NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
86.73 |
88.30 |
1.57 |
1.8% |
88.47 |
High |
87.67 |
91.00 |
3.33 |
3.8% |
91.00 |
Low |
86.15 |
88.30 |
2.15 |
2.5% |
86.15 |
Close |
87.85 |
90.97 |
3.12 |
3.6% |
90.97 |
Range |
1.52 |
2.70 |
1.18 |
77.6% |
4.85 |
ATR |
1.85 |
1.95 |
0.09 |
5.0% |
0.00 |
Volume |
1,729 |
1,883 |
154 |
8.9% |
12,150 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.19 |
97.28 |
92.46 |
|
R3 |
95.49 |
94.58 |
91.71 |
|
R2 |
92.79 |
92.79 |
91.47 |
|
R1 |
91.88 |
91.88 |
91.22 |
92.34 |
PP |
90.09 |
90.09 |
90.09 |
90.32 |
S1 |
89.18 |
89.18 |
90.72 |
89.64 |
S2 |
87.39 |
87.39 |
90.48 |
|
S3 |
84.69 |
86.48 |
90.23 |
|
S4 |
81.99 |
83.78 |
89.49 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.92 |
102.30 |
93.64 |
|
R3 |
99.07 |
97.45 |
92.30 |
|
R2 |
94.22 |
94.22 |
91.86 |
|
R1 |
92.60 |
92.60 |
91.41 |
93.41 |
PP |
89.37 |
89.37 |
89.37 |
89.78 |
S1 |
87.75 |
87.75 |
90.53 |
88.56 |
S2 |
84.52 |
84.52 |
90.08 |
|
S3 |
79.67 |
82.90 |
89.64 |
|
S4 |
74.82 |
78.05 |
88.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.00 |
86.15 |
4.85 |
5.3% |
1.76 |
1.9% |
99% |
True |
False |
2,430 |
10 |
91.26 |
86.15 |
5.11 |
5.6% |
1.76 |
1.9% |
94% |
False |
False |
3,361 |
20 |
91.90 |
84.33 |
7.57 |
8.3% |
1.73 |
1.9% |
88% |
False |
False |
3,225 |
40 |
96.35 |
84.33 |
12.02 |
13.2% |
1.50 |
1.6% |
55% |
False |
False |
2,457 |
60 |
96.35 |
84.33 |
12.02 |
13.2% |
1.39 |
1.5% |
55% |
False |
False |
1,997 |
80 |
96.35 |
80.08 |
16.27 |
17.9% |
1.08 |
1.2% |
67% |
False |
False |
1,799 |
100 |
96.35 |
74.41 |
21.94 |
24.1% |
0.88 |
1.0% |
75% |
False |
False |
1,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.48 |
2.618 |
98.07 |
1.618 |
95.37 |
1.000 |
93.70 |
0.618 |
92.67 |
HIGH |
91.00 |
0.618 |
89.97 |
0.500 |
89.65 |
0.382 |
89.33 |
LOW |
88.30 |
0.618 |
86.63 |
1.000 |
85.60 |
1.618 |
83.93 |
2.618 |
81.23 |
4.250 |
76.83 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
90.53 |
90.17 |
PP |
90.09 |
89.37 |
S1 |
89.65 |
88.58 |
|