NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
90.06 |
90.50 |
0.44 |
0.5% |
89.55 |
| High |
91.48 |
90.73 |
-0.75 |
-0.8% |
91.48 |
| Low |
89.07 |
88.39 |
-0.68 |
-0.8% |
88.29 |
| Close |
91.10 |
88.64 |
-2.46 |
-2.7% |
88.64 |
| Range |
2.41 |
2.34 |
-0.07 |
-2.9% |
3.19 |
| ATR |
2.02 |
2.07 |
0.05 |
2.4% |
0.00 |
| Volume |
3,788 |
5,327 |
1,539 |
40.6% |
41,102 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.27 |
94.80 |
89.93 |
|
| R3 |
93.93 |
92.46 |
89.28 |
|
| R2 |
91.59 |
91.59 |
89.07 |
|
| R1 |
90.12 |
90.12 |
88.85 |
89.69 |
| PP |
89.25 |
89.25 |
89.25 |
89.04 |
| S1 |
87.78 |
87.78 |
88.43 |
87.35 |
| S2 |
86.91 |
86.91 |
88.21 |
|
| S3 |
84.57 |
85.44 |
88.00 |
|
| S4 |
82.23 |
83.10 |
87.35 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.04 |
97.03 |
90.39 |
|
| R3 |
95.85 |
93.84 |
89.52 |
|
| R2 |
92.66 |
92.66 |
89.22 |
|
| R1 |
90.65 |
90.65 |
88.93 |
90.06 |
| PP |
89.47 |
89.47 |
89.47 |
89.18 |
| S1 |
87.46 |
87.46 |
88.35 |
86.87 |
| S2 |
86.28 |
86.28 |
88.06 |
|
| S3 |
83.09 |
84.27 |
87.76 |
|
| S4 |
79.90 |
81.08 |
86.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.48 |
88.29 |
3.19 |
3.6% |
1.82 |
2.1% |
11% |
False |
False |
8,220 |
| 10 |
91.48 |
85.17 |
6.31 |
7.1% |
1.96 |
2.2% |
55% |
False |
False |
7,371 |
| 20 |
96.33 |
85.17 |
11.16 |
12.6% |
1.88 |
2.1% |
31% |
False |
False |
5,898 |
| 40 |
97.22 |
85.12 |
12.10 |
13.7% |
2.08 |
2.3% |
29% |
False |
False |
4,498 |
| 60 |
97.22 |
85.12 |
12.10 |
13.7% |
1.76 |
2.0% |
29% |
False |
False |
3,513 |
| 80 |
97.22 |
75.69 |
21.53 |
24.3% |
1.49 |
1.7% |
60% |
False |
False |
3,012 |
| 100 |
97.22 |
72.25 |
24.97 |
28.2% |
1.23 |
1.4% |
66% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.68 |
|
2.618 |
96.86 |
|
1.618 |
94.52 |
|
1.000 |
93.07 |
|
0.618 |
92.18 |
|
HIGH |
90.73 |
|
0.618 |
89.84 |
|
0.500 |
89.56 |
|
0.382 |
89.28 |
|
LOW |
88.39 |
|
0.618 |
86.94 |
|
1.000 |
86.05 |
|
1.618 |
84.60 |
|
2.618 |
82.26 |
|
4.250 |
78.45 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.56 |
89.94 |
| PP |
89.25 |
89.50 |
| S1 |
88.95 |
89.07 |
|