NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
88.60 |
87.80 |
-0.80 |
-0.9% |
93.89 |
High |
88.70 |
88.75 |
0.05 |
0.1% |
94.50 |
Low |
86.73 |
86.50 |
-0.23 |
-0.3% |
88.57 |
Close |
87.72 |
86.93 |
-0.79 |
-0.9% |
88.88 |
Range |
1.97 |
2.25 |
0.28 |
14.2% |
5.93 |
ATR |
|
|
|
|
|
Volume |
14,092 |
19,134 |
5,042 |
35.8% |
81,887 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.14 |
92.79 |
88.17 |
|
R3 |
91.89 |
90.54 |
87.55 |
|
R2 |
89.64 |
89.64 |
87.34 |
|
R1 |
88.29 |
88.29 |
87.14 |
87.84 |
PP |
87.39 |
87.39 |
87.39 |
87.17 |
S1 |
86.04 |
86.04 |
86.72 |
85.59 |
S2 |
85.14 |
85.14 |
86.52 |
|
S3 |
82.89 |
83.79 |
86.31 |
|
S4 |
80.64 |
81.54 |
85.69 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.44 |
104.59 |
92.14 |
|
R3 |
102.51 |
98.66 |
90.51 |
|
R2 |
96.58 |
96.58 |
89.97 |
|
R1 |
92.73 |
92.73 |
89.42 |
91.69 |
PP |
90.65 |
90.65 |
90.65 |
90.13 |
S1 |
86.80 |
86.80 |
88.34 |
85.76 |
S2 |
84.72 |
84.72 |
87.79 |
|
S3 |
78.79 |
80.87 |
87.25 |
|
S4 |
72.86 |
74.94 |
85.62 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.31 |
2.618 |
94.64 |
1.618 |
92.39 |
1.000 |
91.00 |
0.618 |
90.14 |
HIGH |
88.75 |
0.618 |
87.89 |
0.500 |
87.63 |
0.382 |
87.36 |
LOW |
86.50 |
0.618 |
85.11 |
1.000 |
84.25 |
1.618 |
82.86 |
2.618 |
80.61 |
4.250 |
76.94 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
87.63 |
88.43 |
PP |
87.39 |
87.93 |
S1 |
87.16 |
87.43 |
|