NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
93.50 |
95.12 |
1.62 |
1.7% |
90.73 |
High |
94.70 |
95.18 |
0.48 |
0.5% |
95.18 |
Low |
93.34 |
93.61 |
0.27 |
0.3% |
90.37 |
Close |
94.65 |
94.27 |
-0.38 |
-0.4% |
94.27 |
Range |
1.36 |
1.57 |
0.21 |
15.4% |
4.81 |
ATR |
1.93 |
1.90 |
-0.03 |
-1.3% |
0.00 |
Volume |
2,618 |
2,363 |
-255 |
-9.7% |
18,845 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.06 |
98.24 |
95.13 |
|
R3 |
97.49 |
96.67 |
94.70 |
|
R2 |
95.92 |
95.92 |
94.56 |
|
R1 |
95.10 |
95.10 |
94.41 |
94.73 |
PP |
94.35 |
94.35 |
94.35 |
94.17 |
S1 |
93.53 |
93.53 |
94.13 |
93.16 |
S2 |
92.78 |
92.78 |
93.98 |
|
S3 |
91.21 |
91.96 |
93.84 |
|
S4 |
89.64 |
90.39 |
93.41 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.70 |
105.80 |
96.92 |
|
R3 |
102.89 |
100.99 |
95.59 |
|
R2 |
98.08 |
98.08 |
95.15 |
|
R1 |
96.18 |
96.18 |
94.71 |
97.13 |
PP |
93.27 |
93.27 |
93.27 |
93.75 |
S1 |
91.37 |
91.37 |
93.83 |
92.32 |
S2 |
88.46 |
88.46 |
93.39 |
|
S3 |
83.65 |
86.56 |
92.95 |
|
S4 |
78.84 |
81.75 |
91.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.18 |
90.37 |
4.81 |
5.1% |
1.60 |
1.7% |
81% |
True |
False |
3,769 |
10 |
95.18 |
86.15 |
9.03 |
9.6% |
1.68 |
1.8% |
90% |
True |
False |
3,099 |
20 |
95.18 |
84.33 |
10.85 |
11.5% |
1.79 |
1.9% |
92% |
True |
False |
3,586 |
40 |
96.35 |
84.33 |
12.02 |
12.8% |
1.45 |
1.5% |
83% |
False |
False |
2,822 |
60 |
96.35 |
84.33 |
12.02 |
12.8% |
1.45 |
1.5% |
83% |
False |
False |
2,271 |
80 |
96.35 |
80.45 |
15.90 |
16.9% |
1.16 |
1.2% |
87% |
False |
False |
1,957 |
100 |
96.35 |
74.41 |
21.94 |
23.3% |
0.96 |
1.0% |
91% |
False |
False |
1,694 |
120 |
96.35 |
69.15 |
27.20 |
28.9% |
0.81 |
0.9% |
92% |
False |
False |
1,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.85 |
2.618 |
99.29 |
1.618 |
97.72 |
1.000 |
96.75 |
0.618 |
96.15 |
HIGH |
95.18 |
0.618 |
94.58 |
0.500 |
94.40 |
0.382 |
94.21 |
LOW |
93.61 |
0.618 |
92.64 |
1.000 |
92.04 |
1.618 |
91.07 |
2.618 |
89.50 |
4.250 |
86.94 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
94.40 |
93.94 |
PP |
94.35 |
93.62 |
S1 |
94.31 |
93.29 |
|