NYMEX Light Sweet Crude Oil Future July 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 |
89.55 |
90.29 |
0.74 |
0.8% |
85.63 |
| High |
90.37 |
90.88 |
0.51 |
0.6% |
89.99 |
| Low |
88.29 |
89.72 |
1.43 |
1.6% |
85.17 |
| Close |
90.12 |
90.62 |
0.50 |
0.6% |
89.63 |
| Range |
2.08 |
1.16 |
-0.92 |
-44.2% |
4.82 |
| ATR |
2.13 |
2.06 |
-0.07 |
-3.2% |
0.00 |
| Volume |
22,197 |
6,005 |
-16,192 |
-72.9% |
29,267 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.89 |
93.41 |
91.26 |
|
| R3 |
92.73 |
92.25 |
90.94 |
|
| R2 |
91.57 |
91.57 |
90.83 |
|
| R1 |
91.09 |
91.09 |
90.73 |
91.33 |
| PP |
90.41 |
90.41 |
90.41 |
90.53 |
| S1 |
89.93 |
89.93 |
90.51 |
90.17 |
| S2 |
89.25 |
89.25 |
90.41 |
|
| S3 |
88.09 |
88.77 |
90.30 |
|
| S4 |
86.93 |
87.61 |
89.98 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.72 |
101.00 |
92.28 |
|
| R3 |
97.90 |
96.18 |
90.96 |
|
| R2 |
93.08 |
93.08 |
90.51 |
|
| R1 |
91.36 |
91.36 |
90.07 |
92.22 |
| PP |
88.26 |
88.26 |
88.26 |
88.70 |
| S1 |
86.54 |
86.54 |
89.19 |
87.40 |
| S2 |
83.44 |
83.44 |
88.75 |
|
| S3 |
78.62 |
81.72 |
88.30 |
|
| S4 |
73.80 |
76.90 |
86.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.88 |
85.45 |
5.43 |
6.0% |
1.89 |
2.1% |
95% |
True |
False |
10,790 |
| 10 |
91.50 |
85.17 |
6.33 |
7.0% |
1.94 |
2.1% |
86% |
False |
False |
7,359 |
| 20 |
97.22 |
85.17 |
12.05 |
13.3% |
1.77 |
2.0% |
45% |
False |
False |
5,864 |
| 40 |
97.22 |
85.12 |
12.10 |
13.4% |
2.04 |
2.3% |
45% |
False |
False |
4,363 |
| 60 |
97.22 |
85.12 |
12.10 |
13.4% |
1.69 |
1.9% |
45% |
False |
False |
3,381 |
| 80 |
97.22 |
75.05 |
22.17 |
24.5% |
1.42 |
1.6% |
70% |
False |
False |
2,868 |
| 100 |
97.22 |
71.38 |
25.84 |
28.5% |
1.18 |
1.3% |
74% |
False |
False |
2,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.81 |
|
2.618 |
93.92 |
|
1.618 |
92.76 |
|
1.000 |
92.04 |
|
0.618 |
91.60 |
|
HIGH |
90.88 |
|
0.618 |
90.44 |
|
0.500 |
90.30 |
|
0.382 |
90.16 |
|
LOW |
89.72 |
|
0.618 |
89.00 |
|
1.000 |
88.56 |
|
1.618 |
87.84 |
|
2.618 |
86.68 |
|
4.250 |
84.79 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.51 |
90.26 |
| PP |
90.41 |
89.90 |
| S1 |
90.30 |
89.54 |
|