NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
87.73 |
84.93 |
-2.80 |
-3.2% |
89.95 |
| High |
88.72 |
87.20 |
-1.52 |
-1.7% |
91.32 |
| Low |
87.52 |
84.70 |
-2.82 |
-3.2% |
87.52 |
| Close |
87.94 |
87.20 |
-0.74 |
-0.8% |
87.94 |
| Range |
1.20 |
2.50 |
1.30 |
108.3% |
3.80 |
| ATR |
1.53 |
1.65 |
0.12 |
8.0% |
0.00 |
| Volume |
1,167 |
2,991 |
1,824 |
156.3% |
4,599 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.87 |
93.03 |
88.58 |
|
| R3 |
91.37 |
90.53 |
87.89 |
|
| R2 |
88.87 |
88.87 |
87.66 |
|
| R1 |
88.03 |
88.03 |
87.43 |
88.45 |
| PP |
86.37 |
86.37 |
86.37 |
86.58 |
| S1 |
85.53 |
85.53 |
86.97 |
85.95 |
| S2 |
83.87 |
83.87 |
86.74 |
|
| S3 |
81.37 |
83.03 |
86.51 |
|
| S4 |
78.87 |
80.53 |
85.83 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.33 |
97.93 |
90.03 |
|
| R3 |
96.53 |
94.13 |
88.99 |
|
| R2 |
92.73 |
92.73 |
88.64 |
|
| R1 |
90.33 |
90.33 |
88.29 |
89.63 |
| PP |
88.93 |
88.93 |
88.93 |
88.58 |
| S1 |
86.53 |
86.53 |
87.59 |
85.83 |
| S2 |
85.13 |
85.13 |
87.24 |
|
| S3 |
81.33 |
82.73 |
86.90 |
|
| S4 |
77.53 |
78.93 |
85.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.30 |
84.70 |
6.60 |
7.6% |
1.73 |
2.0% |
38% |
False |
True |
1,307 |
| 10 |
94.50 |
84.70 |
9.80 |
11.2% |
1.19 |
1.4% |
26% |
False |
True |
1,454 |
| 20 |
96.00 |
84.70 |
11.30 |
13.0% |
1.03 |
1.2% |
22% |
False |
True |
1,896 |
| 40 |
96.00 |
84.34 |
11.66 |
13.4% |
1.13 |
1.3% |
25% |
False |
False |
1,737 |
| 60 |
96.00 |
83.49 |
12.51 |
14.3% |
0.94 |
1.1% |
30% |
False |
False |
1,737 |
| 80 |
96.00 |
74.47 |
21.53 |
24.7% |
0.76 |
0.9% |
59% |
False |
False |
1,515 |
| 100 |
96.00 |
69.45 |
26.55 |
30.4% |
0.62 |
0.7% |
67% |
False |
False |
1,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.83 |
|
2.618 |
93.75 |
|
1.618 |
91.25 |
|
1.000 |
89.70 |
|
0.618 |
88.75 |
|
HIGH |
87.20 |
|
0.618 |
86.25 |
|
0.500 |
85.95 |
|
0.382 |
85.66 |
|
LOW |
84.70 |
|
0.618 |
83.16 |
|
1.000 |
82.20 |
|
1.618 |
80.66 |
|
2.618 |
78.16 |
|
4.250 |
74.08 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.78 |
87.10 |
| PP |
86.37 |
87.00 |
| S1 |
85.95 |
86.90 |
|