NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
88.11 |
86.73 |
-1.38 |
-1.6% |
88.23 |
High |
88.11 |
87.67 |
-0.44 |
-0.5% |
91.26 |
Low |
86.49 |
86.15 |
-0.34 |
-0.4% |
88.15 |
Close |
86.82 |
87.85 |
1.03 |
1.2% |
88.50 |
Range |
1.62 |
1.52 |
-0.10 |
-6.2% |
3.11 |
ATR |
1.88 |
1.85 |
-0.03 |
-1.4% |
0.00 |
Volume |
1,580 |
1,729 |
149 |
9.4% |
21,464 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.78 |
91.34 |
88.69 |
|
R3 |
90.26 |
89.82 |
88.27 |
|
R2 |
88.74 |
88.74 |
88.13 |
|
R1 |
88.30 |
88.30 |
87.99 |
88.52 |
PP |
87.22 |
87.22 |
87.22 |
87.34 |
S1 |
86.78 |
86.78 |
87.71 |
87.00 |
S2 |
85.70 |
85.70 |
87.57 |
|
S3 |
84.18 |
85.26 |
87.43 |
|
S4 |
82.66 |
83.74 |
87.01 |
|
|
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 |
90.34 |
86.15 |
4.19 |
4.8% |
1.65 |
1.9% |
41% |
False |
True |
2,262 |
10 |
91.26 |
86.15 |
5.11 |
5.8% |
1.70 |
1.9% |
33% |
False |
True |
3,559 |
20 |
92.68 |
84.33 |
8.35 |
9.5% |
1.70 |
1.9% |
42% |
False |
False |
3,312 |
40 |
96.35 |
84.33 |
12.02 |
13.7% |
1.43 |
1.6% |
29% |
False |
False |
2,433 |
60 |
96.35 |
84.33 |
12.02 |
13.7% |
1.35 |
1.5% |
29% |
False |
False |
1,969 |
80 |
96.35 |
78.35 |
18.00 |
20.5% |
1.04 |
1.2% |
53% |
False |
False |
1,776 |
100 |
96.35 |
74.12 |
22.23 |
25.3% |
0.86 |
1.0% |
62% |
False |
False |
1,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.13 |
2.618 |
91.65 |
1.618 |
90.13 |
1.000 |
89.19 |
0.618 |
88.61 |
HIGH |
87.67 |
0.618 |
87.09 |
0.500 |
86.91 |
0.382 |
86.73 |
LOW |
86.15 |
0.618 |
85.21 |
1.000 |
84.63 |
1.618 |
83.69 |
2.618 |
82.17 |
4.250 |
79.69 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.54 |
87.79 |
PP |
87.22 |
87.73 |
S1 |
86.91 |
87.68 |
|