NYMEX Light Sweet Crude Oil Future January 2009
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 |
88.25 |
87.90 |
-0.35 |
-0.4% |
86.22 |
High |
88.25 |
88.00 |
-0.25 |
-0.3% |
88.25 |
Low |
88.25 |
87.68 |
-0.57 |
-0.6% |
84.44 |
Close |
88.25 |
88.95 |
0.70 |
0.8% |
88.25 |
Range |
0.00 |
0.32 |
0.32 |
|
3.81 |
ATR |
1.20 |
1.16 |
-0.05 |
-3.8% |
0.00 |
Volume |
55 |
140 |
85 |
154.5% |
2,047 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.17 |
89.38 |
89.13 |
|
R3 |
88.85 |
89.06 |
89.04 |
|
R2 |
88.53 |
88.53 |
89.01 |
|
R1 |
88.74 |
88.74 |
88.98 |
88.64 |
PP |
88.21 |
88.21 |
88.21 |
88.16 |
S1 |
88.42 |
88.42 |
88.92 |
88.32 |
S2 |
87.89 |
87.89 |
88.89 |
|
S3 |
87.57 |
88.10 |
88.86 |
|
S4 |
87.25 |
87.78 |
88.77 |
|
|
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% |
0.19 |
0.2% |
118% |
False |
False |
437 |
10 |
89.86 |
84.44 |
5.42 |
6.1% |
0.11 |
0.1% |
83% |
False |
False |
427 |
20 |
93.93 |
84.44 |
9.49 |
10.7% |
0.13 |
0.1% |
48% |
False |
False |
399 |
40 |
93.93 |
83.94 |
9.99 |
11.2% |
0.50 |
0.6% |
50% |
False |
False |
495 |
60 |
93.93 |
82.46 |
11.47 |
12.9% |
0.77 |
0.9% |
57% |
False |
False |
579 |
80 |
93.93 |
74.49 |
19.44 |
21.9% |
0.61 |
0.7% |
74% |
False |
False |
583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.36 |
2.618 |
88.84 |
1.618 |
88.52 |
1.000 |
88.32 |
0.618 |
88.20 |
HIGH |
88.00 |
0.618 |
87.88 |
0.500 |
87.84 |
0.382 |
87.80 |
LOW |
87.68 |
0.618 |
87.48 |
1.000 |
87.36 |
1.618 |
87.16 |
2.618 |
86.84 |
4.250 |
86.32 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
88.58 |
88.42 |
PP |
88.21 |
87.88 |
S1 |
87.84 |
87.35 |
|