NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
87.20 |
89.17 |
1.97 |
2.3% |
88.35 |
High |
87.20 |
89.17 |
1.97 |
2.3% |
89.17 |
Low |
86.00 |
89.10 |
3.10 |
3.6% |
86.00 |
Close |
87.20 |
90.08 |
2.88 |
3.3% |
90.08 |
Range |
1.20 |
0.07 |
-1.13 |
-94.2% |
3.17 |
ATR |
1.09 |
1.15 |
0.06 |
5.8% |
0.00 |
Volume |
913 |
2,164 |
1,251 |
137.0% |
6,072 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.66 |
89.94 |
90.12 |
|
R3 |
89.59 |
89.87 |
90.10 |
|
R2 |
89.52 |
89.52 |
90.09 |
|
R1 |
89.80 |
89.80 |
90.09 |
89.66 |
PP |
89.45 |
89.45 |
89.45 |
89.38 |
S1 |
89.73 |
89.73 |
90.07 |
89.59 |
S2 |
89.38 |
89.38 |
90.07 |
|
S3 |
89.31 |
89.66 |
90.06 |
|
S4 |
89.24 |
89.59 |
90.04 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.17 |
91.82 |
|
R3 |
94.76 |
94.00 |
90.95 |
|
R2 |
91.59 |
91.59 |
90.66 |
|
R1 |
90.83 |
90.83 |
90.37 |
91.21 |
PP |
88.42 |
88.42 |
88.42 |
88.61 |
S1 |
87.66 |
87.66 |
89.79 |
88.04 |
S2 |
85.25 |
85.25 |
89.50 |
|
S3 |
82.08 |
84.49 |
89.21 |
|
S4 |
78.91 |
81.32 |
88.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.17 |
86.00 |
3.17 |
3.5% |
0.27 |
0.3% |
129% |
True |
False |
1,214 |
10 |
89.98 |
86.00 |
3.98 |
4.4% |
0.19 |
0.2% |
103% |
False |
False |
760 |
20 |
89.98 |
84.44 |
5.54 |
6.2% |
0.14 |
0.2% |
102% |
False |
False |
627 |
40 |
93.93 |
84.44 |
9.49 |
10.5% |
0.20 |
0.2% |
59% |
False |
False |
481 |
60 |
93.93 |
83.14 |
10.79 |
12.0% |
0.57 |
0.6% |
64% |
False |
False |
630 |
80 |
93.93 |
78.37 |
15.56 |
17.3% |
0.61 |
0.7% |
75% |
False |
False |
611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.47 |
2.618 |
89.35 |
1.618 |
89.28 |
1.000 |
89.24 |
0.618 |
89.21 |
HIGH |
89.17 |
0.618 |
89.14 |
0.500 |
89.14 |
0.382 |
89.13 |
LOW |
89.10 |
0.618 |
89.06 |
1.000 |
89.03 |
1.618 |
88.99 |
2.618 |
88.92 |
4.250 |
88.80 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
89.77 |
89.25 |
PP |
89.45 |
88.42 |
S1 |
89.14 |
87.59 |
|