NYMEX Light Sweet Crude Oil Future December 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 |
87.87 |
89.15 |
1.28 |
1.5% |
87.11 |
| High |
89.57 |
89.94 |
0.37 |
0.4% |
88.86 |
| Low |
87.35 |
88.74 |
1.39 |
1.6% |
83.90 |
| Close |
89.15 |
89.52 |
0.37 |
0.4% |
88.47 |
| Range |
2.22 |
1.20 |
-1.02 |
-45.9% |
4.96 |
| ATR |
2.14 |
2.08 |
-0.07 |
-3.1% |
0.00 |
| Volume |
21,427 |
15,134 |
-6,293 |
-29.4% |
72,180 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.00 |
92.46 |
90.18 |
|
| R3 |
91.80 |
91.26 |
89.85 |
|
| R2 |
90.60 |
90.60 |
89.74 |
|
| R1 |
90.06 |
90.06 |
89.63 |
90.33 |
| PP |
89.40 |
89.40 |
89.40 |
89.54 |
| S1 |
88.86 |
88.86 |
89.41 |
89.13 |
| S2 |
88.20 |
88.20 |
89.30 |
|
| S3 |
87.00 |
87.66 |
89.19 |
|
| S4 |
85.80 |
86.46 |
88.86 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
100.17 |
91.20 |
|
| R3 |
97.00 |
95.21 |
89.83 |
|
| R2 |
92.04 |
92.04 |
89.38 |
|
| R1 |
90.25 |
90.25 |
88.92 |
91.15 |
| PP |
87.08 |
87.08 |
87.08 |
87.52 |
| S1 |
85.29 |
85.29 |
88.02 |
86.19 |
| S2 |
82.12 |
82.12 |
87.56 |
|
| S3 |
77.16 |
80.33 |
87.11 |
|
| S4 |
72.20 |
75.37 |
85.74 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.04 |
|
2.618 |
93.08 |
|
1.618 |
91.88 |
|
1.000 |
91.14 |
|
0.618 |
90.68 |
|
HIGH |
89.94 |
|
0.618 |
89.48 |
|
0.500 |
89.34 |
|
0.382 |
89.20 |
|
LOW |
88.74 |
|
0.618 |
88.00 |
|
1.000 |
87.54 |
|
1.618 |
86.80 |
|
2.618 |
85.60 |
|
4.250 |
83.64 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.46 |
89.18 |
| PP |
89.40 |
88.84 |
| S1 |
89.34 |
88.50 |
|