NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
92.27 |
92.00 |
-0.27 |
-0.3% |
88.47 |
High |
92.27 |
92.65 |
0.38 |
0.4% |
91.00 |
Low |
91.44 |
91.40 |
-0.04 |
0.0% |
86.15 |
Close |
92.03 |
92.57 |
0.54 |
0.6% |
90.97 |
Range |
0.83 |
1.25 |
0.42 |
50.6% |
4.85 |
ATR |
1.96 |
1.91 |
-0.05 |
-2.6% |
0.00 |
Volume |
4,348 |
3,433 |
-915 |
-21.0% |
12,150 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.96 |
95.51 |
93.26 |
|
R3 |
94.71 |
94.26 |
92.91 |
|
R2 |
93.46 |
93.46 |
92.80 |
|
R1 |
93.01 |
93.01 |
92.68 |
93.24 |
PP |
92.21 |
92.21 |
92.21 |
92.32 |
S1 |
91.76 |
91.76 |
92.46 |
91.99 |
S2 |
90.96 |
90.96 |
92.34 |
|
S3 |
89.71 |
90.51 |
92.23 |
|
S4 |
88.46 |
89.26 |
91.88 |
|
|
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% |
1.86 |
2.0% |
89% |
False |
False |
3,495 |
10 |
93.37 |
86.15 |
7.22 |
7.8% |
1.84 |
2.0% |
89% |
False |
False |
2,844 |
20 |
93.37 |
84.33 |
9.04 |
9.8% |
1.82 |
2.0% |
91% |
False |
False |
3,592 |
40 |
96.35 |
84.33 |
12.02 |
13.0% |
1.48 |
1.6% |
69% |
False |
False |
2,736 |
60 |
96.35 |
84.33 |
12.02 |
13.0% |
1.45 |
1.6% |
69% |
False |
False |
2,201 |
80 |
96.35 |
80.08 |
16.27 |
17.6% |
1.13 |
1.2% |
77% |
False |
False |
1,904 |
100 |
96.35 |
74.41 |
21.94 |
23.7% |
0.94 |
1.0% |
83% |
False |
False |
1,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.96 |
2.618 |
95.92 |
1.618 |
94.67 |
1.000 |
93.90 |
0.618 |
93.42 |
HIGH |
92.65 |
0.618 |
92.17 |
0.500 |
92.03 |
0.382 |
91.88 |
LOW |
91.40 |
0.618 |
90.63 |
1.000 |
90.15 |
1.618 |
89.38 |
2.618 |
88.13 |
4.250 |
86.09 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
92.39 |
92.34 |
PP |
92.21 |
92.10 |
S1 |
92.03 |
91.87 |
|