NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
88.53 |
88.44 |
-0.09 |
-0.1% |
90.25 |
| High |
89.42 |
89.03 |
-0.39 |
-0.4% |
91.90 |
| Low |
87.69 |
87.69 |
0.00 |
0.0% |
87.69 |
| Close |
88.01 |
88.23 |
0.22 |
0.2% |
88.23 |
| Range |
1.73 |
1.34 |
-0.39 |
-22.5% |
4.21 |
| ATR |
1.73 |
1.70 |
-0.03 |
-1.6% |
0.00 |
| Volume |
2,850 |
2,342 |
-508 |
-17.8% |
12,189 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.34 |
91.62 |
88.97 |
|
| R3 |
91.00 |
90.28 |
88.60 |
|
| R2 |
89.66 |
89.66 |
88.48 |
|
| R1 |
88.94 |
88.94 |
88.35 |
88.63 |
| PP |
88.32 |
88.32 |
88.32 |
88.16 |
| S1 |
87.60 |
87.60 |
88.11 |
87.29 |
| S2 |
86.98 |
86.98 |
87.98 |
|
| S3 |
85.64 |
86.26 |
87.86 |
|
| S4 |
84.30 |
84.92 |
87.49 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.90 |
99.28 |
90.55 |
|
| R3 |
97.69 |
95.07 |
89.39 |
|
| R2 |
93.48 |
93.48 |
89.00 |
|
| R1 |
90.86 |
90.86 |
88.62 |
90.07 |
| PP |
89.27 |
89.27 |
89.27 |
88.88 |
| S1 |
86.65 |
86.65 |
87.84 |
85.86 |
| S2 |
85.06 |
85.06 |
87.46 |
|
| S3 |
80.85 |
82.44 |
87.07 |
|
| S4 |
76.64 |
78.23 |
85.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.90 |
87.69 |
4.21 |
4.8% |
1.45 |
1.6% |
13% |
False |
True |
2,437 |
| 10 |
95.59 |
87.69 |
7.90 |
9.0% |
1.57 |
1.8% |
7% |
False |
True |
2,193 |
| 20 |
96.35 |
87.69 |
8.66 |
9.8% |
1.14 |
1.3% |
6% |
False |
True |
2,113 |
| 40 |
96.35 |
85.59 |
10.76 |
12.2% |
1.26 |
1.4% |
25% |
False |
False |
1,656 |
| 60 |
96.35 |
81.95 |
14.40 |
16.3% |
0.98 |
1.1% |
44% |
False |
False |
1,451 |
| 80 |
96.35 |
74.41 |
21.94 |
24.9% |
0.78 |
0.9% |
63% |
False |
False |
1,244 |
| 100 |
96.35 |
69.15 |
27.20 |
30.8% |
0.63 |
0.7% |
70% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.73 |
|
2.618 |
92.54 |
|
1.618 |
91.20 |
|
1.000 |
90.37 |
|
0.618 |
89.86 |
|
HIGH |
89.03 |
|
0.618 |
88.52 |
|
0.500 |
88.36 |
|
0.382 |
88.20 |
|
LOW |
87.69 |
|
0.618 |
86.86 |
|
1.000 |
86.35 |
|
1.618 |
85.52 |
|
2.618 |
84.18 |
|
4.250 |
82.00 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.36 |
88.59 |
| PP |
88.32 |
88.47 |
| S1 |
88.27 |
88.35 |
|