NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
89.70 |
89.98 |
0.28 |
0.3% |
86.22 |
| High |
89.70 |
89.98 |
0.28 |
0.3% |
88.25 |
| Low |
89.45 |
89.98 |
0.53 |
0.6% |
84.44 |
| Close |
89.97 |
89.98 |
0.01 |
0.0% |
88.25 |
| Range |
0.25 |
0.00 |
-0.25 |
-100.0% |
3.81 |
| ATR |
1.05 |
0.97 |
-0.07 |
-7.1% |
0.00 |
| Volume |
71 |
484 |
413 |
581.7% |
2,047 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.98 |
89.98 |
89.98 |
|
| R3 |
89.98 |
89.98 |
89.98 |
|
| R2 |
89.98 |
89.98 |
89.98 |
|
| R1 |
89.98 |
89.98 |
89.98 |
89.98 |
| PP |
89.98 |
89.98 |
89.98 |
89.98 |
| S1 |
89.98 |
89.98 |
89.98 |
89.98 |
| S2 |
89.98 |
89.98 |
89.98 |
|
| S3 |
89.98 |
89.98 |
89.98 |
|
| S4 |
89.98 |
89.98 |
89.98 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
97.14 |
90.35 |
|
| R3 |
94.60 |
93.33 |
89.30 |
|
| R2 |
90.79 |
90.79 |
88.95 |
|
| R1 |
89.52 |
89.52 |
88.60 |
90.16 |
| PP |
86.98 |
86.98 |
86.98 |
87.30 |
| S1 |
85.71 |
85.71 |
87.90 |
86.35 |
| S2 |
83.17 |
83.17 |
87.55 |
|
| S3 |
79.36 |
81.90 |
87.20 |
|
| S4 |
75.55 |
78.09 |
86.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.98 |
87.68 |
2.30 |
2.6% |
0.11 |
0.1% |
100% |
True |
False |
292 |
| 10 |
89.98 |
84.44 |
5.54 |
6.2% |
0.14 |
0.2% |
100% |
True |
False |
463 |
| 20 |
93.93 |
84.44 |
9.49 |
10.5% |
0.07 |
0.1% |
58% |
False |
False |
431 |
| 40 |
93.93 |
84.44 |
9.49 |
10.5% |
0.37 |
0.4% |
58% |
False |
False |
511 |
| 60 |
93.93 |
82.46 |
11.47 |
12.7% |
0.73 |
0.8% |
66% |
False |
False |
581 |
| 80 |
93.93 |
75.30 |
18.63 |
20.7% |
0.61 |
0.7% |
79% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.98 |
|
2.618 |
89.98 |
|
1.618 |
89.98 |
|
1.000 |
89.98 |
|
0.618 |
89.98 |
|
HIGH |
89.98 |
|
0.618 |
89.98 |
|
0.500 |
89.98 |
|
0.382 |
89.98 |
|
LOW |
89.98 |
|
0.618 |
89.98 |
|
1.000 |
89.98 |
|
1.618 |
89.98 |
|
2.618 |
89.98 |
|
4.250 |
89.98 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.98 |
89.87 |
| PP |
89.98 |
89.75 |
| S1 |
89.98 |
89.64 |
|