NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
86.67 |
86.85 |
0.18 |
0.2% |
89.86 |
| High |
86.67 |
87.00 |
0.33 |
0.4% |
89.86 |
| Low |
86.67 |
86.85 |
0.18 |
0.2% |
86.67 |
| Close |
86.67 |
86.85 |
0.18 |
0.2% |
86.85 |
| Range |
0.00 |
0.15 |
0.15 |
|
3.19 |
| ATR |
1.12 |
1.07 |
-0.06 |
-5.0% |
0.00 |
| Volume |
150 |
1,035 |
885 |
590.0% |
2,083 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.35 |
87.25 |
86.93 |
|
| R3 |
87.20 |
87.10 |
86.89 |
|
| R2 |
87.05 |
87.05 |
86.88 |
|
| R1 |
86.95 |
86.95 |
86.86 |
86.93 |
| PP |
86.90 |
86.90 |
86.90 |
86.89 |
| S1 |
86.80 |
86.80 |
86.84 |
86.78 |
| S2 |
86.75 |
86.75 |
86.82 |
|
| S3 |
86.60 |
86.65 |
86.81 |
|
| S4 |
86.45 |
86.50 |
86.77 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.36 |
95.30 |
88.60 |
|
| R3 |
94.17 |
92.11 |
87.73 |
|
| R2 |
90.98 |
90.98 |
87.43 |
|
| R1 |
88.92 |
88.92 |
87.14 |
88.36 |
| PP |
87.79 |
87.79 |
87.79 |
87.51 |
| S1 |
85.73 |
85.73 |
86.56 |
85.17 |
| S2 |
84.60 |
84.60 |
86.27 |
|
| S3 |
81.41 |
82.54 |
85.97 |
|
| S4 |
78.22 |
79.35 |
85.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.86 |
86.67 |
3.19 |
3.7% |
0.03 |
0.0% |
6% |
False |
False |
416 |
| 10 |
92.03 |
86.67 |
5.36 |
6.2% |
0.02 |
0.0% |
3% |
False |
False |
480 |
| 20 |
93.93 |
86.67 |
7.26 |
8.4% |
0.08 |
0.1% |
2% |
False |
False |
376 |
| 40 |
93.93 |
83.94 |
9.99 |
11.5% |
0.57 |
0.7% |
29% |
False |
False |
581 |
| 60 |
93.93 |
80.25 |
13.68 |
15.8% |
0.77 |
0.9% |
48% |
False |
False |
591 |
| 80 |
93.93 |
73.20 |
20.73 |
23.9% |
0.61 |
0.7% |
66% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.64 |
|
2.618 |
87.39 |
|
1.618 |
87.24 |
|
1.000 |
87.15 |
|
0.618 |
87.09 |
|
HIGH |
87.00 |
|
0.618 |
86.94 |
|
0.500 |
86.93 |
|
0.382 |
86.91 |
|
LOW |
86.85 |
|
0.618 |
86.76 |
|
1.000 |
86.70 |
|
1.618 |
86.61 |
|
2.618 |
86.46 |
|
4.250 |
86.21 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.93 |
87.06 |
| PP |
86.90 |
86.99 |
| S1 |
86.88 |
86.92 |
|