NYMEX Light Sweet Crude Oil Future August 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 |
89.75 |
90.62 |
0.87 |
1.0% |
87.00 |
| High |
90.68 |
91.10 |
0.42 |
0.5% |
89.93 |
| Low |
89.55 |
90.00 |
0.45 |
0.5% |
84.33 |
| Close |
90.38 |
91.10 |
0.72 |
0.8% |
89.38 |
| Range |
1.13 |
1.10 |
-0.03 |
-2.7% |
5.60 |
| ATR |
1.90 |
1.84 |
-0.06 |
-3.0% |
0.00 |
| Volume |
2,362 |
1,955 |
-407 |
-17.2% |
16,922 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.03 |
93.67 |
91.71 |
|
| R3 |
92.93 |
92.57 |
91.40 |
|
| R2 |
91.83 |
91.83 |
91.30 |
|
| R1 |
91.47 |
91.47 |
91.20 |
91.65 |
| PP |
90.73 |
90.73 |
90.73 |
90.83 |
| S1 |
90.37 |
90.37 |
91.00 |
90.55 |
| S2 |
89.63 |
89.63 |
90.90 |
|
| S3 |
88.53 |
89.27 |
90.80 |
|
| S4 |
87.43 |
88.17 |
90.50 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.68 |
102.63 |
92.46 |
|
| R3 |
99.08 |
97.03 |
90.92 |
|
| R2 |
93.48 |
93.48 |
90.41 |
|
| R1 |
91.43 |
91.43 |
89.89 |
92.46 |
| PP |
87.88 |
87.88 |
87.88 |
88.39 |
| S1 |
85.83 |
85.83 |
88.87 |
86.86 |
| S2 |
82.28 |
82.28 |
88.35 |
|
| S3 |
76.68 |
80.23 |
87.84 |
|
| S4 |
71.08 |
74.63 |
86.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.10 |
85.90 |
5.20 |
5.7% |
1.64 |
1.8% |
100% |
True |
False |
5,494 |
| 10 |
91.10 |
84.33 |
6.77 |
7.4% |
1.79 |
2.0% |
100% |
True |
False |
4,341 |
| 20 |
96.35 |
84.33 |
12.02 |
13.2% |
1.58 |
1.7% |
56% |
False |
False |
3,259 |
| 40 |
96.35 |
84.33 |
12.02 |
13.2% |
1.39 |
1.5% |
56% |
False |
False |
2,425 |
| 60 |
96.35 |
84.33 |
12.02 |
13.2% |
1.19 |
1.3% |
56% |
False |
False |
1,915 |
| 80 |
96.35 |
75.35 |
21.00 |
23.1% |
0.92 |
1.0% |
75% |
False |
False |
1,641 |
| 100 |
96.35 |
71.74 |
24.61 |
27.0% |
0.75 |
0.8% |
79% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
93.98 |
|
1.618 |
92.88 |
|
1.000 |
92.20 |
|
0.618 |
91.78 |
|
HIGH |
91.10 |
|
0.618 |
90.68 |
|
0.500 |
90.55 |
|
0.382 |
90.42 |
|
LOW |
90.00 |
|
0.618 |
89.32 |
|
1.000 |
88.90 |
|
1.618 |
88.22 |
|
2.618 |
87.12 |
|
4.250 |
85.33 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.92 |
90.61 |
| PP |
90.73 |
90.12 |
| S1 |
90.55 |
89.63 |
|