NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
92.66 |
92.32 |
-0.34 |
-0.4% |
88.63 |
| High |
93.00 |
92.84 |
-0.16 |
-0.2% |
91.29 |
| Low |
91.85 |
91.62 |
-0.23 |
-0.3% |
86.28 |
| Close |
92.26 |
92.80 |
0.54 |
0.6% |
91.17 |
| Range |
1.15 |
1.22 |
0.07 |
6.1% |
5.01 |
| ATR |
2.12 |
2.06 |
-0.06 |
-3.0% |
0.00 |
| Volume |
10,050 |
6,384 |
-3,666 |
-36.5% |
24,350 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.08 |
95.66 |
93.47 |
|
| R3 |
94.86 |
94.44 |
93.14 |
|
| R2 |
93.64 |
93.64 |
93.02 |
|
| R1 |
93.22 |
93.22 |
92.91 |
93.43 |
| PP |
92.42 |
92.42 |
92.42 |
92.53 |
| S1 |
92.00 |
92.00 |
92.69 |
92.21 |
| S2 |
91.20 |
91.20 |
92.58 |
|
| S3 |
89.98 |
90.78 |
92.46 |
|
| S4 |
88.76 |
89.56 |
92.13 |
|
|
| 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% |
2.14 |
2.3% |
87% |
False |
False |
7,177 |
| 10 |
93.79 |
86.28 |
7.51 |
8.1% |
2.10 |
2.3% |
87% |
False |
False |
5,990 |
| 20 |
93.79 |
85.17 |
8.62 |
9.3% |
1.99 |
2.1% |
89% |
False |
False |
6,666 |
| 40 |
97.22 |
85.17 |
12.05 |
13.0% |
1.75 |
1.9% |
63% |
False |
False |
5,194 |
| 60 |
97.22 |
85.12 |
12.10 |
13.0% |
1.93 |
2.1% |
63% |
False |
False |
4,190 |
| 80 |
97.22 |
81.04 |
16.18 |
17.4% |
1.65 |
1.8% |
73% |
False |
False |
3,479 |
| 100 |
97.22 |
75.05 |
22.17 |
23.9% |
1.38 |
1.5% |
80% |
False |
False |
3,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.03 |
|
2.618 |
96.03 |
|
1.618 |
94.81 |
|
1.000 |
94.06 |
|
0.618 |
93.59 |
|
HIGH |
92.84 |
|
0.618 |
92.37 |
|
0.500 |
92.23 |
|
0.382 |
92.09 |
|
LOW |
91.62 |
|
0.618 |
90.87 |
|
1.000 |
90.40 |
|
1.618 |
89.65 |
|
2.618 |
88.43 |
|
4.250 |
86.44 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.61 |
92.58 |
| PP |
92.42 |
92.36 |
| S1 |
92.23 |
92.14 |
|