NYMEX Light Sweet Crude Oil Future January 2009
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 |
89.98 |
87.45 |
-2.53 |
-2.8% |
87.90 |
High |
89.98 |
87.45 |
-2.53 |
-2.8% |
89.98 |
Low |
89.98 |
87.45 |
-2.53 |
-2.8% |
87.45 |
Close |
89.98 |
87.89 |
-2.09 |
-2.3% |
87.89 |
Range |
|
|
|
|
|
ATR |
0.97 |
1.08 |
0.11 |
11.4% |
0.00 |
Volume |
484 |
124 |
-360 |
-74.4% |
1,529 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.60 |
87.74 |
87.89 |
|
R3 |
87.60 |
87.74 |
87.89 |
|
R2 |
87.60 |
87.60 |
87.89 |
|
R1 |
87.74 |
87.74 |
87.89 |
87.67 |
PP |
87.60 |
87.60 |
87.60 |
87.56 |
S1 |
87.74 |
87.74 |
87.89 |
87.67 |
S2 |
87.60 |
87.60 |
87.89 |
|
S3 |
87.60 |
87.74 |
87.89 |
|
S4 |
87.60 |
87.74 |
87.89 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.03 |
94.49 |
89.28 |
|
R3 |
93.50 |
91.96 |
88.59 |
|
R2 |
90.97 |
90.97 |
88.35 |
|
R1 |
89.43 |
89.43 |
88.12 |
88.94 |
PP |
88.44 |
88.44 |
88.44 |
88.19 |
S1 |
86.90 |
86.90 |
87.66 |
86.41 |
S2 |
85.91 |
85.91 |
87.43 |
|
S3 |
83.38 |
84.37 |
87.19 |
|
S4 |
80.85 |
81.84 |
86.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.98 |
87.45 |
2.53 |
2.9% |
0.11 |
0.1% |
17% |
False |
True |
305 |
10 |
89.98 |
84.44 |
5.54 |
6.3% |
0.14 |
0.2% |
62% |
False |
False |
461 |
20 |
93.62 |
84.44 |
9.18 |
10.4% |
0.07 |
0.1% |
38% |
False |
False |
435 |
40 |
93.93 |
84.44 |
9.49 |
10.8% |
0.33 |
0.4% |
36% |
False |
False |
514 |
60 |
93.93 |
82.46 |
11.47 |
13.1% |
0.70 |
0.8% |
47% |
False |
False |
566 |
80 |
93.93 |
75.30 |
18.63 |
21.2% |
0.61 |
0.7% |
68% |
False |
False |
537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.45 |
2.618 |
87.45 |
1.618 |
87.45 |
1.000 |
87.45 |
0.618 |
87.45 |
HIGH |
87.45 |
0.618 |
87.45 |
0.500 |
87.45 |
0.382 |
87.45 |
LOW |
87.45 |
0.618 |
87.45 |
1.000 |
87.45 |
1.618 |
87.45 |
2.618 |
87.45 |
4.250 |
87.45 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.74 |
88.72 |
PP |
87.60 |
88.44 |
S1 |
87.45 |
88.17 |
|