NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
88.17 |
85.63 |
-2.54 |
-2.9% |
90.88 |
| High |
89.40 |
88.00 |
-1.40 |
-1.6% |
92.25 |
| Low |
87.96 |
85.17 |
-2.79 |
-3.2% |
87.95 |
| Close |
88.53 |
87.77 |
-0.76 |
-0.9% |
88.53 |
| Range |
1.44 |
2.83 |
1.39 |
96.5% |
4.30 |
| ATR |
2.01 |
2.10 |
0.10 |
4.8% |
0.00 |
| Volume |
3,348 |
3,519 |
171 |
5.1% |
26,519 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.47 |
94.45 |
89.33 |
|
| R3 |
92.64 |
91.62 |
88.55 |
|
| R2 |
89.81 |
89.81 |
88.29 |
|
| R1 |
88.79 |
88.79 |
88.03 |
89.30 |
| PP |
86.98 |
86.98 |
86.98 |
87.24 |
| S1 |
85.96 |
85.96 |
87.51 |
86.47 |
| S2 |
84.15 |
84.15 |
87.25 |
|
| S3 |
81.32 |
83.13 |
86.99 |
|
| S4 |
78.49 |
80.30 |
86.21 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.48 |
99.80 |
90.90 |
|
| R3 |
98.18 |
95.50 |
89.71 |
|
| R2 |
93.88 |
93.88 |
89.32 |
|
| R1 |
91.20 |
91.20 |
88.92 |
90.39 |
| PP |
89.58 |
89.58 |
89.58 |
89.17 |
| S1 |
86.90 |
86.90 |
88.14 |
86.09 |
| S2 |
85.28 |
85.28 |
87.74 |
|
| S3 |
80.98 |
82.60 |
87.35 |
|
| S4 |
76.68 |
78.30 |
86.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.50 |
85.17 |
6.33 |
7.2% |
2.00 |
2.3% |
41% |
False |
True |
3,929 |
| 10 |
95.27 |
85.17 |
10.10 |
11.5% |
1.81 |
2.1% |
26% |
False |
True |
4,461 |
| 20 |
97.22 |
85.17 |
12.05 |
13.7% |
1.60 |
1.8% |
22% |
False |
True |
4,012 |
| 40 |
97.22 |
85.12 |
12.10 |
13.8% |
1.99 |
2.3% |
22% |
False |
False |
3,197 |
| 60 |
97.22 |
83.14 |
14.08 |
16.0% |
1.66 |
1.9% |
33% |
False |
False |
2,631 |
| 80 |
97.22 |
75.05 |
22.17 |
25.3% |
1.33 |
1.5% |
57% |
False |
False |
2,259 |
| 100 |
97.22 |
69.68 |
27.54 |
31.4% |
1.08 |
1.2% |
66% |
False |
False |
1,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.03 |
|
2.618 |
95.41 |
|
1.618 |
92.58 |
|
1.000 |
90.83 |
|
0.618 |
89.75 |
|
HIGH |
88.00 |
|
0.618 |
86.92 |
|
0.500 |
86.59 |
|
0.382 |
86.25 |
|
LOW |
85.17 |
|
0.618 |
83.42 |
|
1.000 |
82.34 |
|
1.618 |
80.59 |
|
2.618 |
77.76 |
|
4.250 |
73.14 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.38 |
87.73 |
| PP |
86.98 |
87.68 |
| S1 |
86.59 |
87.64 |
|