NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
86.68 |
88.70 |
2.02 |
2.3% |
88.37 |
| High |
87.80 |
91.00 |
3.20 |
3.6% |
91.00 |
| Low |
86.68 |
88.59 |
1.91 |
2.2% |
86.44 |
| Close |
87.72 |
90.78 |
3.06 |
3.5% |
90.78 |
| Range |
1.12 |
2.41 |
1.29 |
115.2% |
4.56 |
| ATR |
1.66 |
1.78 |
0.12 |
6.9% |
0.00 |
| Volume |
1,320 |
2,480 |
1,160 |
87.9% |
8,640 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.35 |
96.48 |
92.11 |
|
| R3 |
94.94 |
94.07 |
91.44 |
|
| R2 |
92.53 |
92.53 |
91.22 |
|
| R1 |
91.66 |
91.66 |
91.00 |
92.10 |
| PP |
90.12 |
90.12 |
90.12 |
90.34 |
| S1 |
89.25 |
89.25 |
90.56 |
89.69 |
| S2 |
87.71 |
87.71 |
90.34 |
|
| S3 |
85.30 |
86.84 |
90.12 |
|
| S4 |
82.89 |
84.43 |
89.45 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.09 |
101.49 |
93.29 |
|
| R3 |
98.53 |
96.93 |
92.03 |
|
| R2 |
93.97 |
93.97 |
91.62 |
|
| R1 |
92.37 |
92.37 |
91.20 |
93.17 |
| PP |
89.41 |
89.41 |
89.41 |
89.81 |
| S1 |
87.81 |
87.81 |
90.36 |
88.61 |
| S2 |
84.85 |
84.85 |
89.94 |
|
| S3 |
80.29 |
83.25 |
89.53 |
|
| S4 |
75.73 |
78.69 |
88.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.00 |
86.44 |
4.56 |
5.0% |
1.42 |
1.6% |
95% |
True |
False |
1,728 |
| 10 |
91.00 |
86.44 |
4.56 |
5.0% |
1.57 |
1.7% |
95% |
True |
False |
2,085 |
| 20 |
91.32 |
84.70 |
6.62 |
7.3% |
1.48 |
1.6% |
92% |
False |
False |
1,939 |
| 40 |
96.00 |
84.70 |
11.30 |
12.4% |
1.24 |
1.4% |
54% |
False |
False |
2,006 |
| 60 |
96.00 |
84.34 |
11.66 |
12.8% |
1.14 |
1.3% |
55% |
False |
False |
1,720 |
| 80 |
96.00 |
79.86 |
16.14 |
17.8% |
0.96 |
1.1% |
68% |
False |
False |
1,769 |
| 100 |
96.00 |
74.47 |
21.53 |
23.7% |
0.80 |
0.9% |
76% |
False |
False |
1,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.24 |
|
2.618 |
97.31 |
|
1.618 |
94.90 |
|
1.000 |
93.41 |
|
0.618 |
92.49 |
|
HIGH |
91.00 |
|
0.618 |
90.08 |
|
0.500 |
89.80 |
|
0.382 |
89.51 |
|
LOW |
88.59 |
|
0.618 |
87.10 |
|
1.000 |
86.18 |
|
1.618 |
84.69 |
|
2.618 |
82.28 |
|
4.250 |
78.35 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.45 |
90.09 |
| PP |
90.12 |
89.41 |
| S1 |
89.80 |
88.72 |
|