NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
94.64 |
93.52 |
-1.12 |
-1.2% |
93.15 |
| High |
94.85 |
94.72 |
-0.13 |
-0.1% |
96.35 |
| Low |
94.39 |
92.47 |
-1.92 |
-2.0% |
92.20 |
| Close |
93.89 |
92.65 |
-1.24 |
-1.3% |
95.59 |
| Range |
0.46 |
2.25 |
1.79 |
389.1% |
4.15 |
| ATR |
1.61 |
1.66 |
0.05 |
2.8% |
0.00 |
| Volume |
1,175 |
1,521 |
346 |
29.4% |
8,374 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.03 |
98.59 |
93.89 |
|
| R3 |
97.78 |
96.34 |
93.27 |
|
| R2 |
95.53 |
95.53 |
93.06 |
|
| R1 |
94.09 |
94.09 |
92.86 |
93.69 |
| PP |
93.28 |
93.28 |
93.28 |
93.08 |
| S1 |
91.84 |
91.84 |
92.44 |
91.44 |
| S2 |
91.03 |
91.03 |
92.24 |
|
| S3 |
88.78 |
89.59 |
92.03 |
|
| S4 |
86.53 |
87.34 |
91.41 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
105.53 |
97.87 |
|
| R3 |
103.01 |
101.38 |
96.73 |
|
| R2 |
98.86 |
98.86 |
96.35 |
|
| R1 |
97.23 |
97.23 |
95.97 |
98.05 |
| PP |
94.71 |
94.71 |
94.71 |
95.12 |
| S1 |
93.08 |
93.08 |
95.21 |
93.90 |
| S2 |
90.56 |
90.56 |
94.83 |
|
| S3 |
86.41 |
88.93 |
94.45 |
|
| S4 |
82.26 |
84.78 |
93.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.35 |
92.47 |
3.88 |
4.2% |
1.27 |
1.4% |
5% |
False |
True |
1,704 |
| 10 |
96.35 |
91.81 |
4.54 |
4.9% |
1.11 |
1.2% |
19% |
False |
False |
2,010 |
| 20 |
96.35 |
87.10 |
9.25 |
10.0% |
1.17 |
1.3% |
60% |
False |
False |
1,555 |
| 40 |
96.35 |
85.59 |
10.76 |
11.6% |
1.17 |
1.3% |
66% |
False |
False |
1,298 |
| 60 |
96.35 |
78.35 |
18.00 |
19.4% |
0.82 |
0.9% |
79% |
False |
False |
1,264 |
| 80 |
96.35 |
74.12 |
22.23 |
24.0% |
0.65 |
0.7% |
83% |
False |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.28 |
|
2.618 |
100.61 |
|
1.618 |
98.36 |
|
1.000 |
96.97 |
|
0.618 |
96.11 |
|
HIGH |
94.72 |
|
0.618 |
93.86 |
|
0.500 |
93.60 |
|
0.382 |
93.33 |
|
LOW |
92.47 |
|
0.618 |
91.08 |
|
1.000 |
90.22 |
|
1.618 |
88.83 |
|
2.618 |
86.58 |
|
4.250 |
82.91 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.60 |
94.03 |
| PP |
93.28 |
93.57 |
| S1 |
92.97 |
93.11 |
|