NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
85.63 |
87.90 |
2.27 |
2.7% |
90.88 |
| High |
88.00 |
87.90 |
-0.10 |
-0.1% |
92.25 |
| Low |
85.17 |
85.45 |
0.28 |
0.3% |
87.95 |
| Close |
87.77 |
85.68 |
-2.09 |
-2.4% |
88.53 |
| Range |
2.83 |
2.45 |
-0.38 |
-13.4% |
4.30 |
| ATR |
2.10 |
2.13 |
0.02 |
1.2% |
0.00 |
| Volume |
3,519 |
6,527 |
3,008 |
85.5% |
26,519 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.69 |
92.14 |
87.03 |
|
| R3 |
91.24 |
89.69 |
86.35 |
|
| R2 |
88.79 |
88.79 |
86.13 |
|
| R1 |
87.24 |
87.24 |
85.90 |
86.79 |
| PP |
86.34 |
86.34 |
86.34 |
86.12 |
| S1 |
84.79 |
84.79 |
85.46 |
84.34 |
| S2 |
83.89 |
83.89 |
85.23 |
|
| S3 |
81.44 |
82.34 |
85.01 |
|
| S4 |
78.99 |
79.89 |
84.33 |
|
|
| 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 |
90.11 |
85.17 |
4.94 |
5.8% |
2.14 |
2.5% |
10% |
False |
False |
4,441 |
| 10 |
95.27 |
85.17 |
10.10 |
11.8% |
1.82 |
2.1% |
5% |
False |
False |
4,802 |
| 20 |
97.22 |
85.17 |
12.05 |
14.1% |
1.65 |
1.9% |
4% |
False |
False |
4,112 |
| 40 |
97.22 |
85.12 |
12.10 |
14.1% |
2.02 |
2.4% |
5% |
False |
False |
3,335 |
| 60 |
97.22 |
84.95 |
12.27 |
14.3% |
1.68 |
2.0% |
6% |
False |
False |
2,733 |
| 80 |
97.22 |
75.05 |
22.17 |
25.9% |
1.35 |
1.6% |
48% |
False |
False |
2,324 |
| 100 |
97.22 |
69.68 |
27.54 |
32.1% |
1.11 |
1.3% |
58% |
False |
False |
2,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.31 |
|
2.618 |
94.31 |
|
1.618 |
91.86 |
|
1.000 |
90.35 |
|
0.618 |
89.41 |
|
HIGH |
87.90 |
|
0.618 |
86.96 |
|
0.500 |
86.68 |
|
0.382 |
86.39 |
|
LOW |
85.45 |
|
0.618 |
83.94 |
|
1.000 |
83.00 |
|
1.618 |
81.49 |
|
2.618 |
79.04 |
|
4.250 |
75.04 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.68 |
87.29 |
| PP |
86.34 |
86.75 |
| S1 |
86.01 |
86.22 |
|