NYMEX Light Sweet Crude Oil Future September 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 |
94.10 |
92.85 |
-1.25 |
-1.3% |
92.85 |
| High |
94.50 |
93.32 |
-1.18 |
-1.2% |
96.00 |
| Low |
93.95 |
92.77 |
-1.18 |
-1.3% |
92.07 |
| Close |
93.50 |
92.20 |
-1.30 |
-1.4% |
95.19 |
| Range |
0.55 |
0.55 |
0.00 |
0.0% |
3.93 |
| ATR |
1.55 |
1.49 |
-0.06 |
-3.8% |
0.00 |
| Volume |
1,302 |
808 |
-494 |
-37.9% |
8,599 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.41 |
93.86 |
92.50 |
|
| R3 |
93.86 |
93.31 |
92.35 |
|
| R2 |
93.31 |
93.31 |
92.30 |
|
| R1 |
92.76 |
92.76 |
92.25 |
92.76 |
| PP |
92.76 |
92.76 |
92.76 |
92.77 |
| S1 |
92.21 |
92.21 |
92.15 |
92.21 |
| S2 |
92.21 |
92.21 |
92.10 |
|
| S3 |
91.66 |
91.66 |
92.05 |
|
| S4 |
91.11 |
91.11 |
91.90 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.21 |
104.63 |
97.35 |
|
| R3 |
102.28 |
100.70 |
96.27 |
|
| R2 |
98.35 |
98.35 |
95.91 |
|
| R1 |
96.77 |
96.77 |
95.55 |
97.56 |
| PP |
94.42 |
94.42 |
94.42 |
94.82 |
| S1 |
92.84 |
92.84 |
94.83 |
93.63 |
| S2 |
90.49 |
90.49 |
94.47 |
|
| S3 |
86.56 |
88.91 |
94.11 |
|
| S4 |
82.63 |
84.98 |
93.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.00 |
92.33 |
3.67 |
4.0% |
0.81 |
0.9% |
-4% |
False |
False |
1,868 |
| 10 |
96.00 |
91.30 |
4.70 |
5.1% |
0.91 |
1.0% |
19% |
False |
False |
1,545 |
| 20 |
96.00 |
86.64 |
9.36 |
10.2% |
1.00 |
1.1% |
59% |
False |
False |
1,961 |
| 40 |
96.00 |
84.34 |
11.66 |
12.6% |
1.00 |
1.1% |
67% |
False |
False |
1,555 |
| 60 |
96.00 |
79.74 |
16.26 |
17.6% |
0.78 |
0.8% |
77% |
False |
False |
1,680 |
| 80 |
96.00 |
74.17 |
21.83 |
23.7% |
0.62 |
0.7% |
83% |
False |
False |
1,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.66 |
|
2.618 |
94.76 |
|
1.618 |
94.21 |
|
1.000 |
93.87 |
|
0.618 |
93.66 |
|
HIGH |
93.32 |
|
0.618 |
93.11 |
|
0.500 |
93.05 |
|
0.382 |
92.98 |
|
LOW |
92.77 |
|
0.618 |
92.43 |
|
1.000 |
92.22 |
|
1.618 |
91.88 |
|
2.618 |
91.33 |
|
4.250 |
90.43 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.05 |
93.42 |
| PP |
92.76 |
93.01 |
| S1 |
92.48 |
92.61 |
|