NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
88.70 |
90.28 |
1.58 |
1.8% |
88.37 |
| High |
91.00 |
92.87 |
1.87 |
2.1% |
91.00 |
| Low |
88.59 |
90.17 |
1.58 |
1.8% |
86.44 |
| Close |
90.78 |
92.36 |
1.58 |
1.7% |
90.78 |
| Range |
2.41 |
2.70 |
0.29 |
12.0% |
4.56 |
| ATR |
1.78 |
1.84 |
0.07 |
3.7% |
0.00 |
| Volume |
2,480 |
3,289 |
809 |
32.6% |
8,640 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.90 |
98.83 |
93.85 |
|
| R3 |
97.20 |
96.13 |
93.10 |
|
| R2 |
94.50 |
94.50 |
92.86 |
|
| R1 |
93.43 |
93.43 |
92.61 |
93.97 |
| PP |
91.80 |
91.80 |
91.80 |
92.07 |
| S1 |
90.73 |
90.73 |
92.11 |
91.27 |
| S2 |
89.10 |
89.10 |
91.87 |
|
| S3 |
86.40 |
88.03 |
91.62 |
|
| S4 |
83.70 |
85.33 |
90.88 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.09 |
101.49 |
93.29 |
|
| R3 |
98.53 |
96.93 |
92.03 |
|
| R2 |
93.97 |
93.97 |
91.62 |
|
| R1 |
92.37 |
92.37 |
91.20 |
93.17 |
| PP |
89.41 |
89.41 |
89.41 |
89.81 |
| S1 |
87.81 |
87.81 |
90.36 |
88.61 |
| S2 |
84.85 |
84.85 |
89.94 |
|
| S3 |
80.29 |
83.25 |
89.53 |
|
| S4 |
75.73 |
78.69 |
88.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.87 |
86.44 |
6.43 |
7.0% |
1.76 |
1.9% |
92% |
True |
False |
2,200 |
| 10 |
92.87 |
86.44 |
6.43 |
7.0% |
1.65 |
1.8% |
92% |
True |
False |
2,010 |
| 20 |
92.87 |
84.70 |
8.17 |
8.8% |
1.59 |
1.7% |
94% |
True |
False |
2,000 |
| 40 |
96.00 |
84.70 |
11.30 |
12.2% |
1.23 |
1.3% |
68% |
False |
False |
2,068 |
| 60 |
96.00 |
84.34 |
11.66 |
12.6% |
1.19 |
1.3% |
69% |
False |
False |
1,767 |
| 80 |
96.00 |
79.86 |
16.14 |
17.5% |
0.99 |
1.1% |
77% |
False |
False |
1,801 |
| 100 |
96.00 |
74.47 |
21.53 |
23.3% |
0.83 |
0.9% |
83% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.35 |
|
2.618 |
99.94 |
|
1.618 |
97.24 |
|
1.000 |
95.57 |
|
0.618 |
94.54 |
|
HIGH |
92.87 |
|
0.618 |
91.84 |
|
0.500 |
91.52 |
|
0.382 |
91.20 |
|
LOW |
90.17 |
|
0.618 |
88.50 |
|
1.000 |
87.47 |
|
1.618 |
85.80 |
|
2.618 |
83.10 |
|
4.250 |
78.70 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.08 |
91.50 |
| PP |
91.80 |
90.64 |
| S1 |
91.52 |
89.78 |
|