NYMEX Light Sweet Crude Oil Future August 2008
| 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 |
90.62 |
89.72 |
-0.90 |
-1.0% |
87.00 |
| High |
91.10 |
91.26 |
0.16 |
0.2% |
89.93 |
| Low |
90.00 |
88.87 |
-1.13 |
-1.3% |
84.33 |
| Close |
91.10 |
90.89 |
-0.21 |
-0.2% |
89.38 |
| Range |
1.10 |
2.39 |
1.29 |
117.3% |
5.60 |
| ATR |
1.84 |
1.88 |
0.04 |
2.1% |
0.00 |
| Volume |
1,955 |
1,384 |
-571 |
-29.2% |
16,922 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.51 |
96.59 |
92.20 |
|
| R3 |
95.12 |
94.20 |
91.55 |
|
| R2 |
92.73 |
92.73 |
91.33 |
|
| R1 |
91.81 |
91.81 |
91.11 |
92.27 |
| PP |
90.34 |
90.34 |
90.34 |
90.57 |
| S1 |
89.42 |
89.42 |
90.67 |
89.88 |
| S2 |
87.95 |
87.95 |
90.45 |
|
| S3 |
85.56 |
87.03 |
90.23 |
|
| S4 |
83.17 |
84.64 |
89.58 |
|
|
| 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 |
91.26 |
87.87 |
3.39 |
3.7% |
1.75 |
1.9% |
89% |
True |
False |
4,857 |
| 10 |
91.26 |
84.33 |
6.93 |
7.6% |
1.86 |
2.0% |
95% |
True |
False |
4,253 |
| 20 |
96.35 |
84.33 |
12.02 |
13.2% |
1.61 |
1.8% |
55% |
False |
False |
3,172 |
| 40 |
96.35 |
84.33 |
12.02 |
13.2% |
1.41 |
1.5% |
55% |
False |
False |
2,451 |
| 60 |
96.35 |
84.33 |
12.02 |
13.2% |
1.23 |
1.4% |
55% |
False |
False |
1,867 |
| 80 |
96.35 |
75.35 |
21.00 |
23.1% |
0.94 |
1.0% |
74% |
False |
False |
1,652 |
| 100 |
96.35 |
72.10 |
24.25 |
26.7% |
0.78 |
0.9% |
77% |
False |
False |
1,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.42 |
|
2.618 |
97.52 |
|
1.618 |
95.13 |
|
1.000 |
93.65 |
|
0.618 |
92.74 |
|
HIGH |
91.26 |
|
0.618 |
90.35 |
|
0.500 |
90.07 |
|
0.382 |
89.78 |
|
LOW |
88.87 |
|
0.618 |
87.39 |
|
1.000 |
86.48 |
|
1.618 |
85.00 |
|
2.618 |
82.61 |
|
4.250 |
78.71 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.62 |
90.62 |
| PP |
90.34 |
90.34 |
| S1 |
90.07 |
90.07 |
|