NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
87.90 |
86.27 |
-1.63 |
-1.9% |
90.88 |
| High |
87.90 |
87.84 |
-0.06 |
-0.1% |
92.25 |
| Low |
85.45 |
85.90 |
0.45 |
0.5% |
87.95 |
| Close |
85.68 |
87.84 |
2.16 |
2.5% |
88.53 |
| Range |
2.45 |
1.94 |
-0.51 |
-20.8% |
4.30 |
| ATR |
2.13 |
2.13 |
0.00 |
0.1% |
0.00 |
| Volume |
6,527 |
9,014 |
2,487 |
38.1% |
26,519 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.01 |
92.37 |
88.91 |
|
| R3 |
91.07 |
90.43 |
88.37 |
|
| R2 |
89.13 |
89.13 |
88.20 |
|
| R1 |
88.49 |
88.49 |
88.02 |
88.81 |
| PP |
87.19 |
87.19 |
87.19 |
87.36 |
| S1 |
86.55 |
86.55 |
87.66 |
86.87 |
| S2 |
85.25 |
85.25 |
87.48 |
|
| S3 |
83.31 |
84.61 |
87.31 |
|
| S4 |
81.37 |
82.67 |
86.77 |
|
|
| 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 |
5.6% |
2.16 |
2.5% |
54% |
False |
False |
5,525 |
| 10 |
92.25 |
85.17 |
7.08 |
8.1% |
1.78 |
2.0% |
38% |
False |
False |
5,410 |
| 20 |
97.22 |
85.17 |
12.05 |
13.7% |
1.74 |
2.0% |
22% |
False |
False |
4,513 |
| 40 |
97.22 |
85.12 |
12.10 |
13.8% |
2.05 |
2.3% |
22% |
False |
False |
3,553 |
| 60 |
97.22 |
84.95 |
12.27 |
14.0% |
1.70 |
1.9% |
24% |
False |
False |
2,856 |
| 80 |
97.22 |
75.05 |
22.17 |
25.2% |
1.36 |
1.6% |
58% |
False |
False |
2,435 |
| 100 |
97.22 |
70.29 |
26.93 |
30.7% |
1.12 |
1.3% |
65% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.09 |
|
2.618 |
92.92 |
|
1.618 |
90.98 |
|
1.000 |
89.78 |
|
0.618 |
89.04 |
|
HIGH |
87.84 |
|
0.618 |
87.10 |
|
0.500 |
86.87 |
|
0.382 |
86.64 |
|
LOW |
85.90 |
|
0.618 |
84.70 |
|
1.000 |
83.96 |
|
1.618 |
82.76 |
|
2.618 |
80.82 |
|
4.250 |
77.66 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.52 |
87.42 |
| PP |
87.19 |
87.00 |
| S1 |
86.87 |
86.59 |
|