NYMEX Light Sweet Crude Oil Future July 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 |
88.63 |
89.30 |
0.67 |
0.8% |
89.55 |
| High |
90.16 |
89.47 |
-0.69 |
-0.8% |
91.48 |
| Low |
88.48 |
87.32 |
-1.16 |
-1.3% |
88.29 |
| Close |
89.65 |
88.02 |
-1.63 |
-1.8% |
88.64 |
| Range |
1.68 |
2.15 |
0.47 |
28.0% |
3.19 |
| ATR |
2.04 |
2.06 |
0.02 |
1.0% |
0.00 |
| Volume |
7,458 |
3,640 |
-3,818 |
-51.2% |
41,102 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.72 |
93.52 |
89.20 |
|
| R3 |
92.57 |
91.37 |
88.61 |
|
| R2 |
90.42 |
90.42 |
88.41 |
|
| R1 |
89.22 |
89.22 |
88.22 |
88.75 |
| PP |
88.27 |
88.27 |
88.27 |
88.03 |
| S1 |
87.07 |
87.07 |
87.82 |
86.60 |
| S2 |
86.12 |
86.12 |
87.63 |
|
| S3 |
83.97 |
84.92 |
87.43 |
|
| S4 |
81.82 |
82.77 |
86.84 |
|
|
| 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 |
87.32 |
4.16 |
4.7% |
1.94 |
2.2% |
17% |
False |
True |
4,799 |
| 10 |
91.48 |
85.45 |
6.03 |
6.9% |
1.91 |
2.2% |
43% |
False |
False |
7,794 |
| 20 |
95.27 |
85.17 |
10.10 |
11.5% |
1.86 |
2.1% |
28% |
False |
False |
6,128 |
| 40 |
97.22 |
85.17 |
12.05 |
13.7% |
1.78 |
2.0% |
24% |
False |
False |
4,557 |
| 60 |
97.22 |
85.12 |
12.10 |
13.7% |
1.80 |
2.0% |
24% |
False |
False |
3,667 |
| 80 |
97.22 |
78.25 |
18.97 |
21.6% |
1.52 |
1.7% |
52% |
False |
False |
3,089 |
| 100 |
97.22 |
73.75 |
23.47 |
26.7% |
1.27 |
1.4% |
61% |
False |
False |
2,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.61 |
|
2.618 |
95.10 |
|
1.618 |
92.95 |
|
1.000 |
91.62 |
|
0.618 |
90.80 |
|
HIGH |
89.47 |
|
0.618 |
88.65 |
|
0.500 |
88.40 |
|
0.382 |
88.14 |
|
LOW |
87.32 |
|
0.618 |
85.99 |
|
1.000 |
85.17 |
|
1.618 |
83.84 |
|
2.618 |
81.69 |
|
4.250 |
78.18 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.40 |
89.03 |
| PP |
88.27 |
88.69 |
| S1 |
88.15 |
88.36 |
|