NYMEX Light Sweet Crude Oil Future September 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 |
90.77 |
88.37 |
-2.40 |
-2.6% |
89.77 |
| High |
90.77 |
89.30 |
-1.47 |
-1.6% |
90.99 |
| Low |
88.11 |
88.31 |
0.20 |
0.2% |
88.01 |
| Close |
88.37 |
89.35 |
0.98 |
1.1% |
88.37 |
| Range |
2.66 |
0.99 |
-1.67 |
-62.8% |
2.98 |
| ATR |
1.74 |
1.68 |
-0.05 |
-3.1% |
0.00 |
| Volume |
1,946 |
926 |
-1,020 |
-52.4% |
12,216 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.96 |
91.64 |
89.89 |
|
| R3 |
90.97 |
90.65 |
89.62 |
|
| R2 |
89.98 |
89.98 |
89.53 |
|
| R1 |
89.66 |
89.66 |
89.44 |
89.82 |
| PP |
88.99 |
88.99 |
88.99 |
89.07 |
| S1 |
88.67 |
88.67 |
89.26 |
88.83 |
| S2 |
88.00 |
88.00 |
89.17 |
|
| S3 |
87.01 |
87.68 |
89.08 |
|
| S4 |
86.02 |
86.69 |
88.81 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.06 |
96.20 |
90.01 |
|
| R3 |
95.08 |
93.22 |
89.19 |
|
| R2 |
92.10 |
92.10 |
88.92 |
|
| R1 |
90.24 |
90.24 |
88.64 |
89.68 |
| PP |
89.12 |
89.12 |
89.12 |
88.85 |
| S1 |
87.26 |
87.26 |
88.10 |
86.70 |
| S2 |
86.14 |
86.14 |
87.82 |
|
| S3 |
83.16 |
84.28 |
87.55 |
|
| S4 |
80.18 |
81.30 |
86.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.99 |
88.11 |
2.88 |
3.2% |
1.53 |
1.7% |
43% |
False |
False |
1,820 |
| 10 |
90.99 |
84.70 |
6.29 |
7.0% |
1.56 |
1.7% |
74% |
False |
False |
2,440 |
| 20 |
94.50 |
84.70 |
9.80 |
11.0% |
1.32 |
1.5% |
47% |
False |
False |
1,885 |
| 40 |
96.00 |
84.34 |
11.66 |
13.0% |
1.25 |
1.4% |
43% |
False |
False |
1,967 |
| 60 |
96.00 |
84.34 |
11.66 |
13.0% |
1.09 |
1.2% |
43% |
False |
False |
1,716 |
| 80 |
96.00 |
76.45 |
19.55 |
21.9% |
0.89 |
1.0% |
66% |
False |
False |
1,708 |
| 100 |
96.00 |
73.60 |
22.40 |
25.1% |
0.74 |
0.8% |
70% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.51 |
|
2.618 |
91.89 |
|
1.618 |
90.90 |
|
1.000 |
90.29 |
|
0.618 |
89.91 |
|
HIGH |
89.30 |
|
0.618 |
88.92 |
|
0.500 |
88.81 |
|
0.382 |
88.69 |
|
LOW |
88.31 |
|
0.618 |
87.70 |
|
1.000 |
87.32 |
|
1.618 |
86.71 |
|
2.618 |
85.72 |
|
4.250 |
84.10 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.17 |
89.55 |
| PP |
88.99 |
89.48 |
| S1 |
88.81 |
89.42 |
|