NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
86.19 |
87.20 |
1.01 |
1.2% |
87.90 |
High |
86.19 |
87.20 |
1.01 |
1.2% |
89.98 |
Low |
86.19 |
86.00 |
-0.19 |
-0.2% |
87.45 |
Close |
86.19 |
87.20 |
1.01 |
1.2% |
87.89 |
Range |
0.00 |
1.20 |
1.20 |
|
2.53 |
ATR |
1.08 |
1.09 |
0.01 |
0.8% |
0.00 |
Volume |
2,807 |
913 |
-1,894 |
-67.5% |
1,529 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.40 |
90.00 |
87.86 |
|
R3 |
89.20 |
88.80 |
87.53 |
|
R2 |
88.00 |
88.00 |
87.42 |
|
R1 |
87.60 |
87.60 |
87.31 |
87.80 |
PP |
86.80 |
86.80 |
86.80 |
86.90 |
S1 |
86.40 |
86.40 |
87.09 |
86.60 |
S2 |
85.60 |
85.60 |
86.98 |
|
S3 |
84.40 |
85.20 |
86.87 |
|
S4 |
83.20 |
84.00 |
86.54 |
|
|
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 |
88.35 |
86.00 |
2.35 |
2.7% |
0.25 |
0.3% |
51% |
False |
True |
806 |
10 |
89.98 |
86.00 |
3.98 |
4.6% |
0.18 |
0.2% |
30% |
False |
True |
549 |
20 |
89.98 |
84.44 |
5.54 |
6.4% |
0.13 |
0.2% |
50% |
False |
False |
580 |
40 |
93.93 |
84.44 |
9.49 |
10.9% |
0.20 |
0.2% |
29% |
False |
False |
438 |
60 |
93.93 |
82.46 |
11.47 |
13.2% |
0.62 |
0.7% |
41% |
False |
False |
594 |
80 |
93.93 |
78.37 |
15.56 |
17.8% |
0.61 |
0.7% |
57% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.30 |
2.618 |
90.34 |
1.618 |
89.14 |
1.000 |
88.40 |
0.618 |
87.94 |
HIGH |
87.20 |
0.618 |
86.74 |
0.500 |
86.60 |
0.382 |
86.46 |
LOW |
86.00 |
0.618 |
85.26 |
1.000 |
84.80 |
1.618 |
84.06 |
2.618 |
82.86 |
4.250 |
80.90 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.00 |
87.00 |
PP |
86.80 |
86.80 |
S1 |
86.60 |
86.60 |
|