NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 29-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
88.23 |
89.75 |
1.52 |
1.7% |
87.00 |
High |
90.20 |
90.68 |
0.48 |
0.5% |
89.93 |
Low |
88.15 |
89.55 |
1.40 |
1.6% |
84.33 |
Close |
89.92 |
90.38 |
0.46 |
0.5% |
89.38 |
Range |
2.05 |
1.13 |
-0.92 |
-44.9% |
5.60 |
ATR |
1.96 |
1.90 |
-0.06 |
-3.0% |
0.00 |
Volume |
14,719 |
2,362 |
-12,357 |
-84.0% |
16,922 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.59 |
93.12 |
91.00 |
|
R3 |
92.46 |
91.99 |
90.69 |
|
R2 |
91.33 |
91.33 |
90.59 |
|
R1 |
90.86 |
90.86 |
90.48 |
91.10 |
PP |
90.20 |
90.20 |
90.20 |
90.32 |
S1 |
89.73 |
89.73 |
90.28 |
89.97 |
S2 |
89.07 |
89.07 |
90.17 |
|
S3 |
87.94 |
88.60 |
90.07 |
|
S4 |
86.81 |
87.47 |
89.76 |
|
|
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 |
90.68 |
85.15 |
5.53 |
6.1% |
1.73 |
1.9% |
95% |
True |
False |
5,973 |
10 |
90.68 |
84.33 |
6.35 |
7.0% |
1.76 |
1.9% |
95% |
True |
False |
4,277 |
20 |
96.35 |
84.33 |
12.02 |
13.3% |
1.60 |
1.8% |
50% |
False |
False |
3,215 |
40 |
96.35 |
84.33 |
12.02 |
13.3% |
1.38 |
1.5% |
50% |
False |
False |
2,405 |
60 |
96.35 |
84.33 |
12.02 |
13.3% |
1.18 |
1.3% |
50% |
False |
False |
1,898 |
80 |
96.35 |
75.35 |
21.00 |
23.2% |
0.91 |
1.0% |
72% |
False |
False |
1,626 |
100 |
96.35 |
71.24 |
25.11 |
27.8% |
0.74 |
0.8% |
76% |
False |
False |
1,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.48 |
2.618 |
93.64 |
1.618 |
92.51 |
1.000 |
91.81 |
0.618 |
91.38 |
HIGH |
90.68 |
0.618 |
90.25 |
0.500 |
90.12 |
0.382 |
89.98 |
LOW |
89.55 |
0.618 |
88.85 |
1.000 |
88.42 |
1.618 |
87.72 |
2.618 |
86.59 |
4.250 |
84.75 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
90.29 |
90.01 |
PP |
90.20 |
89.64 |
S1 |
90.12 |
89.28 |
|