NYMEX Light Sweet Crude Oil Future August 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 |
86.23 |
87.87 |
1.64 |
1.9% |
87.00 |
High |
87.75 |
89.93 |
2.18 |
2.5% |
89.93 |
Low |
85.90 |
87.87 |
1.97 |
2.3% |
84.33 |
Close |
87.54 |
89.38 |
1.84 |
2.1% |
89.38 |
Range |
1.85 |
2.06 |
0.21 |
11.4% |
5.60 |
ATR |
1.92 |
1.95 |
0.03 |
1.7% |
0.00 |
Volume |
4,571 |
3,867 |
-704 |
-15.4% |
16,922 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.24 |
94.37 |
90.51 |
|
R3 |
93.18 |
92.31 |
89.95 |
|
R2 |
91.12 |
91.12 |
89.76 |
|
R1 |
90.25 |
90.25 |
89.57 |
90.69 |
PP |
89.06 |
89.06 |
89.06 |
89.28 |
S1 |
88.19 |
88.19 |
89.19 |
88.63 |
S2 |
87.00 |
87.00 |
89.00 |
|
S3 |
84.94 |
86.13 |
88.81 |
|
S4 |
82.88 |
84.07 |
88.25 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.68 |
102.63 |
92.46 |
|
R3 |
99.08 |
97.03 |
90.92 |
|
R2 |
93.48 |
93.48 |
90.41 |
|
R1 |
91.43 |
91.43 |
89.89 |
92.46 |
PP |
87.88 |
87.88 |
87.88 |
88.39 |
S1 |
85.83 |
85.83 |
88.87 |
86.86 |
S2 |
82.28 |
82.28 |
88.35 |
|
S3 |
76.68 |
80.23 |
87.84 |
|
S4 |
71.08 |
74.63 |
86.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.93 |
84.33 |
5.60 |
6.3% |
2.03 |
2.3% |
90% |
True |
False |
3,852 |
10 |
91.90 |
84.33 |
7.57 |
8.5% |
1.71 |
1.9% |
67% |
False |
False |
3,088 |
20 |
96.35 |
84.33 |
12.02 |
13.4% |
1.51 |
1.7% |
42% |
False |
False |
2,729 |
40 |
96.35 |
84.33 |
12.02 |
13.4% |
1.41 |
1.6% |
42% |
False |
False |
2,024 |
60 |
96.35 |
84.33 |
12.02 |
13.4% |
1.12 |
1.3% |
42% |
False |
False |
1,700 |
80 |
96.35 |
74.41 |
21.94 |
24.5% |
0.87 |
1.0% |
68% |
False |
False |
1,421 |
100 |
96.35 |
70.16 |
26.19 |
29.3% |
0.71 |
0.8% |
73% |
False |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.69 |
2.618 |
95.32 |
1.618 |
93.26 |
1.000 |
91.99 |
0.618 |
91.20 |
HIGH |
89.93 |
0.618 |
89.14 |
0.500 |
88.90 |
0.382 |
88.66 |
LOW |
87.87 |
0.618 |
86.60 |
1.000 |
85.81 |
1.618 |
84.54 |
2.618 |
82.48 |
4.250 |
79.12 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.22 |
88.77 |
PP |
89.06 |
88.15 |
S1 |
88.90 |
87.54 |
|