NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
86.85 |
86.22 |
-0.63 |
-0.7% |
89.86 |
| High |
87.00 |
86.22 |
-0.78 |
-0.9% |
89.86 |
| Low |
86.85 |
86.22 |
-0.63 |
-0.7% |
86.67 |
| Close |
86.85 |
86.22 |
-0.63 |
-0.7% |
86.85 |
| Range |
0.15 |
0.00 |
-0.15 |
-100.0% |
3.19 |
| ATR |
1.07 |
1.03 |
-0.03 |
-2.9% |
0.00 |
| Volume |
1,035 |
65 |
-970 |
-93.7% |
2,083 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.22 |
86.22 |
86.22 |
|
| R3 |
86.22 |
86.22 |
86.22 |
|
| R2 |
86.22 |
86.22 |
86.22 |
|
| R1 |
86.22 |
86.22 |
86.22 |
86.22 |
| PP |
86.22 |
86.22 |
86.22 |
86.22 |
| S1 |
86.22 |
86.22 |
86.22 |
86.22 |
| S2 |
86.22 |
86.22 |
86.22 |
|
| S3 |
86.22 |
86.22 |
86.22 |
|
| S4 |
86.22 |
86.22 |
86.22 |
|
|
| 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 |
88.49 |
86.22 |
2.27 |
2.6% |
0.03 |
0.0% |
0% |
False |
True |
347 |
| 10 |
92.03 |
86.22 |
5.81 |
6.7% |
0.02 |
0.0% |
0% |
False |
True |
477 |
| 20 |
93.93 |
86.22 |
7.71 |
8.9% |
0.08 |
0.1% |
0% |
False |
True |
319 |
| 40 |
93.93 |
83.94 |
9.99 |
11.6% |
0.57 |
0.7% |
23% |
False |
False |
543 |
| 60 |
93.93 |
82.46 |
11.47 |
13.3% |
0.77 |
0.9% |
33% |
False |
False |
589 |
| 80 |
93.93 |
73.20 |
20.73 |
24.0% |
0.61 |
0.7% |
63% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.22 |
|
2.618 |
86.22 |
|
1.618 |
86.22 |
|
1.000 |
86.22 |
|
0.618 |
86.22 |
|
HIGH |
86.22 |
|
0.618 |
86.22 |
|
0.500 |
86.22 |
|
0.382 |
86.22 |
|
LOW |
86.22 |
|
0.618 |
86.22 |
|
1.000 |
86.22 |
|
1.618 |
86.22 |
|
2.618 |
86.22 |
|
4.250 |
86.22 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.22 |
86.61 |
| PP |
86.22 |
86.48 |
| S1 |
86.22 |
86.35 |
|