NYMEX Light Sweet Crude Oil Future September 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 |
87.80 |
87.81 |
0.01 |
0.0% |
89.77 |
| High |
88.19 |
87.95 |
-0.24 |
-0.3% |
90.99 |
| Low |
87.13 |
86.44 |
-0.69 |
-0.8% |
88.01 |
| Close |
87.72 |
86.69 |
-1.03 |
-1.2% |
88.37 |
| Range |
1.06 |
1.51 |
0.45 |
42.5% |
2.98 |
| ATR |
1.72 |
1.71 |
-0.02 |
-0.9% |
0.00 |
| Volume |
1,148 |
2,766 |
1,618 |
140.9% |
12,216 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.56 |
90.63 |
87.52 |
|
| R3 |
90.05 |
89.12 |
87.11 |
|
| R2 |
88.54 |
88.54 |
86.97 |
|
| R1 |
87.61 |
87.61 |
86.83 |
87.32 |
| PP |
87.03 |
87.03 |
87.03 |
86.88 |
| S1 |
86.10 |
86.10 |
86.55 |
85.81 |
| S2 |
85.52 |
85.52 |
86.41 |
|
| S3 |
84.01 |
84.59 |
86.27 |
|
| S4 |
82.50 |
83.08 |
85.86 |
|
|
| 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 |
86.44 |
4.55 |
5.2% |
1.68 |
1.9% |
5% |
False |
True |
1,938 |
| 10 |
90.99 |
85.68 |
5.31 |
6.1% |
1.48 |
1.7% |
19% |
False |
False |
2,297 |
| 20 |
93.32 |
84.70 |
8.62 |
9.9% |
1.35 |
1.6% |
23% |
False |
False |
1,928 |
| 40 |
96.00 |
84.70 |
11.30 |
13.0% |
1.16 |
1.3% |
18% |
False |
False |
2,007 |
| 60 |
96.00 |
84.34 |
11.66 |
13.5% |
1.11 |
1.3% |
20% |
False |
False |
1,713 |
| 80 |
96.00 |
77.50 |
18.50 |
21.3% |
0.92 |
1.1% |
50% |
False |
False |
1,739 |
| 100 |
96.00 |
73.60 |
22.40 |
25.8% |
0.76 |
0.9% |
58% |
False |
False |
1,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.37 |
|
2.618 |
91.90 |
|
1.618 |
90.39 |
|
1.000 |
89.46 |
|
0.618 |
88.88 |
|
HIGH |
87.95 |
|
0.618 |
87.37 |
|
0.500 |
87.20 |
|
0.382 |
87.02 |
|
LOW |
86.44 |
|
0.618 |
85.51 |
|
1.000 |
84.93 |
|
1.618 |
84.00 |
|
2.618 |
82.49 |
|
4.250 |
80.02 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.20 |
87.87 |
| PP |
87.03 |
87.48 |
| S1 |
86.86 |
87.08 |
|