NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
93.90 |
95.29 |
1.39 |
1.5% |
90.47 |
| High |
93.90 |
96.85 |
2.95 |
3.1% |
94.63 |
| Low |
92.74 |
95.25 |
2.51 |
2.7% |
90.40 |
| Close |
93.45 |
96.80 |
3.35 |
3.6% |
93.31 |
| Range |
1.16 |
1.60 |
0.44 |
37.9% |
4.23 |
| ATR |
1.94 |
2.04 |
0.10 |
5.4% |
0.00 |
| Volume |
3,190 |
3,530 |
340 |
10.7% |
12,378 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.10 |
100.55 |
97.68 |
|
| R3 |
99.50 |
98.95 |
97.24 |
|
| R2 |
97.90 |
97.90 |
97.09 |
|
| R1 |
97.35 |
97.35 |
96.95 |
97.63 |
| PP |
96.30 |
96.30 |
96.30 |
96.44 |
| S1 |
95.75 |
95.75 |
96.65 |
96.03 |
| S2 |
94.70 |
94.70 |
96.51 |
|
| S3 |
93.10 |
94.15 |
96.36 |
|
| S4 |
91.50 |
92.55 |
95.92 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
103.62 |
95.64 |
|
| R3 |
101.24 |
99.39 |
94.47 |
|
| R2 |
97.01 |
97.01 |
94.09 |
|
| R1 |
95.16 |
95.16 |
93.70 |
96.09 |
| PP |
92.78 |
92.78 |
92.78 |
93.24 |
| S1 |
90.93 |
90.93 |
92.92 |
91.86 |
| S2 |
88.55 |
88.55 |
92.53 |
|
| S3 |
84.32 |
86.70 |
92.15 |
|
| S4 |
80.09 |
82.47 |
90.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.85 |
91.78 |
5.07 |
5.2% |
1.41 |
1.5% |
99% |
True |
False |
3,620 |
| 10 |
96.85 |
88.77 |
8.08 |
8.3% |
1.39 |
1.4% |
99% |
True |
False |
2,935 |
| 20 |
96.85 |
85.12 |
11.73 |
12.1% |
2.27 |
2.3% |
100% |
True |
False |
2,988 |
| 40 |
96.85 |
85.12 |
11.73 |
12.1% |
1.70 |
1.8% |
100% |
True |
False |
2,253 |
| 60 |
96.85 |
75.69 |
21.16 |
21.9% |
1.35 |
1.4% |
100% |
True |
False |
1,973 |
| 80 |
96.85 |
72.25 |
24.60 |
25.4% |
1.06 |
1.1% |
100% |
True |
False |
1,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.65 |
|
2.618 |
101.04 |
|
1.618 |
99.44 |
|
1.000 |
98.45 |
|
0.618 |
97.84 |
|
HIGH |
96.85 |
|
0.618 |
96.24 |
|
0.500 |
96.05 |
|
0.382 |
95.86 |
|
LOW |
95.25 |
|
0.618 |
94.26 |
|
1.000 |
93.65 |
|
1.618 |
92.66 |
|
2.618 |
91.06 |
|
4.250 |
88.45 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.55 |
96.13 |
| PP |
96.30 |
95.46 |
| S1 |
96.05 |
94.80 |
|