NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 04-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
90.04 |
88.47 |
-1.57 |
-1.7% |
88.23 |
High |
90.34 |
89.35 |
-0.99 |
-1.1% |
91.26 |
Low |
88.20 |
88.40 |
0.20 |
0.2% |
88.15 |
Close |
88.50 |
89.50 |
1.00 |
1.1% |
88.50 |
Range |
2.14 |
0.95 |
-1.19 |
-55.6% |
3.11 |
ATR |
1.94 |
1.87 |
-0.07 |
-3.6% |
0.00 |
Volume |
1,044 |
5,882 |
4,838 |
463.4% |
21,464 |
|
Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.93 |
91.67 |
90.02 |
|
R3 |
90.98 |
90.72 |
89.76 |
|
R2 |
90.03 |
90.03 |
89.67 |
|
R1 |
89.77 |
89.77 |
89.59 |
89.90 |
PP |
89.08 |
89.08 |
89.08 |
89.15 |
S1 |
88.82 |
88.82 |
89.41 |
88.95 |
S2 |
88.13 |
88.13 |
89.33 |
|
S3 |
87.18 |
87.87 |
89.24 |
|
S4 |
86.23 |
86.92 |
88.98 |
|
|
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 |
88.20 |
3.06 |
3.4% |
1.54 |
1.7% |
42% |
False |
False |
2,525 |
10 |
91.26 |
84.33 |
6.93 |
7.7% |
1.86 |
2.1% |
75% |
False |
False |
4,426 |
20 |
95.59 |
84.33 |
11.26 |
12.6% |
1.72 |
1.9% |
46% |
False |
False |
3,310 |
40 |
96.35 |
84.33 |
12.02 |
13.4% |
1.40 |
1.6% |
43% |
False |
False |
2,452 |
60 |
96.35 |
84.33 |
12.02 |
13.4% |
1.29 |
1.4% |
43% |
False |
False |
1,969 |
80 |
96.35 |
76.65 |
19.70 |
22.0% |
0.98 |
1.1% |
65% |
False |
False |
1,734 |
100 |
96.35 |
72.90 |
23.45 |
26.2% |
0.81 |
0.9% |
71% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.39 |
2.618 |
91.84 |
1.618 |
90.89 |
1.000 |
90.30 |
0.618 |
89.94 |
HIGH |
89.35 |
0.618 |
88.99 |
0.500 |
88.88 |
0.382 |
88.76 |
LOW |
88.40 |
0.618 |
87.81 |
1.000 |
87.45 |
1.618 |
86.86 |
2.618 |
85.91 |
4.250 |
84.36 |
|
|
Fisher Pivots for day following 04-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
89.73 |
PP |
89.08 |
89.65 |
S1 |
88.88 |
89.58 |
|