NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
92.32 |
92.91 |
0.59 |
0.6% |
88.63 |
| High |
92.84 |
94.90 |
2.06 |
2.2% |
91.29 |
| Low |
91.62 |
92.91 |
1.29 |
1.4% |
86.28 |
| Close |
92.80 |
94.89 |
2.09 |
2.3% |
91.17 |
| Range |
1.22 |
1.99 |
0.77 |
63.1% |
5.01 |
| ATR |
2.06 |
2.06 |
0.00 |
0.2% |
0.00 |
| Volume |
6,384 |
4,956 |
-1,428 |
-22.4% |
24,350 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.54 |
95.98 |
|
| R3 |
98.21 |
97.55 |
95.44 |
|
| R2 |
96.22 |
96.22 |
95.25 |
|
| R1 |
95.56 |
95.56 |
95.07 |
95.89 |
| PP |
94.23 |
94.23 |
94.23 |
94.40 |
| S1 |
93.57 |
93.57 |
94.71 |
93.90 |
| S2 |
92.24 |
92.24 |
94.53 |
|
| S3 |
90.25 |
91.58 |
94.34 |
|
| S4 |
88.26 |
89.59 |
93.80 |
|
|
| 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 |
94.90 |
87.99 |
6.91 |
7.3% |
2.19 |
2.3% |
100% |
True |
False |
7,214 |
| 10 |
94.90 |
86.28 |
8.62 |
9.1% |
2.06 |
2.2% |
100% |
True |
False |
6,107 |
| 20 |
94.90 |
85.17 |
9.73 |
10.3% |
2.00 |
2.1% |
100% |
True |
False |
6,734 |
| 40 |
97.22 |
85.17 |
12.05 |
12.7% |
1.77 |
1.9% |
81% |
False |
False |
5,214 |
| 60 |
97.22 |
85.12 |
12.10 |
12.8% |
1.95 |
2.1% |
81% |
False |
False |
4,253 |
| 80 |
97.22 |
81.04 |
16.18 |
17.1% |
1.68 |
1.8% |
86% |
False |
False |
3,525 |
| 100 |
97.22 |
75.05 |
22.17 |
23.4% |
1.40 |
1.5% |
89% |
False |
False |
3,052 |
| 120 |
97.22 |
69.18 |
28.04 |
29.6% |
1.18 |
1.2% |
92% |
False |
False |
2,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.36 |
|
2.618 |
100.11 |
|
1.618 |
98.12 |
|
1.000 |
96.89 |
|
0.618 |
96.13 |
|
HIGH |
94.90 |
|
0.618 |
94.14 |
|
0.500 |
93.91 |
|
0.382 |
93.67 |
|
LOW |
92.91 |
|
0.618 |
91.68 |
|
1.000 |
90.92 |
|
1.618 |
89.69 |
|
2.618 |
87.70 |
|
4.250 |
84.45 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.56 |
94.35 |
| PP |
94.23 |
93.80 |
| S1 |
93.91 |
93.26 |
|