NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.30 |
89.70 |
0.40 |
0.4% |
86.22 |
High |
89.30 |
89.70 |
0.40 |
0.4% |
88.25 |
Low |
89.30 |
89.45 |
0.15 |
0.2% |
84.44 |
Close |
89.30 |
89.97 |
0.67 |
0.8% |
88.25 |
Range |
0.00 |
0.25 |
0.25 |
|
3.81 |
ATR |
1.10 |
1.05 |
-0.05 |
-4.5% |
0.00 |
Volume |
710 |
71 |
-639 |
-90.0% |
2,047 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.46 |
90.46 |
90.11 |
|
R3 |
90.21 |
90.21 |
90.04 |
|
R2 |
89.96 |
89.96 |
90.02 |
|
R1 |
89.96 |
89.96 |
89.99 |
89.96 |
PP |
89.71 |
89.71 |
89.71 |
89.71 |
S1 |
89.71 |
89.71 |
89.95 |
89.71 |
S2 |
89.46 |
89.46 |
89.92 |
|
S3 |
89.21 |
89.46 |
89.90 |
|
S4 |
88.96 |
89.21 |
89.83 |
|
|
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 |
89.70 |
86.44 |
3.26 |
3.6% |
0.11 |
0.1% |
108% |
True |
False |
292 |
10 |
89.70 |
84.44 |
5.26 |
5.8% |
0.14 |
0.2% |
105% |
True |
False |
455 |
20 |
93.93 |
84.44 |
9.49 |
10.5% |
0.13 |
0.1% |
58% |
False |
False |
410 |
40 |
93.93 |
83.94 |
9.99 |
11.1% |
0.44 |
0.5% |
60% |
False |
False |
503 |
60 |
93.93 |
82.46 |
11.47 |
12.7% |
0.76 |
0.8% |
65% |
False |
False |
576 |
80 |
93.93 |
74.49 |
19.44 |
21.6% |
0.61 |
0.7% |
80% |
False |
False |
557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.76 |
2.618 |
90.35 |
1.618 |
90.10 |
1.000 |
89.95 |
0.618 |
89.85 |
HIGH |
89.70 |
0.618 |
89.60 |
0.500 |
89.58 |
0.382 |
89.55 |
LOW |
89.45 |
0.618 |
89.30 |
1.000 |
89.20 |
1.618 |
89.05 |
2.618 |
88.80 |
4.250 |
88.39 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.84 |
89.54 |
PP |
89.71 |
89.12 |
S1 |
89.58 |
88.69 |
|