NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
90.50 |
88.63 |
-1.87 |
-2.1% |
89.55 |
| High |
90.73 |
90.16 |
-0.57 |
-0.6% |
91.48 |
| Low |
88.39 |
88.48 |
0.09 |
0.1% |
88.29 |
| Close |
88.64 |
89.65 |
1.01 |
1.1% |
88.64 |
| Range |
2.34 |
1.68 |
-0.66 |
-28.2% |
3.19 |
| ATR |
2.07 |
2.04 |
-0.03 |
-1.3% |
0.00 |
| Volume |
5,327 |
7,458 |
2,131 |
40.0% |
41,102 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.47 |
93.74 |
90.57 |
|
| R3 |
92.79 |
92.06 |
90.11 |
|
| R2 |
91.11 |
91.11 |
89.96 |
|
| R1 |
90.38 |
90.38 |
89.80 |
90.75 |
| PP |
89.43 |
89.43 |
89.43 |
89.61 |
| S1 |
88.70 |
88.70 |
89.50 |
89.07 |
| S2 |
87.75 |
87.75 |
89.34 |
|
| S3 |
86.07 |
87.02 |
89.19 |
|
| S4 |
84.39 |
85.34 |
88.73 |
|
|
| 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 |
88.39 |
3.09 |
3.4% |
1.74 |
1.9% |
41% |
False |
False |
5,272 |
| 10 |
91.48 |
85.17 |
6.31 |
7.0% |
1.98 |
2.2% |
71% |
False |
False |
7,782 |
| 20 |
96.33 |
85.17 |
11.16 |
12.4% |
1.92 |
2.1% |
40% |
False |
False |
6,042 |
| 40 |
97.22 |
85.12 |
12.10 |
13.5% |
1.97 |
2.2% |
37% |
False |
False |
4,509 |
| 60 |
97.22 |
85.12 |
12.10 |
13.5% |
1.78 |
2.0% |
37% |
False |
False |
3,625 |
| 80 |
97.22 |
76.40 |
20.82 |
23.2% |
1.50 |
1.7% |
64% |
False |
False |
3,102 |
| 100 |
97.22 |
73.20 |
24.02 |
26.8% |
1.25 |
1.4% |
68% |
False |
False |
2,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.30 |
|
2.618 |
94.56 |
|
1.618 |
92.88 |
|
1.000 |
91.84 |
|
0.618 |
91.20 |
|
HIGH |
90.16 |
|
0.618 |
89.52 |
|
0.500 |
89.32 |
|
0.382 |
89.12 |
|
LOW |
88.48 |
|
0.618 |
87.44 |
|
1.000 |
86.80 |
|
1.618 |
85.76 |
|
2.618 |
84.08 |
|
4.250 |
81.34 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.54 |
89.94 |
| PP |
89.43 |
89.84 |
| S1 |
89.32 |
89.75 |
|