NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
88.30 |
90.73 |
2.43 |
2.8% |
88.47 |
| High |
91.00 |
93.37 |
2.37 |
2.6% |
91.00 |
| Low |
88.30 |
90.37 |
2.07 |
2.3% |
86.15 |
| Close |
90.97 |
92.61 |
1.64 |
1.8% |
90.97 |
| Range |
2.70 |
3.00 |
0.30 |
11.1% |
4.85 |
| ATR |
1.95 |
2.02 |
0.08 |
3.9% |
0.00 |
| Volume |
1,883 |
6,083 |
4,200 |
223.0% |
12,150 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.12 |
99.86 |
94.26 |
|
| R3 |
98.12 |
96.86 |
93.44 |
|
| R2 |
95.12 |
95.12 |
93.16 |
|
| R1 |
93.86 |
93.86 |
92.89 |
94.49 |
| PP |
92.12 |
92.12 |
92.12 |
92.43 |
| S1 |
90.86 |
90.86 |
92.34 |
91.49 |
| S2 |
89.12 |
89.12 |
92.06 |
|
| S3 |
86.12 |
87.86 |
91.79 |
|
| S4 |
83.12 |
84.86 |
90.96 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.92 |
102.30 |
93.64 |
|
| R3 |
99.07 |
97.45 |
92.30 |
|
| R2 |
94.22 |
94.22 |
91.86 |
|
| R1 |
92.60 |
92.60 |
91.41 |
93.41 |
| PP |
89.37 |
89.37 |
89.37 |
89.78 |
| S1 |
87.75 |
87.75 |
90.53 |
88.56 |
| S2 |
84.52 |
84.52 |
90.08 |
|
| S3 |
79.67 |
82.90 |
89.64 |
|
| S4 |
74.82 |
78.05 |
88.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.37 |
86.15 |
7.22 |
7.8% |
2.17 |
2.3% |
89% |
True |
False |
2,470 |
| 10 |
93.37 |
86.15 |
7.22 |
7.8% |
1.86 |
2.0% |
89% |
True |
False |
2,497 |
| 20 |
93.37 |
84.33 |
9.04 |
9.8% |
1.83 |
2.0% |
92% |
True |
False |
3,440 |
| 40 |
96.35 |
84.33 |
12.02 |
13.0% |
1.54 |
1.7% |
69% |
False |
False |
2,594 |
| 60 |
96.35 |
84.33 |
12.02 |
13.0% |
1.44 |
1.6% |
69% |
False |
False |
2,096 |
| 80 |
96.35 |
80.08 |
16.27 |
17.6% |
1.11 |
1.2% |
77% |
False |
False |
1,870 |
| 100 |
96.35 |
74.41 |
21.94 |
23.7% |
0.91 |
1.0% |
83% |
False |
False |
1,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.12 |
|
2.618 |
101.22 |
|
1.618 |
98.22 |
|
1.000 |
96.37 |
|
0.618 |
95.22 |
|
HIGH |
93.37 |
|
0.618 |
92.22 |
|
0.500 |
91.87 |
|
0.382 |
91.52 |
|
LOW |
90.37 |
|
0.618 |
88.52 |
|
1.000 |
87.37 |
|
1.618 |
85.52 |
|
2.618 |
82.52 |
|
4.250 |
77.62 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.36 |
91.66 |
| PP |
92.12 |
90.71 |
| S1 |
91.87 |
89.76 |
|