NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
91.25 |
91.21 |
-0.04 |
0.0% |
88.37 |
| High |
92.68 |
92.50 |
-0.18 |
-0.2% |
91.00 |
| Low |
91.20 |
91.21 |
0.01 |
0.0% |
86.44 |
| Close |
91.81 |
92.36 |
0.55 |
0.6% |
90.78 |
| Range |
1.48 |
1.29 |
-0.19 |
-12.8% |
4.56 |
| ATR |
1.82 |
1.78 |
-0.04 |
-2.1% |
0.00 |
| Volume |
4,529 |
5,206 |
677 |
14.9% |
8,640 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.89 |
95.42 |
93.07 |
|
| R3 |
94.60 |
94.13 |
92.71 |
|
| R2 |
93.31 |
93.31 |
92.60 |
|
| R1 |
92.84 |
92.84 |
92.48 |
93.08 |
| PP |
92.02 |
92.02 |
92.02 |
92.14 |
| S1 |
91.55 |
91.55 |
92.24 |
91.79 |
| S2 |
90.73 |
90.73 |
92.12 |
|
| S3 |
89.44 |
90.26 |
92.01 |
|
| S4 |
88.15 |
88.97 |
91.65 |
|
|
| 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 |
86.68 |
6.19 |
6.7% |
1.80 |
1.9% |
92% |
False |
False |
3,364 |
| 10 |
92.87 |
86.44 |
6.43 |
7.0% |
1.74 |
1.9% |
92% |
False |
False |
2,651 |
| 20 |
92.87 |
84.70 |
8.17 |
8.8% |
1.55 |
1.7% |
94% |
False |
False |
2,407 |
| 40 |
96.00 |
84.70 |
11.30 |
12.2% |
1.23 |
1.3% |
68% |
False |
False |
2,081 |
| 60 |
96.00 |
84.34 |
11.66 |
12.6% |
1.21 |
1.3% |
69% |
False |
False |
1,916 |
| 80 |
96.00 |
79.86 |
16.14 |
17.5% |
1.02 |
1.1% |
77% |
False |
False |
1,848 |
| 100 |
96.00 |
74.47 |
21.53 |
23.3% |
0.85 |
0.9% |
83% |
False |
False |
1,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.98 |
|
2.618 |
95.88 |
|
1.618 |
94.59 |
|
1.000 |
93.79 |
|
0.618 |
93.30 |
|
HIGH |
92.50 |
|
0.618 |
92.01 |
|
0.500 |
91.86 |
|
0.382 |
91.70 |
|
LOW |
91.21 |
|
0.618 |
90.41 |
|
1.000 |
89.92 |
|
1.618 |
89.12 |
|
2.618 |
87.83 |
|
4.250 |
85.73 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.19 |
92.08 |
| PP |
92.02 |
91.80 |
| S1 |
91.86 |
91.52 |
|