NYMEX Light Sweet Crude Oil Future February 2009
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 |
90.00 |
88.50 |
-1.50 |
-1.7% |
88.75 |
High |
90.00 |
88.50 |
-1.50 |
-1.7% |
90.00 |
Low |
90.00 |
88.50 |
-1.50 |
-1.7% |
88.75 |
Close |
87.77 |
88.65 |
0.88 |
1.0% |
87.77 |
Range |
|
|
|
|
|
ATR |
0.92 |
0.91 |
-0.01 |
-1.5% |
0.00 |
Volume |
93 |
15 |
-78 |
-83.9% |
740 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.55 |
88.60 |
88.65 |
|
R3 |
88.55 |
88.60 |
88.65 |
|
R2 |
88.55 |
88.55 |
88.65 |
|
R1 |
88.60 |
88.60 |
88.65 |
88.58 |
PP |
88.55 |
88.55 |
88.55 |
88.54 |
S1 |
88.60 |
88.60 |
88.65 |
88.58 |
S2 |
88.55 |
88.55 |
88.65 |
|
S3 |
88.55 |
88.60 |
88.65 |
|
S4 |
88.55 |
88.60 |
88.65 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.59 |
91.43 |
88.46 |
|
R3 |
91.34 |
90.18 |
88.11 |
|
R2 |
90.09 |
90.09 |
88.00 |
|
R1 |
88.93 |
88.93 |
87.88 |
88.89 |
PP |
88.84 |
88.84 |
88.84 |
88.82 |
S1 |
87.68 |
87.68 |
87.66 |
87.64 |
S2 |
87.59 |
87.59 |
87.54 |
|
S3 |
86.34 |
86.43 |
87.43 |
|
S4 |
85.09 |
85.18 |
87.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.00 |
88.50 |
1.50 |
1.7% |
0.00 |
0.0% |
10% |
False |
True |
141 |
10 |
90.00 |
84.00 |
6.00 |
6.8% |
0.00 |
0.0% |
78% |
False |
False |
257 |
20 |
91.67 |
84.00 |
7.67 |
8.7% |
0.01 |
0.0% |
61% |
False |
False |
315 |
40 |
94.33 |
84.00 |
10.33 |
11.7% |
0.08 |
0.1% |
45% |
False |
False |
341 |
60 |
94.33 |
82.95 |
11.38 |
12.8% |
0.05 |
0.1% |
50% |
False |
False |
361 |
80 |
94.33 |
76.02 |
18.31 |
20.7% |
0.04 |
0.0% |
69% |
False |
False |
357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.50 |
2.618 |
88.50 |
1.618 |
88.50 |
1.000 |
88.50 |
0.618 |
88.50 |
HIGH |
88.50 |
0.618 |
88.50 |
0.500 |
88.50 |
0.382 |
88.50 |
LOW |
88.50 |
0.618 |
88.50 |
1.000 |
88.50 |
1.618 |
88.50 |
2.618 |
88.50 |
4.250 |
88.50 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
88.60 |
89.25 |
PP |
88.55 |
89.05 |
S1 |
88.50 |
88.85 |
|