NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
86.22 |
85.08 |
-1.14 |
-1.3% |
89.86 |
High |
86.22 |
85.08 |
-1.14 |
-1.3% |
89.86 |
Low |
86.22 |
84.44 |
-1.78 |
-2.1% |
86.67 |
Close |
86.22 |
84.44 |
-1.78 |
-2.1% |
86.85 |
Range |
0.00 |
0.64 |
0.64 |
|
3.19 |
ATR |
1.03 |
1.09 |
0.05 |
5.1% |
0.00 |
Volume |
65 |
1,441 |
1,376 |
2,116.9% |
2,083 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.57 |
86.15 |
84.79 |
|
R3 |
85.93 |
85.51 |
84.62 |
|
R2 |
85.29 |
85.29 |
84.56 |
|
R1 |
84.87 |
84.87 |
84.50 |
84.76 |
PP |
84.65 |
84.65 |
84.65 |
84.60 |
S1 |
84.23 |
84.23 |
84.38 |
84.12 |
S2 |
84.01 |
84.01 |
84.32 |
|
S3 |
83.37 |
83.59 |
84.26 |
|
S4 |
82.73 |
82.95 |
84.09 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.36 |
95.30 |
88.60 |
|
R3 |
94.17 |
92.11 |
87.73 |
|
R2 |
90.98 |
90.98 |
87.43 |
|
R1 |
88.92 |
88.92 |
87.14 |
88.36 |
PP |
87.79 |
87.79 |
87.79 |
87.51 |
S1 |
85.73 |
85.73 |
86.56 |
85.17 |
S2 |
84.60 |
84.60 |
86.27 |
|
S3 |
81.41 |
82.54 |
85.97 |
|
S4 |
78.22 |
79.35 |
85.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.44 |
84.44 |
3.00 |
3.6% |
0.16 |
0.2% |
0% |
False |
True |
619 |
10 |
90.53 |
84.44 |
6.09 |
7.2% |
0.08 |
0.1% |
0% |
False |
True |
569 |
20 |
93.93 |
84.44 |
9.49 |
11.2% |
0.11 |
0.1% |
0% |
False |
True |
390 |
40 |
93.93 |
83.94 |
9.99 |
11.8% |
0.58 |
0.7% |
5% |
False |
False |
567 |
60 |
93.93 |
82.46 |
11.47 |
13.6% |
0.78 |
0.9% |
17% |
False |
False |
611 |
80 |
93.93 |
73.20 |
20.73 |
24.5% |
0.61 |
0.7% |
54% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.80 |
2.618 |
86.76 |
1.618 |
86.12 |
1.000 |
85.72 |
0.618 |
85.48 |
HIGH |
85.08 |
0.618 |
84.84 |
0.500 |
84.76 |
0.382 |
84.68 |
LOW |
84.44 |
0.618 |
84.04 |
1.000 |
83.80 |
1.618 |
83.40 |
2.618 |
82.76 |
4.250 |
81.72 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
84.76 |
85.72 |
PP |
84.65 |
85.29 |
S1 |
84.55 |
84.87 |
|