NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 18-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
95.12 |
94.75 |
-0.37 |
-0.4% |
90.73 |
High |
95.18 |
94.80 |
-0.38 |
-0.4% |
95.18 |
Low |
93.61 |
94.67 |
1.06 |
1.1% |
90.37 |
Close |
94.27 |
94.67 |
0.40 |
0.4% |
94.27 |
Range |
1.57 |
0.13 |
-1.44 |
-91.7% |
4.81 |
ATR |
1.90 |
1.80 |
-0.10 |
-5.2% |
0.00 |
Volume |
2,363 |
2,363 |
0 |
0.0% |
18,845 |
|
Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.10 |
95.02 |
94.74 |
|
R3 |
94.97 |
94.89 |
94.71 |
|
R2 |
94.84 |
94.84 |
94.69 |
|
R1 |
94.76 |
94.76 |
94.68 |
94.74 |
PP |
94.71 |
94.71 |
94.71 |
94.70 |
S1 |
94.63 |
94.63 |
94.66 |
94.61 |
S2 |
94.58 |
94.58 |
94.65 |
|
S3 |
94.45 |
94.50 |
94.63 |
|
S4 |
94.32 |
94.37 |
94.60 |
|
|
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 |
91.40 |
3.78 |
4.0% |
1.03 |
1.1% |
87% |
False |
False |
3,025 |
10 |
95.18 |
86.15 |
9.03 |
9.5% |
1.60 |
1.7% |
94% |
False |
False |
2,747 |
20 |
95.18 |
84.33 |
10.85 |
11.5% |
1.73 |
1.8% |
95% |
False |
False |
3,587 |
40 |
96.35 |
84.33 |
12.02 |
12.7% |
1.43 |
1.5% |
86% |
False |
False |
2,850 |
60 |
96.35 |
84.33 |
12.02 |
12.7% |
1.42 |
1.5% |
86% |
False |
False |
2,300 |
80 |
96.35 |
81.95 |
14.40 |
15.2% |
1.16 |
1.2% |
88% |
False |
False |
1,985 |
100 |
96.35 |
74.41 |
21.94 |
23.2% |
0.97 |
1.0% |
92% |
False |
False |
1,713 |
120 |
96.35 |
69.15 |
27.20 |
28.7% |
0.81 |
0.9% |
94% |
False |
False |
1,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.35 |
2.618 |
95.14 |
1.618 |
95.01 |
1.000 |
94.93 |
0.618 |
94.88 |
HIGH |
94.80 |
0.618 |
94.75 |
0.500 |
94.74 |
0.382 |
94.72 |
LOW |
94.67 |
0.618 |
94.59 |
1.000 |
94.54 |
1.618 |
94.46 |
2.618 |
94.33 |
4.250 |
94.12 |
|
|
Fisher Pivots for day following 18-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
94.74 |
94.53 |
PP |
94.71 |
94.40 |
S1 |
94.69 |
94.26 |
|