NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
89.72 |
90.04 |
0.32 |
0.4% |
88.23 |
High |
91.26 |
90.34 |
-0.92 |
-1.0% |
91.26 |
Low |
88.87 |
88.20 |
-0.67 |
-0.8% |
88.15 |
Close |
90.89 |
88.50 |
-2.39 |
-2.6% |
88.50 |
Range |
2.39 |
2.14 |
-0.25 |
-10.5% |
3.11 |
ATR |
1.88 |
1.94 |
0.06 |
3.1% |
0.00 |
Volume |
1,384 |
1,044 |
-340 |
-24.6% |
21,464 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.43 |
94.11 |
89.68 |
|
R3 |
93.29 |
91.97 |
89.09 |
|
R2 |
91.15 |
91.15 |
88.89 |
|
R1 |
89.83 |
89.83 |
88.70 |
89.42 |
PP |
89.01 |
89.01 |
89.01 |
88.81 |
S1 |
87.69 |
87.69 |
88.30 |
87.28 |
S2 |
86.87 |
86.87 |
88.11 |
|
S3 |
84.73 |
85.55 |
87.91 |
|
S4 |
82.59 |
83.41 |
87.32 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.63 |
96.68 |
90.21 |
|
R3 |
95.52 |
93.57 |
89.36 |
|
R2 |
92.41 |
92.41 |
89.07 |
|
R1 |
90.46 |
90.46 |
88.79 |
91.44 |
PP |
89.30 |
89.30 |
89.30 |
89.79 |
S1 |
87.35 |
87.35 |
88.21 |
88.33 |
S2 |
86.19 |
86.19 |
87.93 |
|
S3 |
83.08 |
84.24 |
87.64 |
|
S4 |
79.97 |
81.13 |
86.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.26 |
88.15 |
3.11 |
3.5% |
1.76 |
2.0% |
11% |
False |
False |
4,292 |
10 |
91.26 |
84.33 |
6.93 |
7.8% |
1.90 |
2.1% |
60% |
False |
False |
4,072 |
20 |
95.59 |
84.33 |
11.26 |
12.7% |
1.69 |
1.9% |
37% |
False |
False |
3,088 |
40 |
96.35 |
84.33 |
12.02 |
13.6% |
1.44 |
1.6% |
35% |
False |
False |
2,420 |
60 |
96.35 |
84.33 |
12.02 |
13.6% |
1.27 |
1.4% |
35% |
False |
False |
1,877 |
80 |
96.35 |
75.50 |
20.85 |
23.6% |
0.97 |
1.1% |
62% |
False |
False |
1,663 |
100 |
96.35 |
72.10 |
24.25 |
27.4% |
0.80 |
0.9% |
68% |
False |
False |
1,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.44 |
2.618 |
95.94 |
1.618 |
93.80 |
1.000 |
92.48 |
0.618 |
91.66 |
HIGH |
90.34 |
0.618 |
89.52 |
0.500 |
89.27 |
0.382 |
89.02 |
LOW |
88.20 |
0.618 |
86.88 |
1.000 |
86.06 |
1.618 |
84.74 |
2.618 |
82.60 |
4.250 |
79.11 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
89.27 |
89.73 |
PP |
89.01 |
89.32 |
S1 |
88.76 |
88.91 |
|