NYMEX Light Sweet Crude Oil Future September 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 |
94.30 |
94.46 |
0.16 |
0.2% |
90.28 |
| High |
95.00 |
97.81 |
2.81 |
3.0% |
95.00 |
| Low |
93.69 |
94.46 |
0.77 |
0.8% |
90.17 |
| Close |
94.03 |
97.81 |
3.78 |
4.0% |
94.03 |
| Range |
1.31 |
3.35 |
2.04 |
155.7% |
4.83 |
| ATR |
1.74 |
1.88 |
0.15 |
8.4% |
0.00 |
| Volume |
5,197 |
3,330 |
-1,867 |
-35.9% |
20,340 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.74 |
105.63 |
99.65 |
|
| R3 |
103.39 |
102.28 |
98.73 |
|
| R2 |
100.04 |
100.04 |
98.42 |
|
| R1 |
98.93 |
98.93 |
98.12 |
99.49 |
| PP |
96.69 |
96.69 |
96.69 |
96.97 |
| S1 |
95.58 |
95.58 |
97.50 |
96.14 |
| S2 |
93.34 |
93.34 |
97.20 |
|
| S3 |
89.99 |
92.23 |
96.89 |
|
| S4 |
86.64 |
88.88 |
95.97 |
|
|
| 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 |
97.81 |
91.21 |
6.60 |
6.7% |
1.74 |
1.8% |
100% |
True |
False |
4,209 |
| 10 |
97.81 |
86.44 |
11.37 |
11.6% |
1.79 |
1.8% |
100% |
True |
False |
3,543 |
| 20 |
97.81 |
85.11 |
12.70 |
13.0% |
1.60 |
1.6% |
100% |
True |
False |
2,899 |
| 40 |
97.81 |
84.70 |
13.11 |
13.4% |
1.31 |
1.3% |
100% |
True |
False |
2,398 |
| 60 |
97.81 |
84.34 |
13.47 |
13.8% |
1.29 |
1.3% |
100% |
True |
False |
2,125 |
| 80 |
97.81 |
83.49 |
14.32 |
14.6% |
1.11 |
1.1% |
100% |
True |
False |
2,027 |
| 100 |
97.81 |
74.47 |
23.34 |
23.9% |
0.92 |
0.9% |
100% |
True |
False |
1,792 |
| 120 |
97.81 |
69.45 |
28.36 |
29.0% |
0.79 |
0.8% |
100% |
True |
False |
1,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.05 |
|
2.618 |
106.58 |
|
1.618 |
103.23 |
|
1.000 |
101.16 |
|
0.618 |
99.88 |
|
HIGH |
97.81 |
|
0.618 |
96.53 |
|
0.500 |
96.14 |
|
0.382 |
95.74 |
|
LOW |
94.46 |
|
0.618 |
92.39 |
|
1.000 |
91.11 |
|
1.618 |
89.04 |
|
2.618 |
85.69 |
|
4.250 |
80.22 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
97.12 |
| PP |
96.69 |
96.43 |
| S1 |
96.14 |
95.74 |
|