NYMEX Light Sweet Crude Oil Future September 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 |
89.77 |
90.10 |
0.33 |
0.4% |
84.93 |
High |
89.91 |
90.50 |
0.59 |
0.7% |
89.34 |
Low |
88.01 |
89.44 |
1.43 |
1.6% |
84.70 |
Close |
89.72 |
90.15 |
0.43 |
0.5% |
89.14 |
Range |
1.90 |
1.06 |
-0.84 |
-44.2% |
4.64 |
ATR |
1.74 |
1.69 |
-0.05 |
-2.8% |
0.00 |
Volume |
4,038 |
1,662 |
-2,376 |
-58.8% |
11,261 |
|
Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.21 |
92.74 |
90.73 |
|
R3 |
92.15 |
91.68 |
90.44 |
|
R2 |
91.09 |
91.09 |
90.34 |
|
R1 |
90.62 |
90.62 |
90.25 |
90.86 |
PP |
90.03 |
90.03 |
90.03 |
90.15 |
S1 |
89.56 |
89.56 |
90.05 |
89.80 |
S2 |
88.97 |
88.97 |
89.96 |
|
S3 |
87.91 |
88.50 |
89.86 |
|
S4 |
86.85 |
87.44 |
89.57 |
|
|
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 |
90.50 |
85.11 |
5.39 |
6.0% |
1.29 |
1.4% |
94% |
True |
False |
2,794 |
10 |
91.30 |
84.70 |
6.60 |
7.3% |
1.51 |
1.7% |
83% |
False |
False |
2,050 |
20 |
96.00 |
84.70 |
11.30 |
12.5% |
1.18 |
1.3% |
48% |
False |
False |
1,943 |
40 |
96.00 |
84.34 |
11.66 |
12.9% |
1.25 |
1.4% |
50% |
False |
False |
1,919 |
60 |
96.00 |
84.34 |
11.66 |
12.9% |
1.02 |
1.1% |
50% |
False |
False |
1,771 |
80 |
96.00 |
74.47 |
21.53 |
23.9% |
0.83 |
0.9% |
73% |
False |
False |
1,645 |
100 |
96.00 |
71.11 |
24.89 |
27.6% |
0.67 |
0.7% |
76% |
False |
False |
1,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.01 |
2.618 |
93.28 |
1.618 |
92.22 |
1.000 |
91.56 |
0.618 |
91.16 |
HIGH |
90.50 |
0.618 |
90.10 |
0.500 |
89.97 |
0.382 |
89.84 |
LOW |
89.44 |
0.618 |
88.78 |
1.000 |
88.38 |
1.618 |
87.72 |
2.618 |
86.66 |
4.250 |
84.94 |
|
|
Fisher Pivots for day following 29-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
90.09 |
89.85 |
PP |
90.03 |
89.55 |
S1 |
89.97 |
89.26 |
|