NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
87.30 |
87.87 |
0.57 |
0.7% |
87.11 |
| High |
88.86 |
89.57 |
0.71 |
0.8% |
88.86 |
| Low |
87.05 |
87.35 |
0.30 |
0.3% |
83.90 |
| Close |
88.47 |
89.15 |
0.68 |
0.8% |
88.47 |
| Range |
1.81 |
2.22 |
0.41 |
22.7% |
4.96 |
| ATR |
2.14 |
2.14 |
0.01 |
0.3% |
0.00 |
| Volume |
20,801 |
21,427 |
626 |
3.0% |
72,180 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.35 |
94.47 |
90.37 |
|
| R3 |
93.13 |
92.25 |
89.76 |
|
| R2 |
90.91 |
90.91 |
89.56 |
|
| R1 |
90.03 |
90.03 |
89.35 |
90.47 |
| PP |
88.69 |
88.69 |
88.69 |
88.91 |
| S1 |
87.81 |
87.81 |
88.95 |
88.25 |
| S2 |
86.47 |
86.47 |
88.74 |
|
| S3 |
84.25 |
85.59 |
88.54 |
|
| S4 |
82.03 |
83.37 |
87.93 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
100.17 |
91.20 |
|
| R3 |
97.00 |
95.21 |
89.83 |
|
| R2 |
92.04 |
92.04 |
89.38 |
|
| R1 |
90.25 |
90.25 |
88.92 |
91.15 |
| PP |
87.08 |
87.08 |
87.08 |
87.52 |
| S1 |
85.29 |
85.29 |
88.02 |
86.19 |
| S2 |
82.12 |
82.12 |
87.56 |
|
| S3 |
77.16 |
80.33 |
87.11 |
|
| S4 |
72.20 |
75.37 |
85.74 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.01 |
|
2.618 |
95.38 |
|
1.618 |
93.16 |
|
1.000 |
91.79 |
|
0.618 |
90.94 |
|
HIGH |
89.57 |
|
0.618 |
88.72 |
|
0.500 |
88.46 |
|
0.382 |
88.20 |
|
LOW |
87.35 |
|
0.618 |
85.98 |
|
1.000 |
85.13 |
|
1.618 |
83.76 |
|
2.618 |
81.54 |
|
4.250 |
77.92 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.92 |
88.49 |
| PP |
88.69 |
87.82 |
| S1 |
88.46 |
87.16 |
|