NYMEX Light Sweet Crude Oil Future February 2009
| 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 |
87.02 |
86.06 |
-0.96 |
-1.1% |
88.75 |
| High |
87.02 |
86.06 |
-0.96 |
-1.1% |
90.00 |
| Low |
87.02 |
86.06 |
-0.96 |
-1.1% |
88.75 |
| Close |
87.02 |
86.06 |
-0.96 |
-1.1% |
87.77 |
| Range |
|
|
|
|
|
| ATR |
0.96 |
0.96 |
0.00 |
0.0% |
0.00 |
| Volume |
47 |
47 |
0 |
0.0% |
740 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.06 |
86.06 |
86.06 |
|
| R3 |
86.06 |
86.06 |
86.06 |
|
| R2 |
86.06 |
86.06 |
86.06 |
|
| R1 |
86.06 |
86.06 |
86.06 |
86.06 |
| PP |
86.06 |
86.06 |
86.06 |
86.06 |
| S1 |
86.06 |
86.06 |
86.06 |
86.06 |
| S2 |
86.06 |
86.06 |
86.06 |
|
| S3 |
86.06 |
86.06 |
86.06 |
|
| S4 |
86.06 |
86.06 |
86.06 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.59 |
91.43 |
88.46 |
|
| R3 |
91.34 |
90.18 |
88.11 |
|
| R2 |
90.09 |
90.09 |
88.00 |
|
| R1 |
88.93 |
88.93 |
87.88 |
88.89 |
| PP |
88.84 |
88.84 |
88.84 |
88.82 |
| S1 |
87.68 |
87.68 |
87.66 |
87.64 |
| S2 |
87.59 |
87.59 |
87.54 |
|
| S3 |
86.34 |
86.43 |
87.43 |
|
| S4 |
85.09 |
85.18 |
87.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.00 |
86.06 |
3.94 |
4.6% |
0.00 |
0.0% |
0% |
False |
True |
81 |
| 10 |
90.00 |
86.06 |
3.94 |
4.6% |
0.00 |
0.0% |
0% |
False |
True |
126 |
| 20 |
90.16 |
84.00 |
6.16 |
7.2% |
0.01 |
0.0% |
33% |
False |
False |
303 |
| 40 |
94.33 |
84.00 |
10.33 |
12.0% |
0.05 |
0.1% |
20% |
False |
False |
327 |
| 60 |
94.33 |
82.95 |
11.38 |
13.2% |
0.05 |
0.1% |
27% |
False |
False |
344 |
| 80 |
94.33 |
76.74 |
17.59 |
20.4% |
0.04 |
0.0% |
53% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.06 |
|
2.618 |
86.06 |
|
1.618 |
86.06 |
|
1.000 |
86.06 |
|
0.618 |
86.06 |
|
HIGH |
86.06 |
|
0.618 |
86.06 |
|
0.500 |
86.06 |
|
0.382 |
86.06 |
|
LOW |
86.06 |
|
0.618 |
86.06 |
|
1.000 |
86.06 |
|
1.618 |
86.06 |
|
2.618 |
86.06 |
|
4.250 |
86.06 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.06 |
87.28 |
| PP |
86.06 |
86.87 |
| S1 |
86.06 |
86.47 |
|