NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
91.47 |
92.66 |
1.19 |
1.3% |
88.63 |
| High |
93.79 |
93.00 |
-0.79 |
-0.8% |
91.29 |
| Low |
90.49 |
91.85 |
1.36 |
1.5% |
86.28 |
| Close |
92.87 |
92.26 |
-0.61 |
-0.7% |
91.17 |
| Range |
3.30 |
1.15 |
-2.15 |
-65.2% |
5.01 |
| ATR |
2.19 |
2.12 |
-0.07 |
-3.4% |
0.00 |
| Volume |
10,006 |
10,050 |
44 |
0.4% |
24,350 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.82 |
95.19 |
92.89 |
|
| R3 |
94.67 |
94.04 |
92.58 |
|
| R2 |
93.52 |
93.52 |
92.47 |
|
| R1 |
92.89 |
92.89 |
92.37 |
92.63 |
| PP |
92.37 |
92.37 |
92.37 |
92.24 |
| S1 |
91.74 |
91.74 |
92.15 |
91.48 |
| S2 |
91.22 |
91.22 |
92.05 |
|
| S3 |
90.07 |
90.59 |
91.94 |
|
| S4 |
88.92 |
89.44 |
91.63 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
102.90 |
93.93 |
|
| R3 |
99.60 |
97.89 |
92.55 |
|
| R2 |
94.59 |
94.59 |
92.09 |
|
| R1 |
92.88 |
92.88 |
91.63 |
93.74 |
| PP |
89.58 |
89.58 |
89.58 |
90.01 |
| S1 |
87.87 |
87.87 |
90.71 |
88.73 |
| S2 |
84.57 |
84.57 |
90.25 |
|
| S3 |
79.56 |
82.86 |
89.79 |
|
| S4 |
74.55 |
77.85 |
88.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.79 |
86.28 |
7.51 |
8.1% |
2.24 |
2.4% |
80% |
False |
False |
6,661 |
| 10 |
93.79 |
86.28 |
7.51 |
8.1% |
2.09 |
2.3% |
80% |
False |
False |
5,730 |
| 20 |
93.79 |
85.17 |
8.62 |
9.3% |
2.02 |
2.2% |
82% |
False |
False |
6,545 |
| 40 |
97.22 |
85.17 |
12.05 |
13.1% |
1.74 |
1.9% |
59% |
False |
False |
5,095 |
| 60 |
97.22 |
85.12 |
12.10 |
13.1% |
1.93 |
2.1% |
59% |
False |
False |
4,103 |
| 80 |
97.22 |
81.04 |
16.18 |
17.5% |
1.64 |
1.8% |
69% |
False |
False |
3,470 |
| 100 |
97.22 |
75.05 |
22.17 |
24.0% |
1.37 |
1.5% |
78% |
False |
False |
2,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.89 |
|
2.618 |
96.01 |
|
1.618 |
94.86 |
|
1.000 |
94.15 |
|
0.618 |
93.71 |
|
HIGH |
93.00 |
|
0.618 |
92.56 |
|
0.500 |
92.43 |
|
0.382 |
92.29 |
|
LOW |
91.85 |
|
0.618 |
91.14 |
|
1.000 |
90.70 |
|
1.618 |
89.99 |
|
2.618 |
88.84 |
|
4.250 |
86.96 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.43 |
91.80 |
| PP |
92.37 |
91.35 |
| S1 |
92.32 |
90.89 |
|