.85 |
-0.64 |
-0.6% |
95.00 |
| Low |
96.50 |
96.28 |
-0.22 |
-0.2% |
90.17 |
| Close |
97.80 |
96.44 |
-1.36 |
-1.4% |
94.03 |
| Range |
1.99 |
1.57 |
-0.42 |
-21.1% |
4.83 |
| ATR |
1.89 |
1.87 |
-0.02 |
-1.2% |
0.00 |
| Volume |
3,892 |
2,932 |
-960 |
-24.7% |
20,340 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.57 |
97.30 |
|
| R3 |
100.00 |
99.00 |
96.87 |
|
| R2 |
98.43 |
98.43 |
96.73 |
|
| R1 |
97.43 |
97.43 |
96.58 |
97.15 |
| PP |
96.86 |
96.86 |
96.86 |
96.71 |
| S1 |
95.86 |
95.86 |
96.30 |
95.58 |
| S2 |
95.29 |
95.29 |
96.15 |
|
| S3 |
93.72 |
94.29 |
96.01 |
|
| S4 |
92.15 |
92.72 |
95.58 |
|
|
| 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 |
93.67 |
4.82 |
5.0% |
1.91 |
2.0% |
57% |
False |
False |
4,109 |
| 10 |
98.49 |
88.59 |
9.90 |
10.3% |
1.89 |
2.0% |
79% |
False |
False |
3,817 |
| 20 |
98.49 |
86.44 |
12.05 |
12.5% |
1.67 |
1.7% |
83% |
False |
False |
2,962 |
| 40 |
98.49 |
84.70 |
13.79 |
14.3% |
1.39 |
1.4% |
85% |
False |
False |
2,317 |
| 60 |
98.49 |
84.34 |
14.15 |
14.7% |
1.34 |
1.4% |
86% |
False |
False |
2,231 |
| 80 |
98.49 |
84.34 |
14.15 |
14.7% |
1.15 |
1.2% |
86% |
False |
False |
2,041 |
| 100 |
98.49 |
74.47 |
24.02 |
24.9% |
0.95 |
1.0% |
91% |
False |
False |
1,840 |
| 120 |
98.49 |
69.60 |
28.89 |
30.0% |
0.81 |
0.8% |
93% |
False |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.52 |
|
2.618 |
101.96 |
|
1.618 |
100.39 |
|
1.000 |
99.42 |
|
0.618 |
98.82 |
|
HIGH |
97.85 |
|
0.618 |
97.25 |
|
0.500 |
97.07 |
|
0.382 |
96.88 |
|
LOW |
96.28 |
|
0.618 |
95.31 |
|
1.000 |
94.71 |
|
1.618 |
93.74 |
|
2.618 |
92.17 |
|
4.250 |
89.61 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.07 |
96.48 |
| PP |
96.86 |
96.46 |
| S1 |
96.65 |
96.45 |
|