NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
98.16 |
98.39 |
0.23 |
0.2% |
94.21 |
| High |
98.31 |
100.00 |
1.69 |
1.7% |
99.33 |
| Low |
96.90 |
97.46 |
0.56 |
0.6% |
94.15 |
| Close |
98.08 |
99.83 |
1.75 |
1.8% |
97.53 |
| Range |
1.41 |
2.54 |
1.13 |
80.1% |
5.18 |
| ATR |
2.15 |
2.18 |
0.03 |
1.3% |
0.00 |
| Volume |
9,048 |
11,039 |
1,991 |
22.0% |
35,916 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.72 |
105.81 |
101.23 |
|
| R3 |
104.18 |
103.27 |
100.53 |
|
| R2 |
101.64 |
101.64 |
100.30 |
|
| R1 |
100.73 |
100.73 |
100.06 |
101.19 |
| PP |
99.10 |
99.10 |
99.10 |
99.32 |
| S1 |
98.19 |
98.19 |
99.60 |
98.65 |
| S2 |
96.56 |
96.56 |
99.36 |
|
| S3 |
94.02 |
95.65 |
99.13 |
|
| S4 |
91.48 |
93.11 |
98.43 |
|
|
| 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 |
100.00 |
96.06 |
3.94 |
3.9% |
2.14 |
2.1% |
96% |
True |
False |
9,654 |
| 10 |
100.00 |
91.62 |
8.38 |
8.4% |
2.12 |
2.1% |
98% |
True |
False |
8,262 |
| 20 |
100.00 |
86.28 |
13.72 |
13.7% |
2.11 |
2.1% |
99% |
True |
False |
6,794 |
| 40 |
100.00 |
85.17 |
14.83 |
14.9% |
1.94 |
1.9% |
99% |
True |
False |
6,405 |
| 60 |
100.00 |
85.12 |
14.88 |
14.9% |
2.06 |
2.1% |
99% |
True |
False |
5,116 |
| 80 |
100.00 |
85.12 |
14.88 |
14.9% |
1.81 |
1.8% |
99% |
True |
False |
4,184 |
| 100 |
100.00 |
75.05 |
24.95 |
25.0% |
1.54 |
1.5% |
99% |
True |
False |
3,596 |
| 120 |
100.00 |
70.45 |
29.55 |
29.6% |
1.32 |
1.3% |
99% |
True |
False |
3,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.80 |
|
2.618 |
106.65 |
|
1.618 |
104.11 |
|
1.000 |
102.54 |
|
0.618 |
101.57 |
|
HIGH |
100.00 |
|
0.618 |
99.03 |
|
0.500 |
98.73 |
|
0.382 |
98.43 |
|
LOW |
97.46 |
|
0.618 |
95.89 |
|
1.000 |
94.92 |
|
1.618 |
93.35 |
|
2.618 |
90.81 |
|
4.250 |
86.67 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.46 |
99.27 |
| PP |
99.10 |
98.70 |
| S1 |
98.73 |
98.14 |
|