NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 24-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
86.09 |
86.23 |
0.14 |
0.2% |
90.25 |
High |
86.70 |
87.75 |
1.05 |
1.2% |
91.90 |
Low |
85.15 |
85.90 |
0.75 |
0.9% |
87.69 |
Close |
85.42 |
87.54 |
2.12 |
2.5% |
88.23 |
Range |
1.55 |
1.85 |
0.30 |
19.4% |
4.21 |
ATR |
1.89 |
1.92 |
0.03 |
1.7% |
0.00 |
Volume |
4,349 |
4,571 |
222 |
5.1% |
12,189 |
|
Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.61 |
91.93 |
88.56 |
|
R3 |
90.76 |
90.08 |
88.05 |
|
R2 |
88.91 |
88.91 |
87.88 |
|
R1 |
88.23 |
88.23 |
87.71 |
88.57 |
PP |
87.06 |
87.06 |
87.06 |
87.24 |
S1 |
86.38 |
86.38 |
87.37 |
86.72 |
S2 |
85.21 |
85.21 |
87.20 |
|
S3 |
83.36 |
84.53 |
87.03 |
|
S4 |
81.51 |
82.68 |
86.52 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.90 |
99.28 |
90.55 |
|
R3 |
97.69 |
95.07 |
89.39 |
|
R2 |
93.48 |
93.48 |
89.00 |
|
R1 |
90.86 |
90.86 |
88.62 |
90.07 |
PP |
89.27 |
89.27 |
89.27 |
88.88 |
S1 |
86.65 |
86.65 |
87.84 |
85.86 |
S2 |
85.06 |
85.06 |
87.46 |
|
S3 |
80.85 |
82.44 |
87.07 |
|
S4 |
76.64 |
78.23 |
85.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.42 |
84.33 |
5.09 |
5.8% |
1.97 |
2.2% |
63% |
False |
False |
3,649 |
10 |
92.68 |
84.33 |
8.35 |
9.5% |
1.70 |
1.9% |
38% |
False |
False |
3,064 |
20 |
96.35 |
84.33 |
12.02 |
13.7% |
1.41 |
1.6% |
27% |
False |
False |
2,537 |
40 |
96.35 |
84.33 |
12.02 |
13.7% |
1.36 |
1.5% |
27% |
False |
False |
1,934 |
60 |
96.35 |
84.33 |
12.02 |
13.7% |
1.09 |
1.2% |
27% |
False |
False |
1,647 |
80 |
96.35 |
74.41 |
21.94 |
25.1% |
0.85 |
1.0% |
60% |
False |
False |
1,381 |
100 |
96.35 |
70.16 |
26.19 |
29.9% |
0.69 |
0.8% |
66% |
False |
False |
1,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.61 |
2.618 |
92.59 |
1.618 |
90.74 |
1.000 |
89.60 |
0.618 |
88.89 |
HIGH |
87.75 |
0.618 |
87.04 |
0.500 |
86.83 |
0.382 |
86.61 |
LOW |
85.90 |
0.618 |
84.76 |
1.000 |
84.05 |
1.618 |
82.91 |
2.618 |
81.06 |
4.250 |
78.04 |
|
|
Fisher Pivots for day following 24-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
87.30 |
87.04 |
PP |
87.06 |
86.54 |
S1 |
86.83 |
86.04 |
|