NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
90.00 |
88.60 |
-1.40 |
-1.6% |
93.89 |
| High |
90.36 |
88.70 |
-1.66 |
-1.8% |
94.50 |
| Low |
88.17 |
86.73 |
-1.44 |
-1.6% |
88.57 |
| Close |
88.80 |
87.72 |
-1.08 |
-1.2% |
88.88 |
| Range |
2.19 |
1.97 |
-0.22 |
-10.0% |
5.93 |
| ATR |
|
|
|
|
|
| Volume |
8,807 |
14,092 |
5,285 |
60.0% |
81,887 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
92.64 |
88.80 |
|
| R3 |
91.66 |
90.67 |
88.26 |
|
| R2 |
89.69 |
89.69 |
88.08 |
|
| R1 |
88.70 |
88.70 |
87.90 |
88.21 |
| PP |
87.72 |
87.72 |
87.72 |
87.47 |
| S1 |
86.73 |
86.73 |
87.54 |
86.24 |
| S2 |
85.75 |
85.75 |
87.36 |
|
| S3 |
83.78 |
84.76 |
87.18 |
|
| S4 |
81.81 |
82.79 |
86.64 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.44 |
104.59 |
92.14 |
|
| R3 |
102.51 |
98.66 |
90.51 |
|
| R2 |
96.58 |
96.58 |
89.97 |
|
| R1 |
92.73 |
92.73 |
89.42 |
91.69 |
| PP |
90.65 |
90.65 |
90.65 |
90.13 |
| S1 |
86.80 |
86.80 |
88.34 |
85.76 |
| S2 |
84.72 |
84.72 |
87.79 |
|
| S3 |
78.79 |
80.87 |
87.25 |
|
| S4 |
72.86 |
74.94 |
85.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.07 |
|
2.618 |
93.86 |
|
1.618 |
91.89 |
|
1.000 |
90.67 |
|
0.618 |
89.92 |
|
HIGH |
88.70 |
|
0.618 |
87.95 |
|
0.500 |
87.72 |
|
0.382 |
87.48 |
|
LOW |
86.73 |
|
0.618 |
85.51 |
|
1.000 |
84.76 |
|
1.618 |
83.54 |
|
2.618 |
81.57 |
|
4.250 |
78.36 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.72 |
88.60 |
| PP |
87.72 |
88.31 |
| S1 |
87.72 |
88.01 |
|