NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
88.50 |
87.02 |
-1.48 |
-1.7% |
88.75 |
High |
88.50 |
87.02 |
-1.48 |
-1.7% |
90.00 |
Low |
88.50 |
87.02 |
-1.48 |
-1.7% |
88.75 |
Close |
88.65 |
87.02 |
-1.63 |
-1.8% |
87.77 |
Range |
|
|
|
|
|
ATR |
0.91 |
0.96 |
0.05 |
5.7% |
0.00 |
Volume |
15 |
47 |
32 |
213.3% |
740 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.02 |
87.02 |
87.02 |
|
R3 |
87.02 |
87.02 |
87.02 |
|
R2 |
87.02 |
87.02 |
87.02 |
|
R1 |
87.02 |
87.02 |
87.02 |
87.02 |
PP |
87.02 |
87.02 |
87.02 |
87.02 |
S1 |
87.02 |
87.02 |
87.02 |
87.02 |
S2 |
87.02 |
87.02 |
87.02 |
|
S3 |
87.02 |
87.02 |
87.02 |
|
S4 |
87.02 |
87.02 |
87.02 |
|
|
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 |
87.02 |
2.98 |
3.4% |
0.00 |
0.0% |
0% |
False |
True |
107 |
10 |
90.00 |
84.27 |
5.73 |
6.6% |
0.00 |
0.0% |
48% |
False |
False |
240 |
20 |
91.67 |
84.00 |
7.67 |
8.8% |
0.01 |
0.0% |
39% |
False |
False |
309 |
40 |
94.33 |
84.00 |
10.33 |
11.9% |
0.08 |
0.1% |
29% |
False |
False |
340 |
60 |
94.33 |
82.95 |
11.38 |
13.1% |
0.05 |
0.1% |
36% |
False |
False |
361 |
80 |
94.33 |
76.57 |
17.76 |
20.4% |
0.04 |
0.0% |
59% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.02 |
2.618 |
87.02 |
1.618 |
87.02 |
1.000 |
87.02 |
0.618 |
87.02 |
HIGH |
87.02 |
0.618 |
87.02 |
0.500 |
87.02 |
0.382 |
87.02 |
LOW |
87.02 |
0.618 |
87.02 |
1.000 |
87.02 |
1.618 |
87.02 |
2.618 |
87.02 |
4.250 |
87.02 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.02 |
88.51 |
PP |
87.02 |
88.01 |
S1 |
87.02 |
87.52 |
|