NYMEX Light Sweet Crude Oil Future August 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 |
93.15 |
94.30 |
1.15 |
1.2% |
90.20 |
| High |
93.70 |
96.23 |
2.53 |
2.7% |
93.98 |
| Low |
92.20 |
94.30 |
2.10 |
2.3% |
90.20 |
| Close |
92.92 |
96.22 |
3.30 |
3.6% |
92.76 |
| Range |
1.50 |
1.93 |
0.43 |
28.7% |
3.78 |
| ATR |
1.46 |
1.60 |
0.13 |
9.0% |
0.00 |
| Volume |
1,080 |
3,124 |
2,044 |
189.3% |
7,871 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.37 |
100.73 |
97.28 |
|
| R3 |
99.44 |
98.80 |
96.75 |
|
| R2 |
97.51 |
97.51 |
96.57 |
|
| R1 |
96.87 |
96.87 |
96.40 |
97.19 |
| PP |
95.58 |
95.58 |
95.58 |
95.75 |
| S1 |
94.94 |
94.94 |
96.04 |
95.26 |
| S2 |
93.65 |
93.65 |
95.87 |
|
| S3 |
91.72 |
93.01 |
95.69 |
|
| S4 |
89.79 |
91.08 |
95.16 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
101.99 |
94.84 |
|
| R3 |
99.87 |
98.21 |
93.80 |
|
| R2 |
96.09 |
96.09 |
93.45 |
|
| R1 |
94.43 |
94.43 |
93.11 |
95.26 |
| PP |
92.31 |
92.31 |
92.31 |
92.73 |
| S1 |
90.65 |
90.65 |
92.41 |
91.48 |
| S2 |
88.53 |
88.53 |
92.07 |
|
| S3 |
84.75 |
86.87 |
91.72 |
|
| S4 |
80.97 |
83.09 |
90.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.23 |
91.81 |
4.42 |
4.6% |
0.95 |
1.0% |
100% |
True |
False |
2,316 |
| 10 |
96.23 |
88.54 |
7.69 |
8.0% |
1.00 |
1.0% |
100% |
True |
False |
1,775 |
| 20 |
96.23 |
85.59 |
10.64 |
11.1% |
1.21 |
1.3% |
100% |
True |
False |
1,729 |
| 40 |
96.23 |
85.59 |
10.64 |
11.1% |
1.05 |
1.1% |
100% |
True |
False |
1,215 |
| 60 |
96.23 |
75.35 |
20.88 |
21.7% |
0.72 |
0.8% |
100% |
True |
False |
1,146 |
| 80 |
96.23 |
72.10 |
24.13 |
25.1% |
0.57 |
0.6% |
100% |
True |
False |
1,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.43 |
|
2.618 |
101.28 |
|
1.618 |
99.35 |
|
1.000 |
98.16 |
|
0.618 |
97.42 |
|
HIGH |
96.23 |
|
0.618 |
95.49 |
|
0.500 |
95.27 |
|
0.382 |
95.04 |
|
LOW |
94.30 |
|
0.618 |
93.11 |
|
1.000 |
92.37 |
|
1.618 |
91.18 |
|
2.618 |
89.25 |
|
4.250 |
86.10 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.90 |
95.55 |
| PP |
95.58 |
94.88 |
| S1 |
95.27 |
94.22 |
|