NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
95.53 |
96.33 |
0.80 |
0.8% |
93.90 |
| High |
96.00 |
96.33 |
0.33 |
0.3% |
97.22 |
| Low |
95.17 |
93.00 |
-2.17 |
-2.3% |
92.74 |
| Close |
96.00 |
93.38 |
-2.62 |
-2.7% |
96.00 |
| Range |
0.83 |
3.33 |
2.50 |
301.2% |
4.48 |
| ATR |
1.95 |
2.05 |
0.10 |
5.1% |
0.00 |
| Volume |
4,564 |
1,933 |
-2,631 |
-57.6% |
16,789 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.23 |
102.13 |
95.21 |
|
| R3 |
100.90 |
98.80 |
94.30 |
|
| R2 |
97.57 |
97.57 |
93.99 |
|
| R1 |
95.47 |
95.47 |
93.69 |
94.86 |
| PP |
94.24 |
94.24 |
94.24 |
93.93 |
| S1 |
92.14 |
92.14 |
93.07 |
91.53 |
| S2 |
90.91 |
90.91 |
92.77 |
|
| S3 |
87.58 |
88.81 |
92.46 |
|
| S4 |
84.25 |
85.48 |
91.55 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.76 |
106.86 |
98.46 |
|
| R3 |
104.28 |
102.38 |
97.23 |
|
| R2 |
99.80 |
99.80 |
96.82 |
|
| R1 |
97.90 |
97.90 |
96.41 |
98.85 |
| PP |
95.32 |
95.32 |
95.32 |
95.80 |
| S1 |
93.42 |
93.42 |
95.59 |
94.37 |
| S2 |
90.84 |
90.84 |
95.18 |
|
| S3 |
86.36 |
88.94 |
94.77 |
|
| S4 |
81.88 |
84.46 |
93.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.22 |
92.74 |
4.48 |
4.8% |
1.59 |
1.7% |
14% |
False |
False |
3,744 |
| 10 |
97.22 |
90.12 |
7.10 |
7.6% |
1.38 |
1.5% |
46% |
False |
False |
3,562 |
| 20 |
97.22 |
85.67 |
11.55 |
12.4% |
1.70 |
1.8% |
67% |
False |
False |
2,986 |
| 40 |
97.22 |
85.12 |
12.10 |
13.0% |
1.77 |
1.9% |
68% |
False |
False |
2,437 |
| 60 |
97.22 |
78.25 |
18.97 |
20.3% |
1.41 |
1.5% |
80% |
False |
False |
2,076 |
| 80 |
97.22 |
73.75 |
23.47 |
25.1% |
1.12 |
1.2% |
84% |
False |
False |
1,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.48 |
|
2.618 |
105.05 |
|
1.618 |
101.72 |
|
1.000 |
99.66 |
|
0.618 |
98.39 |
|
HIGH |
96.33 |
|
0.618 |
95.06 |
|
0.500 |
94.67 |
|
0.382 |
94.27 |
|
LOW |
93.00 |
|
0.618 |
90.94 |
|
1.000 |
89.67 |
|
1.618 |
87.61 |
|
2.618 |
84.28 |
|
4.250 |
78.85 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.67 |
95.11 |
| PP |
94.24 |
94.53 |
| S1 |
93.81 |
93.96 |
|