NYMEX Light Sweet Crude Oil Future November 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 |
89.13 |
87.39 |
-1.74 |
-2.0% |
94.27 |
High |
89.13 |
88.16 |
-0.97 |
-1.1% |
94.27 |
Low |
88.68 |
87.23 |
-1.45 |
-1.6% |
89.30 |
Close |
89.11 |
87.98 |
-1.13 |
-1.3% |
89.21 |
Range |
0.45 |
0.93 |
0.48 |
106.7% |
4.97 |
ATR |
|
|
|
|
|
Volume |
496 |
237 |
-259 |
-52.2% |
3,665 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.58 |
90.21 |
88.49 |
|
R3 |
89.65 |
89.28 |
88.24 |
|
R2 |
88.72 |
88.72 |
88.15 |
|
R1 |
88.35 |
88.35 |
88.07 |
88.54 |
PP |
87.79 |
87.79 |
87.79 |
87.88 |
S1 |
87.42 |
87.42 |
87.89 |
87.61 |
S2 |
86.86 |
86.86 |
87.81 |
|
S3 |
85.93 |
86.49 |
87.72 |
|
S4 |
85.00 |
85.56 |
87.47 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.84 |
102.49 |
91.94 |
|
R3 |
100.87 |
97.52 |
90.58 |
|
R2 |
95.90 |
95.90 |
90.12 |
|
R1 |
92.55 |
92.55 |
89.67 |
91.74 |
PP |
90.93 |
90.93 |
90.93 |
90.52 |
S1 |
87.58 |
87.58 |
88.75 |
86.77 |
S2 |
85.96 |
85.96 |
88.30 |
|
S3 |
80.99 |
82.61 |
87.84 |
|
S4 |
76.02 |
77.64 |
86.48 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.11 |
2.618 |
90.59 |
1.618 |
89.66 |
1.000 |
89.09 |
0.618 |
88.73 |
HIGH |
88.16 |
0.618 |
87.80 |
0.500 |
87.70 |
0.382 |
87.59 |
LOW |
87.23 |
0.618 |
86.66 |
1.000 |
86.30 |
1.618 |
85.73 |
2.618 |
84.80 |
4.250 |
83.28 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
87.89 |
88.91 |
PP |
87.79 |
88.60 |
S1 |
87.70 |
88.29 |
|