NYMEX Light Sweet Crude Oil Future December 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 |
86.48 |
85.35 |
-1.13 |
-1.3% |
88.88 |
| High |
86.48 |
86.85 |
0.37 |
0.4% |
90.47 |
| Low |
84.50 |
84.75 |
0.25 |
0.3% |
86.50 |
| Close |
84.62 |
86.65 |
2.03 |
2.4% |
87.11 |
| Range |
1.98 |
2.10 |
0.12 |
6.1% |
3.97 |
| ATR |
2.13 |
2.13 |
0.01 |
0.4% |
0.00 |
| Volume |
24,861 |
15,232 |
-9,629 |
-38.7% |
71,708 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.38 |
91.62 |
87.81 |
|
| R3 |
90.28 |
89.52 |
87.23 |
|
| R2 |
88.18 |
88.18 |
87.04 |
|
| R1 |
87.42 |
87.42 |
86.84 |
87.80 |
| PP |
86.08 |
86.08 |
86.08 |
86.28 |
| S1 |
85.32 |
85.32 |
86.46 |
85.70 |
| S2 |
83.98 |
83.98 |
86.27 |
|
| S3 |
81.88 |
83.22 |
86.07 |
|
| S4 |
79.78 |
81.12 |
85.50 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.94 |
97.49 |
89.29 |
|
| R3 |
95.97 |
93.52 |
88.20 |
|
| R2 |
92.00 |
92.00 |
87.84 |
|
| R1 |
89.55 |
89.55 |
87.47 |
88.79 |
| PP |
88.03 |
88.03 |
88.03 |
87.65 |
| S1 |
85.58 |
85.58 |
86.75 |
84.82 |
| S2 |
84.06 |
84.06 |
86.38 |
|
| S3 |
80.09 |
81.61 |
86.02 |
|
| S4 |
76.12 |
77.64 |
84.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
92.35 |
|
1.618 |
90.25 |
|
1.000 |
88.95 |
|
0.618 |
88.15 |
|
HIGH |
86.85 |
|
0.618 |
86.05 |
|
0.500 |
85.80 |
|
0.382 |
85.55 |
|
LOW |
84.75 |
|
0.618 |
83.45 |
|
1.000 |
82.65 |
|
1.618 |
81.35 |
|
2.618 |
79.25 |
|
4.250 |
75.83 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.37 |
86.33 |
| PP |
86.08 |
86.02 |
| S1 |
85.80 |
85.70 |
|