NYMEX Light Sweet Crude Oil Future July 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 |
90.29 |
91.10 |
0.81 |
0.9% |
85.63 |
| High |
90.88 |
91.36 |
0.48 |
0.5% |
89.99 |
| Low |
89.72 |
90.24 |
0.52 |
0.6% |
85.17 |
| Close |
90.62 |
91.36 |
0.74 |
0.8% |
89.63 |
| Range |
1.16 |
1.12 |
-0.04 |
-3.4% |
4.82 |
| ATR |
2.06 |
1.99 |
-0.07 |
-3.3% |
0.00 |
| Volume |
6,005 |
3,785 |
-2,220 |
-37.0% |
29,267 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.35 |
93.97 |
91.98 |
|
| R3 |
93.23 |
92.85 |
91.67 |
|
| R2 |
92.11 |
92.11 |
91.57 |
|
| R1 |
91.73 |
91.73 |
91.46 |
91.92 |
| PP |
90.99 |
90.99 |
90.99 |
91.08 |
| S1 |
90.61 |
90.61 |
91.26 |
90.80 |
| S2 |
89.87 |
89.87 |
91.15 |
|
| S3 |
88.75 |
89.49 |
91.05 |
|
| S4 |
87.63 |
88.37 |
90.74 |
|
|
| 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 |
91.36 |
85.90 |
5.46 |
6.0% |
1.62 |
1.8% |
100% |
True |
False |
10,241 |
| 10 |
91.36 |
85.17 |
6.19 |
6.8% |
1.88 |
2.1% |
100% |
True |
False |
7,341 |
| 20 |
97.22 |
85.17 |
12.05 |
13.2% |
1.77 |
1.9% |
51% |
False |
False |
5,894 |
| 40 |
97.22 |
85.12 |
12.10 |
13.2% |
2.03 |
2.2% |
52% |
False |
False |
4,408 |
| 60 |
97.22 |
85.12 |
12.10 |
13.2% |
1.71 |
1.9% |
52% |
False |
False |
3,423 |
| 80 |
97.22 |
75.69 |
21.53 |
23.6% |
1.43 |
1.6% |
73% |
False |
False |
2,913 |
| 100 |
97.22 |
71.75 |
25.47 |
27.9% |
1.19 |
1.3% |
77% |
False |
False |
2,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.12 |
|
2.618 |
94.29 |
|
1.618 |
93.17 |
|
1.000 |
92.48 |
|
0.618 |
92.05 |
|
HIGH |
91.36 |
|
0.618 |
90.93 |
|
0.500 |
90.80 |
|
0.382 |
90.67 |
|
LOW |
90.24 |
|
0.618 |
89.55 |
|
1.000 |
89.12 |
|
1.618 |
88.43 |
|
2.618 |
87.31 |
|
4.250 |
85.48 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
91.17 |
90.85 |
| PP |
90.99 |
90.34 |
| S1 |
90.80 |
89.83 |
|