NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
90.91 |
91.10 |
0.19 |
0.2% |
89.60 |
| High |
90.91 |
91.40 |
0.49 |
0.5% |
91.40 |
| Low |
90.91 |
91.10 |
0.19 |
0.2% |
89.60 |
| Close |
90.91 |
90.44 |
-0.47 |
-0.5% |
90.44 |
| Range |
0.00 |
0.30 |
0.30 |
|
1.80 |
| ATR |
1.20 |
1.15 |
-0.05 |
-4.2% |
0.00 |
| Volume |
150 |
145 |
-5 |
-3.3% |
653 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.88 |
91.46 |
90.61 |
|
| R3 |
91.58 |
91.16 |
90.52 |
|
| R2 |
91.28 |
91.28 |
90.50 |
|
| R1 |
90.86 |
90.86 |
90.47 |
90.92 |
| PP |
90.98 |
90.98 |
90.98 |
91.01 |
| S1 |
90.56 |
90.56 |
90.41 |
90.62 |
| S2 |
90.68 |
90.68 |
90.39 |
|
| S3 |
90.38 |
90.26 |
90.36 |
|
| S4 |
90.08 |
89.96 |
90.28 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.88 |
94.96 |
91.43 |
|
| R3 |
94.08 |
93.16 |
90.94 |
|
| R2 |
92.28 |
92.28 |
90.77 |
|
| R1 |
91.36 |
91.36 |
90.61 |
91.82 |
| PP |
90.48 |
90.48 |
90.48 |
90.71 |
| S1 |
89.56 |
89.56 |
90.28 |
90.02 |
| S2 |
88.68 |
88.68 |
90.11 |
|
| S3 |
86.88 |
87.76 |
89.95 |
|
| S4 |
85.08 |
85.96 |
89.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.68 |
|
2.618 |
92.19 |
|
1.618 |
91.89 |
|
1.000 |
91.70 |
|
0.618 |
91.59 |
|
HIGH |
91.40 |
|
0.618 |
91.29 |
|
0.500 |
91.25 |
|
0.382 |
91.21 |
|
LOW |
91.10 |
|
0.618 |
90.91 |
|
1.000 |
90.80 |
|
1.618 |
90.61 |
|
2.618 |
90.31 |
|
4.250 |
89.83 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
91.25 |
90.79 |
| PP |
90.98 |
90.67 |
| S1 |
90.71 |
90.56 |
|