NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
85.94 |
85.70 |
-0.24 |
-0.3% |
89.95 |
| High |
85.94 |
87.15 |
1.21 |
1.4% |
91.32 |
| Low |
85.11 |
85.68 |
0.57 |
0.7% |
87.52 |
| Close |
85.20 |
87.29 |
2.09 |
2.5% |
87.94 |
| Range |
0.83 |
1.47 |
0.64 |
77.1% |
3.80 |
| ATR |
1.68 |
1.70 |
0.02 |
1.1% |
0.00 |
| Volume |
2,353 |
3,211 |
858 |
36.5% |
4,599 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.12 |
90.67 |
88.10 |
|
| R3 |
89.65 |
89.20 |
87.69 |
|
| R2 |
88.18 |
88.18 |
87.56 |
|
| R1 |
87.73 |
87.73 |
87.42 |
87.96 |
| PP |
86.71 |
86.71 |
86.71 |
86.82 |
| S1 |
86.26 |
86.26 |
87.16 |
86.49 |
| S2 |
85.24 |
85.24 |
87.02 |
|
| S3 |
83.77 |
84.79 |
86.89 |
|
| S4 |
82.30 |
83.32 |
86.48 |
|
|
| 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 |
5.0% |
1.49 |
1.7% |
59% |
False |
False |
2,110 |
| 10 |
91.32 |
84.70 |
6.62 |
7.6% |
1.31 |
1.5% |
39% |
False |
False |
1,800 |
| 20 |
96.00 |
84.70 |
11.30 |
12.9% |
1.11 |
1.3% |
23% |
False |
False |
1,673 |
| 40 |
96.00 |
84.34 |
11.66 |
13.4% |
1.17 |
1.3% |
25% |
False |
False |
1,866 |
| 60 |
96.00 |
84.34 |
11.66 |
13.4% |
0.98 |
1.1% |
25% |
False |
False |
1,734 |
| 80 |
96.00 |
74.47 |
21.53 |
24.7% |
0.78 |
0.9% |
60% |
False |
False |
1,560 |
| 100 |
96.00 |
69.60 |
26.40 |
30.2% |
0.64 |
0.7% |
67% |
False |
False |
1,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.40 |
|
2.618 |
91.00 |
|
1.618 |
89.53 |
|
1.000 |
88.62 |
|
0.618 |
88.06 |
|
HIGH |
87.15 |
|
0.618 |
86.59 |
|
0.500 |
86.42 |
|
0.382 |
86.24 |
|
LOW |
85.68 |
|
0.618 |
84.77 |
|
1.000 |
84.21 |
|
1.618 |
83.30 |
|
2.618 |
81.83 |
|
4.250 |
79.43 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.00 |
86.84 |
| PP |
86.71 |
86.40 |
| S1 |
86.42 |
85.95 |
|