NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
90.28 |
91.25 |
0.97 |
1.1% |
88.37 |
| High |
92.87 |
92.68 |
-0.19 |
-0.2% |
91.00 |
| Low |
90.17 |
91.20 |
1.03 |
1.1% |
86.44 |
| Close |
92.36 |
91.81 |
-0.55 |
-0.6% |
90.78 |
| Range |
2.70 |
1.48 |
-1.22 |
-45.2% |
4.56 |
| ATR |
1.84 |
1.82 |
-0.03 |
-1.4% |
0.00 |
| Volume |
3,289 |
4,529 |
1,240 |
37.7% |
8,640 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.34 |
95.55 |
92.62 |
|
| R3 |
94.86 |
94.07 |
92.22 |
|
| R2 |
93.38 |
93.38 |
92.08 |
|
| R1 |
92.59 |
92.59 |
91.95 |
92.99 |
| PP |
91.90 |
91.90 |
91.90 |
92.09 |
| S1 |
91.11 |
91.11 |
91.67 |
91.51 |
| S2 |
90.42 |
90.42 |
91.54 |
|
| S3 |
88.94 |
89.63 |
91.40 |
|
| S4 |
87.46 |
88.15 |
91.00 |
|
|
| 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% |
1.84 |
2.0% |
84% |
False |
False |
2,876 |
| 10 |
92.87 |
86.44 |
6.43 |
7.0% |
1.69 |
1.8% |
84% |
False |
False |
2,297 |
| 20 |
92.87 |
84.70 |
8.17 |
8.9% |
1.60 |
1.7% |
87% |
False |
False |
2,174 |
| 40 |
96.00 |
84.70 |
11.30 |
12.3% |
1.20 |
1.3% |
63% |
False |
False |
2,110 |
| 60 |
96.00 |
84.34 |
11.66 |
12.7% |
1.19 |
1.3% |
64% |
False |
False |
1,835 |
| 80 |
96.00 |
79.86 |
16.14 |
17.6% |
1.01 |
1.1% |
74% |
False |
False |
1,844 |
| 100 |
96.00 |
74.47 |
21.53 |
23.5% |
0.84 |
0.9% |
81% |
False |
False |
1,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.97 |
|
2.618 |
96.55 |
|
1.618 |
95.07 |
|
1.000 |
94.16 |
|
0.618 |
93.59 |
|
HIGH |
92.68 |
|
0.618 |
92.11 |
|
0.500 |
91.94 |
|
0.382 |
91.77 |
|
LOW |
91.20 |
|
0.618 |
90.29 |
|
1.000 |
89.72 |
|
1.618 |
88.81 |
|
2.618 |
87.33 |
|
4.250 |
84.91 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
91.94 |
91.45 |
| PP |
91.90 |
91.09 |
| S1 |
91.85 |
90.73 |
|