NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
90.10 |
90.20 |
0.10 |
0.1% |
84.93 |
High |
90.50 |
90.69 |
0.19 |
0.2% |
89.34 |
Low |
89.44 |
89.90 |
0.46 |
0.5% |
84.70 |
Close |
90.15 |
90.86 |
0.71 |
0.8% |
89.14 |
Range |
1.06 |
0.79 |
-0.27 |
-25.5% |
4.64 |
ATR |
1.69 |
1.63 |
-0.06 |
-3.8% |
0.00 |
Volume |
1,662 |
1,662 |
0 |
0.0% |
11,261 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.85 |
92.65 |
91.29 |
|
R3 |
92.06 |
91.86 |
91.08 |
|
R2 |
91.27 |
91.27 |
91.00 |
|
R1 |
91.07 |
91.07 |
90.93 |
91.17 |
PP |
90.48 |
90.48 |
90.48 |
90.54 |
S1 |
90.28 |
90.28 |
90.79 |
90.38 |
S2 |
89.69 |
89.69 |
90.72 |
|
S3 |
88.90 |
89.49 |
90.64 |
|
S4 |
88.11 |
88.70 |
90.43 |
|
|
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 |
90.69 |
85.68 |
5.01 |
5.5% |
1.28 |
1.4% |
103% |
True |
False |
2,655 |
10 |
90.69 |
84.70 |
5.99 |
6.6% |
1.36 |
1.5% |
103% |
True |
False |
2,162 |
20 |
96.00 |
84.70 |
11.30 |
12.4% |
1.18 |
1.3% |
55% |
False |
False |
1,903 |
40 |
96.00 |
84.34 |
11.66 |
12.8% |
1.25 |
1.4% |
56% |
False |
False |
1,951 |
60 |
96.00 |
84.34 |
11.66 |
12.8% |
1.03 |
1.1% |
56% |
False |
False |
1,746 |
80 |
96.00 |
75.25 |
20.75 |
22.8% |
0.83 |
0.9% |
75% |
False |
False |
1,660 |
100 |
96.00 |
71.25 |
24.75 |
27.2% |
0.68 |
0.8% |
79% |
False |
False |
1,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.05 |
2.618 |
92.76 |
1.618 |
91.97 |
1.000 |
91.48 |
0.618 |
91.18 |
HIGH |
90.69 |
0.618 |
90.39 |
0.500 |
90.30 |
0.382 |
90.20 |
LOW |
89.90 |
0.618 |
89.41 |
1.000 |
89.11 |
1.618 |
88.62 |
2.618 |
87.83 |
4.250 |
86.54 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
90.67 |
90.36 |
PP |
90.48 |
89.85 |
S1 |
90.30 |
89.35 |
|