NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
89.86 |
88.49 |
-1.37 |
-1.5% |
91.36 |
| High |
89.86 |
88.49 |
-1.37 |
-1.5% |
92.03 |
| Low |
89.86 |
88.49 |
-1.37 |
-1.5% |
88.58 |
| Close |
89.86 |
88.49 |
-1.37 |
-1.5% |
88.53 |
| Range |
|
|
|
|
|
| ATR |
1.14 |
1.16 |
0.02 |
1.4% |
0.00 |
| Volume |
410 |
82 |
-328 |
-80.0% |
2,725 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.49 |
88.49 |
88.49 |
|
| R3 |
88.49 |
88.49 |
88.49 |
|
| R2 |
88.49 |
88.49 |
88.49 |
|
| R1 |
88.49 |
88.49 |
88.49 |
88.49 |
| PP |
88.49 |
88.49 |
88.49 |
88.49 |
| S1 |
88.49 |
88.49 |
88.49 |
88.49 |
| S2 |
88.49 |
88.49 |
88.49 |
|
| S3 |
88.49 |
88.49 |
88.49 |
|
| S4 |
88.49 |
88.49 |
88.49 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.06 |
97.75 |
90.43 |
|
| R3 |
96.61 |
94.30 |
89.48 |
|
| R2 |
93.16 |
93.16 |
89.16 |
|
| R1 |
90.85 |
90.85 |
88.85 |
90.28 |
| PP |
89.71 |
89.71 |
89.71 |
89.43 |
| S1 |
87.40 |
87.40 |
88.21 |
86.83 |
| S2 |
86.26 |
86.26 |
87.90 |
|
| S3 |
82.81 |
83.95 |
87.58 |
|
| S4 |
79.36 |
80.50 |
86.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.53 |
88.49 |
2.04 |
2.3% |
0.00 |
0.0% |
0% |
False |
True |
518 |
| 10 |
93.93 |
88.49 |
5.44 |
6.1% |
0.12 |
0.1% |
0% |
False |
True |
364 |
| 20 |
93.93 |
87.68 |
6.25 |
7.1% |
0.14 |
0.2% |
13% |
False |
False |
361 |
| 40 |
93.93 |
83.94 |
9.99 |
11.3% |
0.67 |
0.8% |
46% |
False |
False |
615 |
| 60 |
93.93 |
78.79 |
15.14 |
17.1% |
0.77 |
0.9% |
64% |
False |
False |
615 |
| 80 |
93.93 |
73.20 |
20.73 |
23.4% |
0.61 |
0.7% |
74% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.49 |
|
2.618 |
88.49 |
|
1.618 |
88.49 |
|
1.000 |
88.49 |
|
0.618 |
88.49 |
|
HIGH |
88.49 |
|
0.618 |
88.49 |
|
0.500 |
88.49 |
|
0.382 |
88.49 |
|
LOW |
88.49 |
|
0.618 |
88.49 |
|
1.000 |
88.49 |
|
1.618 |
88.49 |
|
2.618 |
88.49 |
|
4.250 |
88.49 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.49 |
89.18 |
| PP |
88.49 |
88.95 |
| S1 |
88.49 |
88.72 |
|