NYMEX Light Sweet Crude Oil Future February 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 |
86.06 |
86.75 |
0.69 |
0.8% |
88.75 |
High |
86.06 |
86.75 |
0.69 |
0.8% |
90.00 |
Low |
86.06 |
86.75 |
0.69 |
0.8% |
88.75 |
Close |
86.06 |
87.07 |
1.01 |
1.2% |
87.77 |
Range |
|
|
|
|
|
ATR |
0.96 |
0.94 |
-0.02 |
-2.0% |
0.00 |
Volume |
47 |
20 |
-27 |
-57.4% |
740 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.86 |
86.96 |
87.07 |
|
R3 |
86.86 |
86.96 |
87.07 |
|
R2 |
86.86 |
86.86 |
87.07 |
|
R1 |
86.96 |
86.96 |
87.07 |
86.91 |
PP |
86.86 |
86.86 |
86.86 |
86.83 |
S1 |
86.96 |
86.96 |
87.07 |
86.91 |
S2 |
86.86 |
86.86 |
87.07 |
|
S3 |
86.86 |
86.96 |
87.07 |
|
S4 |
86.86 |
86.96 |
87.07 |
|
|
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 |
86.06 |
3.94 |
4.5% |
0.00 |
0.0% |
26% |
False |
False |
44 |
10 |
90.00 |
86.06 |
3.94 |
4.5% |
0.00 |
0.0% |
26% |
False |
False |
113 |
20 |
90.00 |
84.00 |
6.00 |
6.9% |
0.01 |
0.0% |
51% |
False |
False |
301 |
40 |
94.33 |
84.00 |
10.33 |
11.9% |
0.05 |
0.1% |
30% |
False |
False |
296 |
60 |
94.33 |
82.95 |
11.38 |
13.1% |
0.05 |
0.1% |
36% |
False |
False |
344 |
80 |
94.33 |
78.05 |
16.28 |
18.7% |
0.04 |
0.0% |
55% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.75 |
2.618 |
86.75 |
1.618 |
86.75 |
1.000 |
86.75 |
0.618 |
86.75 |
HIGH |
86.75 |
0.618 |
86.75 |
0.500 |
86.75 |
0.382 |
86.75 |
LOW |
86.75 |
0.618 |
86.75 |
1.000 |
86.75 |
1.618 |
86.75 |
2.618 |
86.75 |
4.250 |
86.75 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
86.96 |
86.89 |
PP |
86.86 |
86.72 |
S1 |
86.75 |
86.54 |
|