NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 02-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
90.54 |
92.20 |
1.66 |
1.8% |
89.60 |
High |
90.54 |
93.35 |
2.81 |
3.1% |
91.40 |
Low |
90.54 |
92.20 |
1.66 |
1.8% |
89.60 |
Close |
90.54 |
93.54 |
3.00 |
3.3% |
90.44 |
Range |
0.00 |
1.15 |
1.15 |
|
1.80 |
ATR |
1.08 |
1.20 |
0.12 |
11.5% |
0.00 |
Volume |
423 |
50 |
-373 |
-88.2% |
653 |
|
Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.48 |
96.16 |
94.17 |
|
R3 |
95.33 |
95.01 |
93.86 |
|
R2 |
94.18 |
94.18 |
93.75 |
|
R1 |
93.86 |
93.86 |
93.65 |
94.02 |
PP |
93.03 |
93.03 |
93.03 |
93.11 |
S1 |
92.71 |
92.71 |
93.43 |
92.87 |
S2 |
91.88 |
91.88 |
93.33 |
|
S3 |
90.73 |
91.56 |
93.22 |
|
S4 |
89.58 |
90.41 |
92.91 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.88 |
94.96 |
91.43 |
|
R3 |
94.08 |
93.16 |
90.94 |
|
R2 |
92.28 |
92.28 |
90.77 |
|
R1 |
91.36 |
91.36 |
90.61 |
91.82 |
PP |
90.48 |
90.48 |
90.48 |
90.71 |
S1 |
89.56 |
89.56 |
90.28 |
90.02 |
S2 |
88.68 |
88.68 |
90.11 |
|
S3 |
86.88 |
87.76 |
89.95 |
|
S4 |
85.08 |
85.96 |
89.45 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.24 |
2.618 |
96.36 |
1.618 |
95.21 |
1.000 |
94.50 |
0.618 |
94.06 |
HIGH |
93.35 |
0.618 |
92.91 |
0.500 |
92.78 |
0.382 |
92.64 |
LOW |
92.20 |
0.618 |
91.49 |
1.000 |
91.05 |
1.618 |
90.34 |
2.618 |
89.19 |
4.250 |
87.31 |
|
|
Fisher Pivots for day following 02-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
93.29 |
93.01 |
PP |
93.03 |
92.48 |
S1 |
92.78 |
91.95 |
|