NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 06-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
89.30 |
87.84 |
-1.46 |
-1.6% |
89.55 |
High |
89.47 |
88.37 |
-1.10 |
-1.2% |
91.48 |
Low |
87.32 |
86.62 |
-0.70 |
-0.8% |
88.29 |
Close |
88.02 |
86.96 |
-1.06 |
-1.2% |
88.64 |
Range |
2.15 |
1.75 |
-0.40 |
-18.6% |
3.19 |
ATR |
2.06 |
2.04 |
-0.02 |
-1.1% |
0.00 |
Volume |
3,640 |
3,803 |
163 |
4.5% |
41,102 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
91.51 |
87.92 |
|
R3 |
90.82 |
89.76 |
87.44 |
|
R2 |
89.07 |
89.07 |
87.28 |
|
R1 |
88.01 |
88.01 |
87.12 |
87.67 |
PP |
87.32 |
87.32 |
87.32 |
87.14 |
S1 |
86.26 |
86.26 |
86.80 |
85.92 |
S2 |
85.57 |
85.57 |
86.64 |
|
S3 |
83.82 |
84.51 |
86.48 |
|
S4 |
82.07 |
82.76 |
86.00 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
97.03 |
90.39 |
|
R3 |
95.85 |
93.84 |
89.52 |
|
R2 |
92.66 |
92.66 |
89.22 |
|
R1 |
90.65 |
90.65 |
88.93 |
90.06 |
PP |
89.47 |
89.47 |
89.47 |
89.18 |
S1 |
87.46 |
87.46 |
88.35 |
86.87 |
S2 |
86.28 |
86.28 |
88.06 |
|
S3 |
83.09 |
84.27 |
87.76 |
|
S4 |
79.90 |
81.08 |
86.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.48 |
86.62 |
4.86 |
5.6% |
2.07 |
2.4% |
7% |
False |
True |
4,803 |
10 |
91.48 |
85.90 |
5.58 |
6.4% |
1.84 |
2.1% |
19% |
False |
False |
7,522 |
20 |
95.27 |
85.17 |
10.10 |
11.6% |
1.83 |
2.1% |
18% |
False |
False |
6,162 |
40 |
97.22 |
85.17 |
12.05 |
13.9% |
1.76 |
2.0% |
15% |
False |
False |
4,582 |
60 |
97.22 |
85.12 |
12.10 |
13.9% |
1.80 |
2.1% |
15% |
False |
False |
3,709 |
80 |
97.22 |
78.25 |
18.97 |
21.8% |
1.55 |
1.8% |
46% |
False |
False |
3,131 |
100 |
97.22 |
73.83 |
23.39 |
26.9% |
1.28 |
1.5% |
56% |
False |
False |
2,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.81 |
2.618 |
92.95 |
1.618 |
91.20 |
1.000 |
90.12 |
0.618 |
89.45 |
HIGH |
88.37 |
0.618 |
87.70 |
0.500 |
87.50 |
0.382 |
87.29 |
LOW |
86.62 |
0.618 |
85.54 |
1.000 |
84.87 |
1.618 |
83.79 |
2.618 |
82.04 |
4.250 |
79.18 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.50 |
88.39 |
PP |
87.32 |
87.91 |
S1 |
87.14 |
87.44 |
|