NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
88.15 |
89.77 |
1.62 |
1.8% |
84.93 |
| High |
89.34 |
89.91 |
0.57 |
0.6% |
89.34 |
| Low |
88.15 |
88.01 |
-0.14 |
-0.2% |
84.70 |
| Close |
89.14 |
89.72 |
0.58 |
0.7% |
89.14 |
| Range |
1.19 |
1.90 |
0.71 |
59.7% |
4.64 |
| ATR |
1.73 |
1.74 |
0.01 |
0.7% |
0.00 |
| Volume |
2,706 |
4,038 |
1,332 |
49.2% |
11,261 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.91 |
94.22 |
90.77 |
|
| R3 |
93.01 |
92.32 |
90.24 |
|
| R2 |
91.11 |
91.11 |
90.07 |
|
| R1 |
90.42 |
90.42 |
89.89 |
89.82 |
| PP |
89.21 |
89.21 |
89.21 |
88.91 |
| S1 |
88.52 |
88.52 |
89.55 |
87.92 |
| S2 |
87.31 |
87.31 |
89.37 |
|
| S3 |
85.41 |
86.62 |
89.20 |
|
| S4 |
83.51 |
84.72 |
88.68 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
100.03 |
91.69 |
|
| R3 |
97.01 |
95.39 |
90.42 |
|
| R2 |
92.37 |
92.37 |
89.99 |
|
| R1 |
90.75 |
90.75 |
89.57 |
91.56 |
| PP |
87.73 |
87.73 |
87.73 |
88.13 |
| S1 |
86.11 |
86.11 |
88.71 |
86.92 |
| S2 |
83.09 |
83.09 |
88.29 |
|
| S3 |
78.45 |
81.47 |
87.86 |
|
| S4 |
73.81 |
76.83 |
86.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.91 |
84.70 |
5.21 |
5.8% |
1.58 |
1.8% |
96% |
True |
False |
3,059 |
| 10 |
91.32 |
84.70 |
6.62 |
7.4% |
1.54 |
1.7% |
76% |
False |
False |
1,989 |
| 20 |
96.00 |
84.70 |
11.30 |
12.6% |
1.17 |
1.3% |
44% |
False |
False |
1,951 |
| 40 |
96.00 |
84.34 |
11.66 |
13.0% |
1.22 |
1.4% |
46% |
False |
False |
1,984 |
| 60 |
96.00 |
84.34 |
11.66 |
13.0% |
1.01 |
1.1% |
46% |
False |
False |
1,804 |
| 80 |
96.00 |
74.47 |
21.53 |
24.0% |
0.82 |
0.9% |
71% |
False |
False |
1,631 |
| 100 |
96.00 |
70.23 |
25.77 |
28.7% |
0.67 |
0.7% |
76% |
False |
False |
1,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.99 |
|
2.618 |
94.88 |
|
1.618 |
92.98 |
|
1.000 |
91.81 |
|
0.618 |
91.08 |
|
HIGH |
89.91 |
|
0.618 |
89.18 |
|
0.500 |
88.96 |
|
0.382 |
88.74 |
|
LOW |
88.01 |
|
0.618 |
86.84 |
|
1.000 |
86.11 |
|
1.618 |
84.94 |
|
2.618 |
83.04 |
|
4.250 |
79.94 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.47 |
89.08 |
| PP |
89.21 |
88.44 |
| S1 |
88.96 |
87.80 |
|