NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
87.45 |
88.35 |
0.90 |
1.0% |
87.90 |
| High |
87.45 |
88.35 |
0.90 |
1.0% |
89.98 |
| Low |
87.45 |
88.35 |
0.90 |
1.0% |
87.45 |
| Close |
87.89 |
88.79 |
0.90 |
1.0% |
87.89 |
| Range |
|
|
|
|
|
| ATR |
1.08 |
1.04 |
-0.04 |
-4.1% |
0.00 |
| Volume |
124 |
125 |
1 |
0.8% |
1,529 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.50 |
88.64 |
88.79 |
|
| R3 |
88.50 |
88.64 |
88.79 |
|
| R2 |
88.50 |
88.50 |
88.79 |
|
| R1 |
88.64 |
88.64 |
88.79 |
88.57 |
| PP |
88.50 |
88.50 |
88.50 |
88.46 |
| S1 |
88.64 |
88.64 |
88.79 |
88.57 |
| S2 |
88.50 |
88.50 |
88.79 |
|
| S3 |
88.50 |
88.64 |
88.79 |
|
| S4 |
88.50 |
88.64 |
88.79 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.03 |
94.49 |
89.28 |
|
| R3 |
93.50 |
91.96 |
88.59 |
|
| R2 |
90.97 |
90.97 |
88.35 |
|
| R1 |
89.43 |
89.43 |
88.12 |
88.94 |
| PP |
88.44 |
88.44 |
88.44 |
88.19 |
| S1 |
86.90 |
86.90 |
87.66 |
86.41 |
| S2 |
85.91 |
85.91 |
87.43 |
|
| S3 |
83.38 |
84.37 |
87.19 |
|
| S4 |
80.85 |
81.84 |
86.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.98 |
87.45 |
2.53 |
2.8% |
0.05 |
0.1% |
53% |
False |
False |
302 |
| 10 |
89.98 |
84.44 |
5.54 |
6.2% |
0.12 |
0.1% |
79% |
False |
False |
370 |
| 20 |
92.03 |
84.44 |
7.59 |
8.5% |
0.07 |
0.1% |
57% |
False |
False |
425 |
| 40 |
93.93 |
84.44 |
9.49 |
10.7% |
0.26 |
0.3% |
46% |
False |
False |
457 |
| 60 |
93.93 |
82.46 |
11.47 |
12.9% |
0.66 |
0.7% |
55% |
False |
False |
561 |
| 80 |
93.93 |
76.78 |
17.15 |
19.3% |
0.60 |
0.7% |
70% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.35 |
|
2.618 |
88.35 |
|
1.618 |
88.35 |
|
1.000 |
88.35 |
|
0.618 |
88.35 |
|
HIGH |
88.35 |
|
0.618 |
88.35 |
|
0.500 |
88.35 |
|
0.382 |
88.35 |
|
LOW |
88.35 |
|
0.618 |
88.35 |
|
1.000 |
88.35 |
|
1.618 |
88.35 |
|
2.618 |
88.35 |
|
4.250 |
88.35 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.64 |
88.77 |
| PP |
88.50 |
88.74 |
| S1 |
88.35 |
88.72 |
|