NYMEX Light Sweet Crude Oil Future September 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 |
88.37 |
87.80 |
-0.57 |
-0.6% |
89.77 |
| High |
89.30 |
88.19 |
-1.11 |
-1.2% |
90.99 |
| Low |
88.31 |
87.13 |
-1.18 |
-1.3% |
88.01 |
| Close |
89.35 |
87.72 |
-1.63 |
-1.8% |
88.37 |
| Range |
0.99 |
1.06 |
0.07 |
7.1% |
2.98 |
| ATR |
1.68 |
1.72 |
0.04 |
2.3% |
0.00 |
| Volume |
926 |
1,148 |
222 |
24.0% |
12,216 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.86 |
90.35 |
88.30 |
|
| R3 |
89.80 |
89.29 |
88.01 |
|
| R2 |
88.74 |
88.74 |
87.91 |
|
| R1 |
88.23 |
88.23 |
87.82 |
87.96 |
| PP |
87.68 |
87.68 |
87.68 |
87.54 |
| S1 |
87.17 |
87.17 |
87.62 |
86.90 |
| S2 |
86.62 |
86.62 |
87.53 |
|
| S3 |
85.56 |
86.11 |
87.43 |
|
| S4 |
84.50 |
85.05 |
87.14 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.06 |
96.20 |
90.01 |
|
| R3 |
95.08 |
93.22 |
89.19 |
|
| R2 |
92.10 |
92.10 |
88.92 |
|
| R1 |
90.24 |
90.24 |
88.64 |
89.68 |
| PP |
89.12 |
89.12 |
89.12 |
88.85 |
| S1 |
87.26 |
87.26 |
88.10 |
86.70 |
| S2 |
86.14 |
86.14 |
87.82 |
|
| S3 |
83.16 |
84.28 |
87.55 |
|
| S4 |
80.18 |
81.30 |
86.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.99 |
87.13 |
3.86 |
4.4% |
1.53 |
1.7% |
15% |
False |
True |
1,718 |
| 10 |
90.99 |
85.11 |
5.88 |
6.7% |
1.41 |
1.6% |
44% |
False |
False |
2,256 |
| 20 |
94.50 |
84.70 |
9.80 |
11.2% |
1.30 |
1.5% |
31% |
False |
False |
1,855 |
| 40 |
96.00 |
84.70 |
11.30 |
12.9% |
1.13 |
1.3% |
27% |
False |
False |
1,987 |
| 60 |
96.00 |
84.34 |
11.66 |
13.3% |
1.10 |
1.3% |
29% |
False |
False |
1,708 |
| 80 |
96.00 |
77.21 |
18.79 |
21.4% |
0.91 |
1.0% |
56% |
False |
False |
1,710 |
| 100 |
96.00 |
73.60 |
22.40 |
25.5% |
0.75 |
0.9% |
63% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.70 |
|
2.618 |
90.97 |
|
1.618 |
89.91 |
|
1.000 |
89.25 |
|
0.618 |
88.85 |
|
HIGH |
88.19 |
|
0.618 |
87.79 |
|
0.500 |
87.66 |
|
0.382 |
87.53 |
|
LOW |
87.13 |
|
0.618 |
86.47 |
|
1.000 |
86.07 |
|
1.618 |
85.41 |
|
2.618 |
84.35 |
|
4.250 |
82.63 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.70 |
88.95 |
| PP |
87.68 |
88.54 |
| S1 |
87.66 |
88.13 |
|