NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
84.93 |
85.94 |
1.01 |
1.2% |
89.95 |
| High |
87.20 |
85.94 |
-1.26 |
-1.4% |
91.32 |
| Low |
84.70 |
85.11 |
0.41 |
0.5% |
87.52 |
| Close |
87.20 |
85.20 |
-2.00 |
-2.3% |
87.94 |
| Range |
2.50 |
0.83 |
-1.67 |
-66.8% |
3.80 |
| ATR |
1.65 |
1.68 |
0.03 |
1.9% |
0.00 |
| Volume |
2,991 |
2,353 |
-638 |
-21.3% |
4,599 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
87.38 |
85.66 |
|
| R3 |
87.08 |
86.55 |
85.43 |
|
| R2 |
86.25 |
86.25 |
85.35 |
|
| R1 |
85.72 |
85.72 |
85.28 |
85.57 |
| PP |
85.42 |
85.42 |
85.42 |
85.34 |
| S1 |
84.89 |
84.89 |
85.12 |
84.74 |
| S2 |
84.59 |
84.59 |
85.05 |
|
| S3 |
83.76 |
84.06 |
84.97 |
|
| S4 |
82.93 |
83.23 |
84.74 |
|
|
| 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 |
89.10 |
84.70 |
4.40 |
5.2% |
1.44 |
1.7% |
11% |
False |
False |
1,668 |
| 10 |
93.32 |
84.70 |
8.62 |
10.1% |
1.22 |
1.4% |
6% |
False |
False |
1,559 |
| 20 |
96.00 |
84.70 |
11.30 |
13.3% |
1.07 |
1.3% |
4% |
False |
False |
1,587 |
| 40 |
96.00 |
84.34 |
11.66 |
13.7% |
1.15 |
1.4% |
7% |
False |
False |
1,788 |
| 60 |
96.00 |
84.34 |
11.66 |
13.7% |
0.96 |
1.1% |
7% |
False |
False |
1,742 |
| 80 |
96.00 |
74.47 |
21.53 |
25.3% |
0.76 |
0.9% |
50% |
False |
False |
1,541 |
| 100 |
96.00 |
69.45 |
26.55 |
31.2% |
0.63 |
0.7% |
59% |
False |
False |
1,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.47 |
|
2.618 |
88.11 |
|
1.618 |
87.28 |
|
1.000 |
86.77 |
|
0.618 |
86.45 |
|
HIGH |
85.94 |
|
0.618 |
85.62 |
|
0.500 |
85.53 |
|
0.382 |
85.43 |
|
LOW |
85.11 |
|
0.618 |
84.60 |
|
1.000 |
84.28 |
|
1.618 |
83.77 |
|
2.618 |
82.94 |
|
4.250 |
81.58 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
85.53 |
86.71 |
| PP |
85.42 |
86.21 |
| S1 |
85.31 |
85.70 |
|