NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 06-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
87.09 |
86.19 |
-0.90 |
-1.0% |
87.90 |
High |
87.16 |
86.19 |
-0.97 |
-1.1% |
89.98 |
Low |
87.09 |
86.19 |
-0.90 |
-1.0% |
87.45 |
Close |
87.16 |
86.19 |
-0.97 |
-1.1% |
87.89 |
Range |
0.07 |
0.00 |
-0.07 |
-100.0% |
2.53 |
ATR |
1.09 |
1.08 |
-0.01 |
-0.8% |
0.00 |
Volume |
63 |
2,807 |
2,744 |
4,355.6% |
1,529 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.19 |
86.19 |
86.19 |
|
R3 |
86.19 |
86.19 |
86.19 |
|
R2 |
86.19 |
86.19 |
86.19 |
|
R1 |
86.19 |
86.19 |
86.19 |
86.19 |
PP |
86.19 |
86.19 |
86.19 |
86.19 |
S1 |
86.19 |
86.19 |
86.19 |
86.19 |
S2 |
86.19 |
86.19 |
86.19 |
|
S3 |
86.19 |
86.19 |
86.19 |
|
S4 |
86.19 |
86.19 |
86.19 |
|
|
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 |
86.19 |
3.79 |
4.4% |
0.01 |
0.0% |
0% |
False |
True |
720 |
10 |
89.98 |
86.19 |
3.79 |
4.4% |
0.06 |
0.1% |
0% |
False |
True |
506 |
20 |
90.53 |
84.44 |
6.09 |
7.1% |
0.07 |
0.1% |
29% |
False |
False |
537 |
40 |
93.93 |
84.44 |
9.49 |
11.0% |
0.17 |
0.2% |
18% |
False |
False |
447 |
60 |
93.93 |
82.46 |
11.47 |
13.3% |
0.62 |
0.7% |
33% |
False |
False |
580 |
80 |
93.93 |
78.37 |
15.56 |
18.1% |
0.60 |
0.7% |
50% |
False |
False |
574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.19 |
2.618 |
86.19 |
1.618 |
86.19 |
1.000 |
86.19 |
0.618 |
86.19 |
HIGH |
86.19 |
0.618 |
86.19 |
0.500 |
86.19 |
0.382 |
86.19 |
LOW |
86.19 |
0.618 |
86.19 |
1.000 |
86.19 |
1.618 |
86.19 |
2.618 |
86.19 |
4.250 |
86.19 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
86.19 |
87.27 |
PP |
86.19 |
86.91 |
S1 |
86.19 |
86.55 |
|