NYMEX Light Sweet Crude Oil Future July 2008
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 |
89.55 |
1.30 |
1.5% |
85.63 |
High |
89.99 |
90.37 |
0.38 |
0.4% |
89.99 |
Low |
88.19 |
88.29 |
0.10 |
0.1% |
85.17 |
Close |
89.63 |
90.12 |
0.49 |
0.5% |
89.63 |
Range |
1.80 |
2.08 |
0.28 |
15.6% |
4.82 |
ATR |
2.13 |
2.13 |
0.00 |
-0.2% |
0.00 |
Volume |
10,207 |
22,197 |
11,990 |
117.5% |
29,267 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.83 |
95.06 |
91.26 |
|
R3 |
93.75 |
92.98 |
90.69 |
|
R2 |
91.67 |
91.67 |
90.50 |
|
R1 |
90.90 |
90.90 |
90.31 |
91.29 |
PP |
89.59 |
89.59 |
89.59 |
89.79 |
S1 |
88.82 |
88.82 |
89.93 |
89.21 |
S2 |
87.51 |
87.51 |
89.74 |
|
S3 |
85.43 |
86.74 |
89.55 |
|
S4 |
83.35 |
84.66 |
88.98 |
|
|
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 |
90.37 |
85.17 |
5.20 |
5.8% |
2.22 |
2.5% |
95% |
True |
False |
10,292 |
10 |
92.25 |
85.17 |
7.08 |
7.9% |
1.97 |
2.2% |
70% |
False |
False |
7,798 |
20 |
97.22 |
85.17 |
12.05 |
13.4% |
1.78 |
2.0% |
41% |
False |
False |
6,017 |
40 |
97.22 |
85.12 |
12.10 |
13.4% |
2.03 |
2.3% |
41% |
False |
False |
4,277 |
60 |
97.22 |
85.12 |
12.10 |
13.4% |
1.71 |
1.9% |
41% |
False |
False |
3,314 |
80 |
97.22 |
75.05 |
22.17 |
24.6% |
1.40 |
1.6% |
68% |
False |
False |
2,797 |
100 |
97.22 |
70.45 |
26.77 |
29.7% |
1.16 |
1.3% |
73% |
False |
False |
2,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.21 |
2.618 |
95.82 |
1.618 |
93.74 |
1.000 |
92.45 |
0.618 |
91.66 |
HIGH |
90.37 |
0.618 |
89.58 |
0.500 |
89.33 |
0.382 |
89.08 |
LOW |
88.29 |
0.618 |
87.00 |
1.000 |
86.21 |
1.618 |
84.92 |
2.618 |
82.84 |
4.250 |
79.45 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.86 |
89.46 |
PP |
89.59 |
88.80 |
S1 |
89.33 |
88.14 |
|