NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
88.72 |
89.00 |
0.28 |
0.3% |
93.90 |
| High |
88.94 |
89.10 |
0.16 |
0.2% |
94.50 |
| Low |
87.71 |
87.66 |
-0.05 |
-0.1% |
89.70 |
| Close |
88.52 |
87.73 |
-0.79 |
-0.9% |
89.88 |
| Range |
1.23 |
1.44 |
0.21 |
17.1% |
4.80 |
| ATR |
1.56 |
1.55 |
-0.01 |
-0.6% |
0.00 |
| Volume |
1,001 |
832 |
-169 |
-16.9% |
8,710 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.48 |
91.55 |
88.52 |
|
| R3 |
91.04 |
90.11 |
88.13 |
|
| R2 |
89.60 |
89.60 |
87.99 |
|
| R1 |
88.67 |
88.67 |
87.86 |
88.42 |
| PP |
88.16 |
88.16 |
88.16 |
88.04 |
| S1 |
87.23 |
87.23 |
87.60 |
86.98 |
| S2 |
86.72 |
86.72 |
87.47 |
|
| S3 |
85.28 |
85.79 |
87.33 |
|
| S4 |
83.84 |
84.35 |
86.94 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.76 |
102.62 |
92.52 |
|
| R3 |
100.96 |
97.82 |
91.20 |
|
| R2 |
96.16 |
96.16 |
90.76 |
|
| R1 |
93.02 |
93.02 |
90.32 |
92.19 |
| PP |
91.36 |
91.36 |
91.36 |
90.95 |
| S1 |
88.22 |
88.22 |
89.44 |
87.39 |
| S2 |
86.56 |
86.56 |
89.00 |
|
| S3 |
81.76 |
83.42 |
88.56 |
|
| S4 |
76.96 |
78.62 |
87.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.32 |
87.66 |
3.66 |
4.2% |
1.35 |
1.5% |
2% |
False |
True |
1,103 |
| 10 |
95.38 |
87.66 |
7.72 |
8.8% |
1.04 |
1.2% |
1% |
False |
True |
1,403 |
| 20 |
96.00 |
87.66 |
8.34 |
9.5% |
0.89 |
1.0% |
1% |
False |
True |
1,775 |
| 40 |
96.00 |
84.34 |
11.66 |
13.3% |
1.06 |
1.2% |
29% |
False |
False |
1,666 |
| 60 |
96.00 |
79.86 |
16.14 |
18.4% |
0.88 |
1.0% |
49% |
False |
False |
1,677 |
| 80 |
96.00 |
74.47 |
21.53 |
24.5% |
0.71 |
0.8% |
62% |
False |
False |
1,477 |
| 100 |
96.00 |
69.08 |
26.92 |
30.7% |
0.58 |
0.7% |
69% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.22 |
|
2.618 |
92.87 |
|
1.618 |
91.43 |
|
1.000 |
90.54 |
|
0.618 |
89.99 |
|
HIGH |
89.10 |
|
0.618 |
88.55 |
|
0.500 |
88.38 |
|
0.382 |
88.21 |
|
LOW |
87.66 |
|
0.618 |
86.77 |
|
1.000 |
86.22 |
|
1.618 |
85.33 |
|
2.618 |
83.89 |
|
4.250 |
81.54 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.38 |
89.48 |
| PP |
88.16 |
88.90 |
| S1 |
87.95 |
88.31 |
|