NYMEX Light Sweet Crude Oil Future September 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 |
87.81 |
86.68 |
-1.13 |
-1.3% |
89.77 |
High |
87.95 |
87.80 |
-0.15 |
-0.2% |
90.99 |
Low |
86.44 |
86.68 |
0.24 |
0.3% |
88.01 |
Close |
86.69 |
87.72 |
1.03 |
1.2% |
88.37 |
Range |
1.51 |
1.12 |
-0.39 |
-25.8% |
2.98 |
ATR |
1.71 |
1.66 |
-0.04 |
-2.5% |
0.00 |
Volume |
2,766 |
1,320 |
-1,446 |
-52.3% |
12,216 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.76 |
90.36 |
88.34 |
|
R3 |
89.64 |
89.24 |
88.03 |
|
R2 |
88.52 |
88.52 |
87.93 |
|
R1 |
88.12 |
88.12 |
87.82 |
88.32 |
PP |
87.40 |
87.40 |
87.40 |
87.50 |
S1 |
87.00 |
87.00 |
87.62 |
87.20 |
S2 |
86.28 |
86.28 |
87.51 |
|
S3 |
85.16 |
85.88 |
87.41 |
|
S4 |
84.04 |
84.76 |
87.10 |
|
|
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 |
90.77 |
86.44 |
4.33 |
4.9% |
1.47 |
1.7% |
30% |
False |
False |
1,621 |
10 |
90.99 |
86.44 |
4.55 |
5.2% |
1.44 |
1.6% |
28% |
False |
False |
2,108 |
20 |
91.32 |
84.70 |
6.62 |
7.5% |
1.38 |
1.6% |
46% |
False |
False |
1,954 |
40 |
96.00 |
84.70 |
11.30 |
12.9% |
1.19 |
1.4% |
27% |
False |
False |
1,957 |
60 |
96.00 |
84.34 |
11.66 |
13.3% |
1.13 |
1.3% |
29% |
False |
False |
1,688 |
80 |
96.00 |
79.74 |
16.26 |
18.5% |
0.93 |
1.1% |
49% |
False |
False |
1,748 |
100 |
96.00 |
74.17 |
21.83 |
24.9% |
0.77 |
0.9% |
62% |
False |
False |
1,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.56 |
2.618 |
90.73 |
1.618 |
89.61 |
1.000 |
88.92 |
0.618 |
88.49 |
HIGH |
87.80 |
0.618 |
87.37 |
0.500 |
87.24 |
0.382 |
87.11 |
LOW |
86.68 |
0.618 |
85.99 |
1.000 |
85.56 |
1.618 |
84.87 |
2.618 |
83.75 |
4.250 |
81.92 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
87.56 |
87.59 |
PP |
87.40 |
87.45 |
S1 |
87.24 |
87.32 |
|