NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
88.70 |
89.95 |
1.25 |
1.4% |
88.13 |
| High |
90.00 |
90.05 |
0.05 |
0.1% |
90.50 |
| Low |
88.61 |
87.95 |
-0.66 |
-0.7% |
87.87 |
| Close |
90.51 |
88.25 |
-2.26 |
-2.5% |
88.25 |
| Range |
1.39 |
2.10 |
0.71 |
51.1% |
2.63 |
| ATR |
1.40 |
1.48 |
0.08 |
5.9% |
0.00 |
| Volume |
250 |
441 |
191 |
76.4% |
6,187 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.05 |
93.75 |
89.41 |
|
| R3 |
92.95 |
91.65 |
88.83 |
|
| R2 |
90.85 |
90.85 |
88.64 |
|
| R1 |
89.55 |
89.55 |
88.44 |
89.15 |
| PP |
88.75 |
88.75 |
88.75 |
88.55 |
| S1 |
87.45 |
87.45 |
88.06 |
87.05 |
| S2 |
86.65 |
86.65 |
87.87 |
|
| S3 |
84.55 |
85.35 |
87.67 |
|
| S4 |
82.45 |
83.25 |
87.10 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.76 |
95.14 |
89.70 |
|
| R3 |
94.13 |
92.51 |
88.97 |
|
| R2 |
91.50 |
91.50 |
88.73 |
|
| R1 |
89.88 |
89.88 |
88.49 |
90.69 |
| PP |
88.87 |
88.87 |
88.87 |
89.28 |
| S1 |
87.25 |
87.25 |
88.01 |
88.06 |
| S2 |
86.24 |
86.24 |
87.77 |
|
| S3 |
83.61 |
84.62 |
87.53 |
|
| S4 |
80.98 |
81.99 |
86.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.98 |
|
2.618 |
95.55 |
|
1.618 |
93.45 |
|
1.000 |
92.15 |
|
0.618 |
91.35 |
|
HIGH |
90.05 |
|
0.618 |
89.25 |
|
0.500 |
89.00 |
|
0.382 |
88.75 |
|
LOW |
87.95 |
|
0.618 |
86.65 |
|
1.000 |
85.85 |
|
1.618 |
84.55 |
|
2.618 |
82.45 |
|
4.250 |
79.03 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.00 |
89.23 |
| PP |
88.75 |
88.90 |
| S1 |
88.50 |
88.58 |
|