NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
91.10 |
90.06 |
-1.04 |
-1.1% |
85.63 |
| High |
91.36 |
91.48 |
0.12 |
0.1% |
89.99 |
| Low |
90.24 |
89.07 |
-1.17 |
-1.3% |
85.17 |
| Close |
91.36 |
91.10 |
-0.26 |
-0.3% |
89.63 |
| Range |
1.12 |
2.41 |
1.29 |
115.2% |
4.82 |
| ATR |
1.99 |
2.02 |
0.03 |
1.5% |
0.00 |
| Volume |
3,785 |
3,788 |
3 |
0.1% |
29,267 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.78 |
96.85 |
92.43 |
|
| R3 |
95.37 |
94.44 |
91.76 |
|
| R2 |
92.96 |
92.96 |
91.54 |
|
| R1 |
92.03 |
92.03 |
91.32 |
92.50 |
| PP |
90.55 |
90.55 |
90.55 |
90.78 |
| S1 |
89.62 |
89.62 |
90.88 |
90.09 |
| S2 |
88.14 |
88.14 |
90.66 |
|
| S3 |
85.73 |
87.21 |
90.44 |
|
| S4 |
83.32 |
84.80 |
89.77 |
|
|
| 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 |
91.48 |
88.19 |
3.29 |
3.6% |
1.71 |
1.9% |
88% |
True |
False |
9,196 |
| 10 |
91.48 |
85.17 |
6.31 |
6.9% |
1.94 |
2.1% |
94% |
True |
False |
7,360 |
| 20 |
97.22 |
85.17 |
12.05 |
13.2% |
1.81 |
2.0% |
49% |
False |
False |
5,907 |
| 40 |
97.22 |
85.12 |
12.10 |
13.3% |
2.04 |
2.2% |
49% |
False |
False |
4,447 |
| 60 |
97.22 |
85.12 |
12.10 |
13.3% |
1.74 |
1.9% |
49% |
False |
False |
3,471 |
| 80 |
97.22 |
75.69 |
21.53 |
23.6% |
1.46 |
1.6% |
72% |
False |
False |
2,957 |
| 100 |
97.22 |
72.25 |
24.97 |
27.4% |
1.21 |
1.3% |
75% |
False |
False |
2,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.72 |
|
2.618 |
97.79 |
|
1.618 |
95.38 |
|
1.000 |
93.89 |
|
0.618 |
92.97 |
|
HIGH |
91.48 |
|
0.618 |
90.56 |
|
0.500 |
90.28 |
|
0.382 |
89.99 |
|
LOW |
89.07 |
|
0.618 |
87.58 |
|
1.000 |
86.66 |
|
1.618 |
85.17 |
|
2.618 |
82.76 |
|
4.250 |
78.83 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.83 |
90.83 |
| PP |
90.55 |
90.55 |
| S1 |
90.28 |
90.28 |
|