NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
94.45 |
94.21 |
-0.24 |
-0.3% |
91.47 |
High |
95.54 |
98.61 |
3.07 |
3.2% |
95.54 |
Low |
93.88 |
94.15 |
0.27 |
0.3% |
90.49 |
Close |
94.54 |
98.50 |
3.96 |
4.2% |
94.54 |
Range |
1.66 |
4.46 |
2.80 |
168.7% |
5.05 |
ATR |
2.03 |
2.20 |
0.17 |
8.5% |
0.00 |
Volume |
5,231 |
7,733 |
2,502 |
47.8% |
36,627 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.47 |
108.94 |
100.95 |
|
R3 |
106.01 |
104.48 |
99.73 |
|
R2 |
101.55 |
101.55 |
99.32 |
|
R1 |
100.02 |
100.02 |
98.91 |
100.79 |
PP |
97.09 |
97.09 |
97.09 |
97.47 |
S1 |
95.56 |
95.56 |
98.09 |
96.33 |
S2 |
92.63 |
92.63 |
97.68 |
|
S3 |
88.17 |
91.10 |
97.27 |
|
S4 |
83.71 |
86.64 |
96.05 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.67 |
106.66 |
97.32 |
|
R3 |
103.62 |
101.61 |
95.93 |
|
R2 |
98.57 |
98.57 |
95.47 |
|
R1 |
96.56 |
96.56 |
95.00 |
97.57 |
PP |
93.52 |
93.52 |
93.52 |
94.03 |
S1 |
91.51 |
91.51 |
94.08 |
92.52 |
S2 |
88.47 |
88.47 |
93.61 |
|
S3 |
83.42 |
86.46 |
93.15 |
|
S4 |
78.37 |
81.41 |
91.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.61 |
91.62 |
6.99 |
7.1% |
2.10 |
2.1% |
98% |
True |
False |
6,870 |
10 |
98.61 |
86.28 |
12.33 |
12.5% |
2.27 |
2.3% |
99% |
True |
False |
6,125 |
20 |
98.61 |
85.17 |
13.44 |
13.6% |
2.13 |
2.2% |
99% |
True |
False |
6,953 |
40 |
98.61 |
85.17 |
13.44 |
13.6% |
1.82 |
1.8% |
99% |
True |
False |
5,447 |
60 |
98.61 |
85.12 |
13.49 |
13.7% |
2.01 |
2.0% |
99% |
True |
False |
4,432 |
80 |
98.61 |
81.15 |
17.46 |
17.7% |
1.75 |
1.8% |
99% |
True |
False |
3,678 |
100 |
98.61 |
75.05 |
23.56 |
23.9% |
1.46 |
1.5% |
100% |
True |
False |
3,172 |
120 |
98.61 |
69.23 |
29.38 |
29.8% |
1.23 |
1.3% |
100% |
True |
False |
2,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.57 |
2.618 |
110.29 |
1.618 |
105.83 |
1.000 |
103.07 |
0.618 |
101.37 |
HIGH |
98.61 |
0.618 |
96.91 |
0.500 |
96.38 |
0.382 |
95.85 |
LOW |
94.15 |
0.618 |
91.39 |
1.000 |
89.69 |
1.618 |
86.93 |
2.618 |
82.47 |
4.250 |
75.20 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
97.79 |
97.59 |
PP |
97.09 |
96.67 |
S1 |
96.38 |
95.76 |
|