NYMEX Light Sweet Crude Oil Future July 2008
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 |
86.27 |
88.25 |
1.98 |
2.3% |
85.63 |
High |
87.84 |
89.99 |
2.15 |
2.4% |
89.99 |
Low |
85.90 |
88.19 |
2.29 |
2.7% |
85.17 |
Close |
87.84 |
89.63 |
1.79 |
2.0% |
89.63 |
Range |
1.94 |
1.80 |
-0.14 |
-7.2% |
4.82 |
ATR |
2.13 |
2.13 |
0.00 |
0.1% |
0.00 |
Volume |
9,014 |
10,207 |
1,193 |
13.2% |
29,267 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.67 |
93.95 |
90.62 |
|
R3 |
92.87 |
92.15 |
90.13 |
|
R2 |
91.07 |
91.07 |
89.96 |
|
R1 |
90.35 |
90.35 |
89.80 |
90.71 |
PP |
89.27 |
89.27 |
89.27 |
89.45 |
S1 |
88.55 |
88.55 |
89.47 |
88.91 |
S2 |
87.47 |
87.47 |
89.30 |
|
S3 |
85.67 |
86.75 |
89.14 |
|
S4 |
83.87 |
84.95 |
88.64 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.72 |
101.00 |
92.28 |
|
R3 |
97.90 |
96.18 |
90.96 |
|
R2 |
93.08 |
93.08 |
90.51 |
|
R1 |
91.36 |
91.36 |
90.07 |
92.22 |
PP |
88.26 |
88.26 |
88.26 |
88.70 |
S1 |
86.54 |
86.54 |
89.19 |
87.40 |
S2 |
83.44 |
83.44 |
88.75 |
|
S3 |
78.62 |
81.72 |
88.30 |
|
S4 |
73.80 |
76.90 |
86.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.99 |
85.17 |
4.82 |
5.4% |
2.09 |
2.3% |
93% |
True |
False |
6,523 |
10 |
92.25 |
85.17 |
7.08 |
7.9% |
1.85 |
2.1% |
63% |
False |
False |
5,967 |
20 |
97.22 |
85.17 |
12.05 |
13.4% |
1.75 |
2.0% |
37% |
False |
False |
5,004 |
40 |
97.22 |
85.12 |
12.10 |
13.5% |
2.05 |
2.3% |
37% |
False |
False |
3,764 |
60 |
97.22 |
84.95 |
12.27 |
13.7% |
1.72 |
1.9% |
38% |
False |
False |
2,984 |
80 |
97.22 |
75.05 |
22.17 |
24.7% |
1.38 |
1.5% |
66% |
False |
False |
2,524 |
100 |
97.22 |
70.45 |
26.77 |
29.9% |
1.14 |
1.3% |
72% |
False |
False |
2,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.64 |
2.618 |
94.70 |
1.618 |
92.90 |
1.000 |
91.79 |
0.618 |
91.10 |
HIGH |
89.99 |
0.618 |
89.30 |
0.500 |
89.09 |
0.382 |
88.88 |
LOW |
88.19 |
0.618 |
87.08 |
1.000 |
86.39 |
1.618 |
85.28 |
2.618 |
83.48 |
4.250 |
80.54 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.45 |
88.99 |
PP |
89.27 |
88.36 |
S1 |
89.09 |
87.72 |
|