NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
86.69 |
87.99 |
1.30 |
1.5% |
88.63 |
| High |
88.00 |
91.29 |
3.29 |
3.7% |
91.29 |
| Low |
86.28 |
87.99 |
1.71 |
2.0% |
86.28 |
| Close |
87.98 |
91.17 |
3.19 |
3.6% |
91.17 |
| Range |
1.72 |
3.30 |
1.58 |
91.9% |
5.01 |
| ATR |
2.02 |
2.11 |
0.09 |
4.6% |
0.00 |
| Volume |
4,775 |
4,674 |
-101 |
-2.1% |
24,350 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.05 |
98.91 |
92.99 |
|
| R3 |
96.75 |
95.61 |
92.08 |
|
| R2 |
93.45 |
93.45 |
91.78 |
|
| R1 |
92.31 |
92.31 |
91.47 |
92.88 |
| PP |
90.15 |
90.15 |
90.15 |
90.44 |
| S1 |
89.01 |
89.01 |
90.87 |
89.58 |
| S2 |
86.85 |
86.85 |
90.57 |
|
| S3 |
83.55 |
85.71 |
90.26 |
|
| S4 |
80.25 |
82.41 |
89.36 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
102.90 |
93.93 |
|
| R3 |
99.60 |
97.89 |
92.55 |
|
| R2 |
94.59 |
94.59 |
92.09 |
|
| R1 |
92.88 |
92.88 |
91.63 |
93.74 |
| PP |
89.58 |
89.58 |
89.58 |
90.01 |
| S1 |
87.87 |
87.87 |
90.71 |
88.73 |
| S2 |
84.57 |
84.57 |
90.25 |
|
| S3 |
79.56 |
82.86 |
89.79 |
|
| S4 |
74.55 |
77.85 |
88.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.29 |
86.28 |
5.01 |
5.5% |
2.12 |
2.3% |
98% |
True |
False |
4,870 |
| 10 |
91.48 |
86.28 |
5.20 |
5.7% |
1.97 |
2.2% |
94% |
False |
False |
6,545 |
| 20 |
92.25 |
85.17 |
7.08 |
7.8% |
1.91 |
2.1% |
85% |
False |
False |
6,256 |
| 40 |
97.22 |
85.17 |
12.05 |
13.2% |
1.80 |
2.0% |
50% |
False |
False |
4,722 |
| 60 |
97.22 |
85.12 |
12.10 |
13.3% |
1.88 |
2.1% |
50% |
False |
False |
3,802 |
| 80 |
97.22 |
80.73 |
16.49 |
18.1% |
1.60 |
1.8% |
63% |
False |
False |
3,238 |
| 100 |
97.22 |
74.80 |
22.42 |
24.6% |
1.33 |
1.5% |
73% |
False |
False |
2,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.32 |
|
2.618 |
99.93 |
|
1.618 |
96.63 |
|
1.000 |
94.59 |
|
0.618 |
93.33 |
|
HIGH |
91.29 |
|
0.618 |
90.03 |
|
0.500 |
89.64 |
|
0.382 |
89.25 |
|
LOW |
87.99 |
|
0.618 |
85.95 |
|
1.000 |
84.69 |
|
1.618 |
82.65 |
|
2.618 |
79.35 |
|
4.250 |
73.97 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.66 |
90.38 |
| PP |
90.15 |
89.58 |
| S1 |
89.64 |
88.79 |
|