NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
90.20 |
88.83 |
-1.37 |
-1.5% |
84.93 |
| High |
90.69 |
90.99 |
0.30 |
0.3% |
89.34 |
| Low |
89.90 |
88.83 |
-1.07 |
-1.2% |
84.70 |
| Close |
90.86 |
90.69 |
-0.17 |
-0.2% |
89.14 |
| Range |
0.79 |
2.16 |
1.37 |
173.4% |
4.64 |
| ATR |
1.63 |
1.66 |
0.04 |
2.3% |
0.00 |
| Volume |
1,662 |
2,908 |
1,246 |
75.0% |
11,261 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
95.83 |
91.88 |
|
| R3 |
94.49 |
93.67 |
91.28 |
|
| R2 |
92.33 |
92.33 |
91.09 |
|
| R1 |
91.51 |
91.51 |
90.89 |
91.92 |
| PP |
90.17 |
90.17 |
90.17 |
90.38 |
| S1 |
89.35 |
89.35 |
90.49 |
89.76 |
| S2 |
88.01 |
88.01 |
90.29 |
|
| S3 |
85.85 |
87.19 |
90.10 |
|
| S4 |
83.69 |
85.03 |
89.50 |
|
|
| 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 |
90.99 |
88.01 |
2.98 |
3.3% |
1.42 |
1.6% |
90% |
True |
False |
2,595 |
| 10 |
90.99 |
84.70 |
6.29 |
6.9% |
1.45 |
1.6% |
95% |
True |
False |
2,353 |
| 20 |
96.00 |
84.70 |
11.30 |
12.5% |
1.21 |
1.3% |
53% |
False |
False |
2,015 |
| 40 |
96.00 |
84.34 |
11.66 |
12.9% |
1.26 |
1.4% |
54% |
False |
False |
2,014 |
| 60 |
96.00 |
84.34 |
11.66 |
12.9% |
1.07 |
1.2% |
54% |
False |
False |
1,729 |
| 80 |
96.00 |
75.25 |
20.75 |
22.9% |
0.86 |
0.9% |
74% |
False |
False |
1,692 |
| 100 |
96.00 |
71.45 |
24.55 |
27.1% |
0.70 |
0.8% |
78% |
False |
False |
1,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.17 |
|
2.618 |
96.64 |
|
1.618 |
94.48 |
|
1.000 |
93.15 |
|
0.618 |
92.32 |
|
HIGH |
90.99 |
|
0.618 |
90.16 |
|
0.500 |
89.91 |
|
0.382 |
89.66 |
|
LOW |
88.83 |
|
0.618 |
87.50 |
|
1.000 |
86.67 |
|
1.618 |
85.34 |
|
2.618 |
83.18 |
|
4.250 |
79.65 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.43 |
90.43 |
| PP |
90.17 |
90.17 |
| S1 |
89.91 |
89.91 |
|