NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
94.75 |
94.75 |
0.00 |
0.0% |
90.73 |
| High |
94.80 |
97.83 |
3.03 |
3.2% |
95.18 |
| Low |
94.67 |
94.67 |
0.00 |
0.0% |
90.37 |
| Close |
94.67 |
98.14 |
3.47 |
3.7% |
94.27 |
| Range |
0.13 |
3.16 |
3.03 |
2,330.8% |
4.81 |
| ATR |
1.80 |
1.90 |
0.10 |
5.4% |
0.00 |
| Volume |
2,363 |
5,640 |
3,277 |
138.7% |
18,845 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.36 |
105.41 |
99.88 |
|
| R3 |
103.20 |
102.25 |
99.01 |
|
| R2 |
100.04 |
100.04 |
98.72 |
|
| R1 |
99.09 |
99.09 |
98.43 |
99.57 |
| PP |
96.88 |
96.88 |
96.88 |
97.12 |
| S1 |
95.93 |
95.93 |
97.85 |
96.41 |
| S2 |
93.72 |
93.72 |
97.56 |
|
| S3 |
90.56 |
92.77 |
97.27 |
|
| S4 |
87.40 |
89.61 |
96.40 |
|
|
| 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 |
97.83 |
91.40 |
6.43 |
6.6% |
1.49 |
1.5% |
105% |
True |
False |
3,283 |
| 10 |
97.83 |
86.15 |
11.68 |
11.9% |
1.71 |
1.7% |
103% |
True |
False |
3,204 |
| 20 |
97.83 |
85.15 |
12.68 |
12.9% |
1.72 |
1.8% |
102% |
True |
False |
3,662 |
| 40 |
97.83 |
84.33 |
13.50 |
13.8% |
1.48 |
1.5% |
102% |
True |
False |
2,961 |
| 60 |
97.83 |
84.33 |
13.50 |
13.8% |
1.44 |
1.5% |
102% |
True |
False |
2,372 |
| 80 |
97.83 |
84.02 |
13.81 |
14.1% |
1.20 |
1.2% |
102% |
True |
False |
2,053 |
| 100 |
97.83 |
74.41 |
23.42 |
23.9% |
0.99 |
1.0% |
101% |
True |
False |
1,761 |
| 120 |
97.83 |
69.56 |
28.27 |
28.8% |
0.84 |
0.9% |
101% |
True |
False |
1,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.26 |
|
2.618 |
106.10 |
|
1.618 |
102.94 |
|
1.000 |
100.99 |
|
0.618 |
99.78 |
|
HIGH |
97.83 |
|
0.618 |
96.62 |
|
0.500 |
96.25 |
|
0.382 |
95.88 |
|
LOW |
94.67 |
|
0.618 |
92.72 |
|
1.000 |
91.51 |
|
1.618 |
89.56 |
|
2.618 |
86.40 |
|
4.250 |
81.24 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.51 |
97.33 |
| PP |
96.88 |
96.53 |
| S1 |
96.25 |
95.72 |
|