NYMEX Light Sweet Crude Oil Future July 2008
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 |
87.84 |
86.69 |
-1.15 |
-1.3% |
89.55 |
High |
88.37 |
88.00 |
-0.37 |
-0.4% |
91.48 |
Low |
86.62 |
86.28 |
-0.34 |
-0.4% |
88.29 |
Close |
86.96 |
87.98 |
1.02 |
1.2% |
88.64 |
Range |
1.75 |
1.72 |
-0.03 |
-1.7% |
3.19 |
ATR |
2.04 |
2.02 |
-0.02 |
-1.1% |
0.00 |
Volume |
3,803 |
4,775 |
972 |
25.6% |
41,102 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.58 |
92.00 |
88.93 |
|
R3 |
90.86 |
90.28 |
88.45 |
|
R2 |
89.14 |
89.14 |
88.30 |
|
R1 |
88.56 |
88.56 |
88.14 |
88.85 |
PP |
87.42 |
87.42 |
87.42 |
87.57 |
S1 |
86.84 |
86.84 |
87.82 |
87.13 |
S2 |
85.70 |
85.70 |
87.66 |
|
S3 |
83.98 |
85.12 |
87.51 |
|
S4 |
82.26 |
83.40 |
87.03 |
|
|
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 |
90.73 |
86.28 |
4.45 |
5.1% |
1.93 |
2.2% |
38% |
False |
True |
5,000 |
10 |
91.48 |
86.28 |
5.20 |
5.9% |
1.82 |
2.1% |
33% |
False |
True |
7,098 |
20 |
92.25 |
85.17 |
7.08 |
8.0% |
1.80 |
2.0% |
40% |
False |
False |
6,254 |
40 |
97.22 |
85.17 |
12.05 |
13.7% |
1.75 |
2.0% |
23% |
False |
False |
4,653 |
60 |
97.22 |
85.12 |
12.10 |
13.8% |
1.83 |
2.1% |
24% |
False |
False |
3,756 |
80 |
97.22 |
80.55 |
16.67 |
18.9% |
1.56 |
1.8% |
45% |
False |
False |
3,185 |
100 |
97.22 |
74.70 |
22.52 |
25.6% |
1.29 |
1.5% |
59% |
False |
False |
2,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.31 |
2.618 |
92.50 |
1.618 |
90.78 |
1.000 |
89.72 |
0.618 |
89.06 |
HIGH |
88.00 |
0.618 |
87.34 |
0.500 |
87.14 |
0.382 |
86.94 |
LOW |
86.28 |
0.618 |
85.22 |
1.000 |
84.56 |
1.618 |
83.50 |
2.618 |
81.78 |
4.250 |
78.97 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.70 |
87.95 |
PP |
87.42 |
87.91 |
S1 |
87.14 |
87.88 |
|