NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
90.73 |
92.27 |
1.54 |
1.7% |
88.47 |
High |
93.37 |
92.27 |
-1.10 |
-1.2% |
91.00 |
Low |
90.37 |
91.44 |
1.07 |
1.2% |
86.15 |
Close |
92.61 |
92.03 |
-0.58 |
-0.6% |
90.97 |
Range |
3.00 |
0.83 |
-2.17 |
-72.3% |
4.85 |
ATR |
2.02 |
1.96 |
-0.06 |
-3.0% |
0.00 |
Volume |
6,083 |
4,348 |
-1,735 |
-28.5% |
12,150 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.40 |
94.05 |
92.49 |
|
R3 |
93.57 |
93.22 |
92.26 |
|
R2 |
92.74 |
92.74 |
92.18 |
|
R1 |
92.39 |
92.39 |
92.11 |
92.15 |
PP |
91.91 |
91.91 |
91.91 |
91.80 |
S1 |
91.56 |
91.56 |
91.95 |
91.32 |
S2 |
91.08 |
91.08 |
91.88 |
|
S3 |
90.25 |
90.73 |
91.80 |
|
S4 |
89.42 |
89.90 |
91.57 |
|
|
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% |
1.93 |
2.1% |
81% |
False |
False |
3,124 |
10 |
93.37 |
86.15 |
7.22 |
7.8% |
1.83 |
2.0% |
81% |
False |
False |
2,696 |
20 |
93.37 |
84.33 |
9.04 |
9.8% |
1.79 |
1.9% |
85% |
False |
False |
3,487 |
40 |
96.35 |
84.33 |
12.02 |
13.1% |
1.47 |
1.6% |
64% |
False |
False |
2,685 |
60 |
96.35 |
84.33 |
12.02 |
13.1% |
1.43 |
1.6% |
64% |
False |
False |
2,157 |
80 |
96.35 |
80.08 |
16.27 |
17.7% |
1.12 |
1.2% |
73% |
False |
False |
1,918 |
100 |
96.35 |
74.41 |
21.94 |
23.8% |
0.92 |
1.0% |
80% |
False |
False |
1,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.80 |
2.618 |
94.44 |
1.618 |
93.61 |
1.000 |
93.10 |
0.618 |
92.78 |
HIGH |
92.27 |
0.618 |
91.95 |
0.500 |
91.86 |
0.382 |
91.76 |
LOW |
91.44 |
0.618 |
90.93 |
1.000 |
90.61 |
1.618 |
90.10 |
2.618 |
89.27 |
4.250 |
87.91 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
91.97 |
91.63 |
PP |
91.91 |
91.23 |
S1 |
91.86 |
90.84 |
|