NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
86.44 |
88.25 |
1.81 |
2.1% |
86.22 |
High |
86.44 |
88.25 |
1.81 |
2.1% |
88.25 |
Low |
86.44 |
88.25 |
1.81 |
2.1% |
84.44 |
Close |
86.44 |
88.25 |
1.81 |
2.1% |
88.25 |
Range |
|
|
|
|
|
ATR |
1.15 |
1.20 |
0.05 |
4.1% |
0.00 |
Volume |
486 |
55 |
-431 |
-88.7% |
2,047 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.25 |
88.25 |
88.25 |
|
R3 |
88.25 |
88.25 |
88.25 |
|
R2 |
88.25 |
88.25 |
88.25 |
|
R1 |
88.25 |
88.25 |
88.25 |
88.25 |
PP |
88.25 |
88.25 |
88.25 |
88.25 |
S1 |
88.25 |
88.25 |
88.25 |
88.25 |
S2 |
88.25 |
88.25 |
88.25 |
|
S3 |
88.25 |
88.25 |
88.25 |
|
S4 |
88.25 |
88.25 |
88.25 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.41 |
97.14 |
90.35 |
|
R3 |
94.60 |
93.33 |
89.30 |
|
R2 |
90.79 |
90.79 |
88.95 |
|
R1 |
89.52 |
89.52 |
88.60 |
90.16 |
PP |
86.98 |
86.98 |
86.98 |
87.30 |
S1 |
85.71 |
85.71 |
87.90 |
86.35 |
S2 |
83.17 |
83.17 |
87.55 |
|
S3 |
79.36 |
81.90 |
87.20 |
|
S4 |
75.55 |
78.09 |
86.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.25 |
84.44 |
3.81 |
4.3% |
0.16 |
0.2% |
100% |
True |
False |
616 |
10 |
89.86 |
84.44 |
5.42 |
6.1% |
0.08 |
0.1% |
70% |
False |
False |
494 |
20 |
93.93 |
84.44 |
9.49 |
10.8% |
0.11 |
0.1% |
40% |
False |
False |
399 |
40 |
93.93 |
83.94 |
9.99 |
11.3% |
0.49 |
0.6% |
43% |
False |
False |
579 |
60 |
93.93 |
82.46 |
11.47 |
13.0% |
0.77 |
0.9% |
50% |
False |
False |
580 |
80 |
93.93 |
73.60 |
20.33 |
23.0% |
0.60 |
0.7% |
72% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.25 |
2.618 |
88.25 |
1.618 |
88.25 |
1.000 |
88.25 |
0.618 |
88.25 |
HIGH |
88.25 |
0.618 |
88.25 |
0.500 |
88.25 |
0.382 |
88.25 |
LOW |
88.25 |
0.618 |
88.25 |
1.000 |
88.25 |
1.618 |
88.25 |
2.618 |
88.25 |
4.250 |
88.25 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
88.25 |
87.62 |
PP |
88.25 |
86.98 |
S1 |
88.25 |
86.35 |
|