NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
88.47 |
89.13 |
0.66 |
0.7% |
88.23 |
High |
89.35 |
89.20 |
-0.15 |
-0.2% |
91.26 |
Low |
88.40 |
87.20 |
-1.20 |
-1.4% |
88.15 |
Close |
89.50 |
87.87 |
-1.63 |
-1.8% |
88.50 |
Range |
0.95 |
2.00 |
1.05 |
110.5% |
3.11 |
ATR |
1.87 |
1.90 |
0.03 |
1.6% |
0.00 |
Volume |
5,882 |
1,076 |
-4,806 |
-81.7% |
21,464 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.09 |
92.98 |
88.97 |
|
R3 |
92.09 |
90.98 |
88.42 |
|
R2 |
90.09 |
90.09 |
88.24 |
|
R1 |
88.98 |
88.98 |
88.05 |
88.54 |
PP |
88.09 |
88.09 |
88.09 |
87.87 |
S1 |
86.98 |
86.98 |
87.69 |
86.54 |
S2 |
86.09 |
86.09 |
87.50 |
|
S3 |
84.09 |
84.98 |
87.32 |
|
S4 |
82.09 |
82.98 |
86.77 |
|
|
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 |
87.20 |
4.06 |
4.6% |
1.72 |
2.0% |
17% |
False |
True |
2,268 |
10 |
91.26 |
85.15 |
6.11 |
7.0% |
1.72 |
2.0% |
45% |
False |
False |
4,120 |
20 |
94.85 |
84.33 |
10.52 |
12.0% |
1.68 |
1.9% |
34% |
False |
False |
3,281 |
40 |
96.35 |
84.33 |
12.02 |
13.7% |
1.45 |
1.6% |
29% |
False |
False |
2,438 |
60 |
96.35 |
84.33 |
12.02 |
13.7% |
1.32 |
1.5% |
29% |
False |
False |
1,979 |
80 |
96.35 |
77.45 |
18.90 |
21.5% |
1.00 |
1.1% |
55% |
False |
False |
1,741 |
100 |
96.35 |
73.86 |
22.49 |
25.6% |
0.83 |
0.9% |
62% |
False |
False |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.70 |
2.618 |
94.44 |
1.618 |
92.44 |
1.000 |
91.20 |
0.618 |
90.44 |
HIGH |
89.20 |
0.618 |
88.44 |
0.500 |
88.20 |
0.382 |
87.96 |
LOW |
87.20 |
0.618 |
85.96 |
1.000 |
85.20 |
1.618 |
83.96 |
2.618 |
81.96 |
4.250 |
78.70 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
88.20 |
88.77 |
PP |
88.09 |
88.47 |
S1 |
87.98 |
88.17 |
|