NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
93.50 |
1.50 |
1.6% |
88.47 |
| High |
92.65 |
94.70 |
2.05 |
2.2% |
91.00 |
| Low |
91.40 |
93.34 |
1.94 |
2.1% |
86.15 |
| Close |
92.57 |
94.65 |
2.08 |
2.2% |
90.97 |
| Range |
1.25 |
1.36 |
0.11 |
8.8% |
4.85 |
| ATR |
1.91 |
1.93 |
0.02 |
0.8% |
0.00 |
| Volume |
3,433 |
2,618 |
-815 |
-23.7% |
12,150 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.31 |
97.84 |
95.40 |
|
| R3 |
96.95 |
96.48 |
95.02 |
|
| R2 |
95.59 |
95.59 |
94.90 |
|
| R1 |
95.12 |
95.12 |
94.77 |
95.36 |
| PP |
94.23 |
94.23 |
94.23 |
94.35 |
| S1 |
93.76 |
93.76 |
94.53 |
94.00 |
| S2 |
92.87 |
92.87 |
94.40 |
|
| S3 |
91.51 |
92.40 |
94.28 |
|
| S4 |
90.15 |
91.04 |
93.90 |
|
|
| 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 |
94.70 |
88.30 |
6.40 |
6.8% |
1.83 |
1.9% |
99% |
True |
False |
3,673 |
| 10 |
94.70 |
86.15 |
8.55 |
9.0% |
1.74 |
1.8% |
99% |
True |
False |
2,967 |
| 20 |
94.70 |
84.33 |
10.37 |
11.0% |
1.80 |
1.9% |
100% |
True |
False |
3,610 |
| 40 |
96.35 |
84.33 |
12.02 |
12.7% |
1.49 |
1.6% |
86% |
False |
False |
2,772 |
| 60 |
96.35 |
84.33 |
12.02 |
12.7% |
1.48 |
1.6% |
86% |
False |
False |
2,242 |
| 80 |
96.35 |
80.08 |
16.27 |
17.2% |
1.14 |
1.2% |
90% |
False |
False |
1,929 |
| 100 |
96.35 |
74.41 |
21.94 |
23.2% |
0.95 |
1.0% |
92% |
False |
False |
1,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.48 |
|
2.618 |
98.26 |
|
1.618 |
96.90 |
|
1.000 |
96.06 |
|
0.618 |
95.54 |
|
HIGH |
94.70 |
|
0.618 |
94.18 |
|
0.500 |
94.02 |
|
0.382 |
93.86 |
|
LOW |
93.34 |
|
0.618 |
92.50 |
|
1.000 |
91.98 |
|
1.618 |
91.14 |
|
2.618 |
89.78 |
|
4.250 |
87.56 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.44 |
94.12 |
| PP |
94.23 |
93.58 |
| S1 |
94.02 |
93.05 |
|