NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
89.95 |
88.68 |
-1.27 |
-1.4% |
88.13 |
| High |
90.05 |
88.93 |
-1.12 |
-1.2% |
90.50 |
| Low |
87.95 |
88.20 |
0.25 |
0.3% |
87.87 |
| Close |
88.25 |
89.21 |
0.96 |
1.1% |
88.25 |
| Range |
2.10 |
0.73 |
-1.37 |
-65.2% |
2.63 |
| ATR |
1.48 |
1.43 |
-0.05 |
-3.6% |
0.00 |
| Volume |
441 |
627 |
186 |
42.2% |
6,187 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.97 |
90.82 |
89.61 |
|
| R3 |
90.24 |
90.09 |
89.41 |
|
| R2 |
89.51 |
89.51 |
89.34 |
|
| R1 |
89.36 |
89.36 |
89.28 |
89.44 |
| PP |
88.78 |
88.78 |
88.78 |
88.82 |
| S1 |
88.63 |
88.63 |
89.14 |
88.71 |
| S2 |
88.05 |
88.05 |
89.08 |
|
| S3 |
87.32 |
87.90 |
89.01 |
|
| S4 |
86.59 |
87.17 |
88.81 |
|
|
| 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 |
92.03 |
|
2.618 |
90.84 |
|
1.618 |
90.11 |
|
1.000 |
89.66 |
|
0.618 |
89.38 |
|
HIGH |
88.93 |
|
0.618 |
88.65 |
|
0.500 |
88.57 |
|
0.382 |
88.48 |
|
LOW |
88.20 |
|
0.618 |
87.75 |
|
1.000 |
87.47 |
|
1.618 |
87.02 |
|
2.618 |
86.29 |
|
4.250 |
85.10 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.00 |
89.14 |
| PP |
88.78 |
89.07 |
| S1 |
88.57 |
89.00 |
|