NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
87.90 |
89.30 |
1.40 |
1.6% |
86.22 |
High |
88.00 |
89.30 |
1.30 |
1.5% |
88.25 |
Low |
87.68 |
89.30 |
1.62 |
1.8% |
84.44 |
Close |
88.95 |
89.30 |
0.35 |
0.4% |
88.25 |
Range |
0.32 |
0.00 |
-0.32 |
-100.0% |
3.81 |
ATR |
1.16 |
1.10 |
-0.06 |
-5.0% |
0.00 |
Volume |
140 |
710 |
570 |
407.1% |
2,047 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.30 |
89.30 |
89.30 |
|
R3 |
89.30 |
89.30 |
89.30 |
|
R2 |
89.30 |
89.30 |
89.30 |
|
R1 |
89.30 |
89.30 |
89.30 |
89.30 |
PP |
89.30 |
89.30 |
89.30 |
89.30 |
S1 |
89.30 |
89.30 |
89.30 |
89.30 |
S2 |
89.30 |
89.30 |
89.30 |
|
S3 |
89.30 |
89.30 |
89.30 |
|
S4 |
89.30 |
89.30 |
89.30 |
|
|
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 |
89.30 |
84.44 |
4.86 |
5.4% |
0.19 |
0.2% |
100% |
True |
False |
566 |
10 |
89.30 |
84.44 |
4.86 |
5.4% |
0.11 |
0.1% |
100% |
True |
False |
457 |
20 |
93.93 |
84.44 |
9.49 |
10.6% |
0.11 |
0.1% |
51% |
False |
False |
427 |
40 |
93.93 |
83.94 |
9.99 |
11.2% |
0.45 |
0.5% |
54% |
False |
False |
501 |
60 |
93.93 |
82.46 |
11.47 |
12.8% |
0.75 |
0.8% |
60% |
False |
False |
577 |
80 |
93.93 |
74.49 |
19.44 |
21.8% |
0.61 |
0.7% |
76% |
False |
False |
579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.30 |
2.618 |
89.30 |
1.618 |
89.30 |
1.000 |
89.30 |
0.618 |
89.30 |
HIGH |
89.30 |
0.618 |
89.30 |
0.500 |
89.30 |
0.382 |
89.30 |
LOW |
89.30 |
0.618 |
89.30 |
1.000 |
89.30 |
1.618 |
89.30 |
2.618 |
89.30 |
4.250 |
89.30 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.30 |
89.03 |
PP |
89.30 |
88.76 |
S1 |
89.30 |
88.49 |
|