NYMEX Light Sweet Crude Oil Future September 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 |
85.70 |
88.15 |
2.45 |
2.9% |
84.93 |
High |
87.15 |
89.34 |
2.19 |
2.5% |
89.34 |
Low |
85.68 |
88.15 |
2.47 |
2.9% |
84.70 |
Close |
87.29 |
89.14 |
1.85 |
2.1% |
89.14 |
Range |
1.47 |
1.19 |
-0.28 |
-19.0% |
4.64 |
ATR |
1.70 |
1.73 |
0.02 |
1.5% |
0.00 |
Volume |
3,211 |
2,706 |
-505 |
-15.7% |
11,261 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.45 |
91.98 |
89.79 |
|
R3 |
91.26 |
90.79 |
89.47 |
|
R2 |
90.07 |
90.07 |
89.36 |
|
R1 |
89.60 |
89.60 |
89.25 |
89.84 |
PP |
88.88 |
88.88 |
88.88 |
88.99 |
S1 |
88.41 |
88.41 |
89.03 |
88.65 |
S2 |
87.69 |
87.69 |
88.92 |
|
S3 |
86.50 |
87.22 |
88.81 |
|
S4 |
85.31 |
86.03 |
88.49 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
100.03 |
91.69 |
|
R3 |
97.01 |
95.39 |
90.42 |
|
R2 |
92.37 |
92.37 |
89.99 |
|
R1 |
90.75 |
90.75 |
89.57 |
91.56 |
PP |
87.73 |
87.73 |
87.73 |
88.13 |
S1 |
86.11 |
86.11 |
88.71 |
86.92 |
S2 |
83.09 |
83.09 |
88.29 |
|
S3 |
78.45 |
81.47 |
87.86 |
|
S4 |
73.81 |
76.83 |
86.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.34 |
84.70 |
4.64 |
5.2% |
1.44 |
1.6% |
96% |
True |
False |
2,485 |
10 |
91.32 |
84.70 |
6.62 |
7.4% |
1.39 |
1.6% |
67% |
False |
False |
1,794 |
20 |
96.00 |
84.70 |
11.30 |
12.7% |
1.12 |
1.3% |
39% |
False |
False |
1,802 |
40 |
96.00 |
84.34 |
11.66 |
13.1% |
1.20 |
1.3% |
41% |
False |
False |
1,902 |
60 |
96.00 |
84.34 |
11.66 |
13.1% |
0.98 |
1.1% |
41% |
False |
False |
1,754 |
80 |
96.00 |
74.47 |
21.53 |
24.2% |
0.79 |
0.9% |
68% |
False |
False |
1,592 |
100 |
96.00 |
70.23 |
25.77 |
28.9% |
0.65 |
0.7% |
73% |
False |
False |
1,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.40 |
2.618 |
92.46 |
1.618 |
91.27 |
1.000 |
90.53 |
0.618 |
90.08 |
HIGH |
89.34 |
0.618 |
88.89 |
0.500 |
88.75 |
0.382 |
88.60 |
LOW |
88.15 |
0.618 |
87.41 |
1.000 |
86.96 |
1.618 |
86.22 |
2.618 |
85.03 |
4.250 |
83.09 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.01 |
88.50 |
PP |
88.88 |
87.86 |
S1 |
88.75 |
87.23 |
|