NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.20 |
87.65 |
-1.55 |
-1.7% |
93.63 |
High |
89.44 |
87.70 |
-1.74 |
-1.9% |
93.72 |
Low |
89.07 |
87.44 |
-1.63 |
-1.8% |
89.54 |
Close |
89.42 |
88.24 |
-1.18 |
-1.3% |
89.54 |
Range |
0.37 |
0.26 |
-0.11 |
-29.7% |
4.18 |
ATR |
|
|
|
|
|
Volume |
229 |
383 |
154 |
67.2% |
1,996 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.57 |
88.67 |
88.38 |
|
R3 |
88.31 |
88.41 |
88.31 |
|
R2 |
88.05 |
88.05 |
88.29 |
|
R1 |
88.15 |
88.15 |
88.26 |
88.10 |
PP |
87.79 |
87.79 |
87.79 |
87.77 |
S1 |
87.89 |
87.89 |
88.22 |
87.84 |
S2 |
87.53 |
87.53 |
88.19 |
|
S3 |
87.27 |
87.63 |
88.17 |
|
S4 |
87.01 |
87.37 |
88.10 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.47 |
100.69 |
91.84 |
|
R3 |
99.29 |
96.51 |
90.69 |
|
R2 |
95.11 |
95.11 |
90.31 |
|
R1 |
92.33 |
92.33 |
89.92 |
91.63 |
PP |
90.93 |
90.93 |
90.93 |
90.59 |
S1 |
88.15 |
88.15 |
89.16 |
87.45 |
S2 |
86.75 |
86.75 |
88.77 |
|
S3 |
82.57 |
83.97 |
88.39 |
|
S4 |
78.39 |
79.79 |
87.24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.81 |
2.618 |
88.38 |
1.618 |
88.12 |
1.000 |
87.96 |
0.618 |
87.86 |
HIGH |
87.70 |
0.618 |
87.60 |
0.500 |
87.57 |
0.382 |
87.54 |
LOW |
87.44 |
0.618 |
87.28 |
1.000 |
87.18 |
1.618 |
87.02 |
2.618 |
86.76 |
4.250 |
86.34 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
88.02 |
89.21 |
PP |
87.79 |
88.89 |
S1 |
87.57 |
88.56 |
|