NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
96.75 |
98.16 |
1.41 |
1.5% |
94.21 |
| High |
97.95 |
98.31 |
0.36 |
0.4% |
99.33 |
| Low |
96.28 |
96.90 |
0.62 |
0.6% |
94.15 |
| Close |
97.53 |
98.08 |
0.55 |
0.6% |
97.53 |
| Range |
1.67 |
1.41 |
-0.26 |
-15.6% |
5.18 |
| ATR |
2.21 |
2.15 |
-0.06 |
-2.6% |
0.00 |
| Volume |
10,476 |
9,048 |
-1,428 |
-13.6% |
35,916 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.99 |
101.45 |
98.86 |
|
| R3 |
100.58 |
100.04 |
98.47 |
|
| R2 |
99.17 |
99.17 |
98.34 |
|
| R1 |
98.63 |
98.63 |
98.21 |
98.20 |
| PP |
97.76 |
97.76 |
97.76 |
97.55 |
| S1 |
97.22 |
97.22 |
97.95 |
96.79 |
| S2 |
96.35 |
96.35 |
97.82 |
|
| S3 |
94.94 |
95.81 |
97.69 |
|
| S4 |
93.53 |
94.40 |
97.30 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.54 |
110.22 |
100.38 |
|
| R3 |
107.36 |
105.04 |
98.95 |
|
| R2 |
102.18 |
102.18 |
98.48 |
|
| R1 |
99.86 |
99.86 |
98.00 |
101.02 |
| PP |
97.00 |
97.00 |
97.00 |
97.59 |
| S1 |
94.68 |
94.68 |
97.06 |
95.84 |
| S2 |
91.82 |
91.82 |
96.58 |
|
| S3 |
86.64 |
89.50 |
96.11 |
|
| S4 |
81.46 |
84.32 |
94.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.33 |
94.15 |
5.18 |
5.3% |
2.52 |
2.6% |
76% |
False |
False |
8,992 |
| 10 |
99.33 |
90.49 |
8.84 |
9.0% |
2.19 |
2.2% |
86% |
False |
False |
8,159 |
| 20 |
99.33 |
86.28 |
13.05 |
13.3% |
2.08 |
2.1% |
90% |
False |
False |
7,352 |
| 40 |
99.33 |
85.17 |
14.16 |
14.4% |
1.92 |
2.0% |
91% |
False |
False |
6,178 |
| 60 |
99.33 |
85.12 |
14.21 |
14.5% |
2.06 |
2.1% |
91% |
False |
False |
4,960 |
| 80 |
99.33 |
84.95 |
14.38 |
14.7% |
1.81 |
1.8% |
91% |
False |
False |
4,076 |
| 100 |
99.33 |
75.05 |
24.28 |
24.8% |
1.52 |
1.5% |
95% |
False |
False |
3,489 |
| 120 |
99.33 |
70.45 |
28.88 |
29.4% |
1.30 |
1.3% |
96% |
False |
False |
3,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.30 |
|
2.618 |
102.00 |
|
1.618 |
100.59 |
|
1.000 |
99.72 |
|
0.618 |
99.18 |
|
HIGH |
98.31 |
|
0.618 |
97.77 |
|
0.500 |
97.61 |
|
0.382 |
97.44 |
|
LOW |
96.90 |
|
0.618 |
96.03 |
|
1.000 |
95.49 |
|
1.618 |
94.62 |
|
2.618 |
93.21 |
|
4.250 |
90.91 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.92 |
97.86 |
| PP |
97.76 |
97.63 |
| S1 |
97.61 |
97.41 |
|