NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
88.94 |
87.44 |
-1.50 |
-1.7% |
87.96 |
| High |
88.98 |
87.44 |
-1.54 |
-1.7% |
90.30 |
| Low |
88.10 |
87.24 |
-0.86 |
-1.0% |
87.85 |
| Close |
89.07 |
87.44 |
-1.63 |
-1.8% |
88.13 |
| Range |
0.88 |
0.20 |
-0.68 |
-77.3% |
2.45 |
| ATR |
1.31 |
1.35 |
0.04 |
2.8% |
0.00 |
| Volume |
584 |
409 |
-175 |
-30.0% |
2,792 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.97 |
87.91 |
87.55 |
|
| R3 |
87.77 |
87.71 |
87.50 |
|
| R2 |
87.57 |
87.57 |
87.48 |
|
| R1 |
87.51 |
87.51 |
87.46 |
87.54 |
| PP |
87.37 |
87.37 |
87.37 |
87.39 |
| S1 |
87.31 |
87.31 |
87.42 |
87.34 |
| S2 |
87.17 |
87.17 |
87.40 |
|
| S3 |
86.97 |
87.11 |
87.39 |
|
| S4 |
86.77 |
86.91 |
87.33 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.11 |
94.57 |
89.48 |
|
| R3 |
93.66 |
92.12 |
88.80 |
|
| R2 |
91.21 |
91.21 |
88.58 |
|
| R1 |
89.67 |
89.67 |
88.35 |
90.44 |
| PP |
88.76 |
88.76 |
88.76 |
89.15 |
| S1 |
87.22 |
87.22 |
87.91 |
87.99 |
| S2 |
86.31 |
86.31 |
87.68 |
|
| S3 |
83.86 |
84.77 |
87.46 |
|
| S4 |
81.41 |
82.32 |
86.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.29 |
|
2.618 |
87.96 |
|
1.618 |
87.76 |
|
1.000 |
87.64 |
|
0.618 |
87.56 |
|
HIGH |
87.44 |
|
0.618 |
87.36 |
|
0.500 |
87.34 |
|
0.382 |
87.32 |
|
LOW |
87.24 |
|
0.618 |
87.12 |
|
1.000 |
87.04 |
|
1.618 |
86.92 |
|
2.618 |
86.72 |
|
4.250 |
86.39 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.41 |
88.11 |
| PP |
87.37 |
87.89 |
| S1 |
87.34 |
87.66 |
|