NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 06-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
89.13 |
88.11 |
-1.02 |
-1.1% |
88.23 |
High |
89.20 |
88.11 |
-1.09 |
-1.2% |
91.26 |
Low |
87.20 |
86.49 |
-0.71 |
-0.8% |
88.15 |
Close |
87.87 |
86.82 |
-1.05 |
-1.2% |
88.50 |
Range |
2.00 |
1.62 |
-0.38 |
-19.0% |
3.11 |
ATR |
1.90 |
1.88 |
-0.02 |
-1.1% |
0.00 |
Volume |
1,076 |
1,580 |
504 |
46.8% |
21,464 |
|
Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.00 |
91.03 |
87.71 |
|
R3 |
90.38 |
89.41 |
87.27 |
|
R2 |
88.76 |
88.76 |
87.12 |
|
R1 |
87.79 |
87.79 |
86.97 |
87.47 |
PP |
87.14 |
87.14 |
87.14 |
86.98 |
S1 |
86.17 |
86.17 |
86.67 |
85.85 |
S2 |
85.52 |
85.52 |
86.52 |
|
S3 |
83.90 |
84.55 |
86.37 |
|
S4 |
82.28 |
82.93 |
85.93 |
|
|
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 |
86.49 |
4.77 |
5.5% |
1.82 |
2.1% |
7% |
False |
True |
2,193 |
10 |
91.26 |
85.90 |
5.36 |
6.2% |
1.73 |
2.0% |
17% |
False |
False |
3,844 |
20 |
94.72 |
84.33 |
10.39 |
12.0% |
1.74 |
2.0% |
24% |
False |
False |
3,301 |
40 |
96.35 |
84.33 |
12.02 |
13.8% |
1.44 |
1.7% |
21% |
False |
False |
2,438 |
60 |
96.35 |
84.33 |
12.02 |
13.8% |
1.32 |
1.5% |
21% |
False |
False |
1,977 |
80 |
96.35 |
78.35 |
18.00 |
20.7% |
1.02 |
1.2% |
47% |
False |
False |
1,760 |
100 |
96.35 |
73.90 |
22.45 |
25.9% |
0.84 |
1.0% |
58% |
False |
False |
1,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.00 |
2.618 |
92.35 |
1.618 |
90.73 |
1.000 |
89.73 |
0.618 |
89.11 |
HIGH |
88.11 |
0.618 |
87.49 |
0.500 |
87.30 |
0.382 |
87.11 |
LOW |
86.49 |
0.618 |
85.49 |
1.000 |
84.87 |
1.618 |
83.87 |
2.618 |
82.25 |
4.250 |
79.61 |
|
|
Fisher Pivots for day following 06-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.30 |
87.92 |
PP |
87.14 |
87.55 |
S1 |
86.98 |
87.19 |
|