NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
93.00 |
94.30 |
1.30 |
1.4% |
90.28 |
| High |
94.43 |
95.00 |
0.57 |
0.6% |
95.00 |
| Low |
93.00 |
93.67 |
0.67 |
0.7% |
90.17 |
| Close |
94.43 |
94.03 |
-0.40 |
-0.4% |
94.03 |
| Range |
1.43 |
1.33 |
-0.10 |
-7.0% |
4.83 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.9% |
0.00 |
| Volume |
2,119 |
5,197 |
3,078 |
145.3% |
20,340 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.22 |
97.46 |
94.76 |
|
| R3 |
96.89 |
96.13 |
94.40 |
|
| R2 |
95.56 |
95.56 |
94.27 |
|
| R1 |
94.80 |
94.80 |
94.15 |
94.52 |
| PP |
94.23 |
94.23 |
94.23 |
94.09 |
| S1 |
93.47 |
93.47 |
93.91 |
93.19 |
| S2 |
92.90 |
92.90 |
93.79 |
|
| S3 |
91.57 |
92.14 |
93.66 |
|
| S4 |
90.24 |
90.81 |
93.30 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.56 |
105.62 |
96.69 |
|
| R3 |
102.73 |
100.79 |
95.36 |
|
| R2 |
97.90 |
97.90 |
94.92 |
|
| R1 |
95.96 |
95.96 |
94.47 |
96.93 |
| PP |
93.07 |
93.07 |
93.07 |
93.55 |
| S1 |
91.13 |
91.13 |
93.59 |
92.10 |
| S2 |
88.24 |
88.24 |
93.14 |
|
| S3 |
83.41 |
86.30 |
92.70 |
|
| S4 |
78.58 |
81.47 |
91.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.00 |
90.17 |
4.83 |
5.1% |
1.65 |
1.8% |
80% |
True |
False |
4,068 |
| 10 |
95.00 |
86.44 |
8.56 |
9.1% |
1.53 |
1.6% |
89% |
True |
False |
2,898 |
| 20 |
95.00 |
84.70 |
10.30 |
11.0% |
1.55 |
1.7% |
91% |
True |
False |
2,681 |
| 40 |
96.00 |
84.70 |
11.30 |
12.0% |
1.22 |
1.3% |
83% |
False |
False |
2,228 |
| 60 |
96.00 |
84.34 |
11.66 |
12.4% |
1.22 |
1.3% |
83% |
False |
False |
2,004 |
| 80 |
96.00 |
79.86 |
16.14 |
17.2% |
1.05 |
1.1% |
88% |
False |
False |
1,928 |
| 100 |
96.00 |
74.47 |
21.53 |
22.9% |
0.88 |
0.9% |
91% |
False |
False |
1,718 |
| 120 |
96.00 |
69.08 |
26.92 |
28.6% |
0.75 |
0.8% |
93% |
False |
False |
1,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.65 |
|
2.618 |
98.48 |
|
1.618 |
97.15 |
|
1.000 |
96.33 |
|
0.618 |
95.82 |
|
HIGH |
95.00 |
|
0.618 |
94.49 |
|
0.500 |
94.34 |
|
0.382 |
94.18 |
|
LOW |
93.67 |
|
0.618 |
92.85 |
|
1.000 |
92.34 |
|
1.618 |
91.52 |
|
2.618 |
90.19 |
|
4.250 |
88.02 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.34 |
93.72 |
| PP |
94.23 |
93.41 |
| S1 |
94.13 |
93.11 |
|