NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
95.29 |
96.50 |
1.21 |
1.3% |
90.47 |
| High |
96.85 |
97.22 |
0.37 |
0.4% |
94.63 |
| Low |
95.25 |
96.21 |
0.96 |
1.0% |
90.40 |
| Close |
96.80 |
96.85 |
0.05 |
0.1% |
93.31 |
| Range |
1.60 |
1.01 |
-0.59 |
-36.9% |
4.23 |
| ATR |
2.04 |
1.97 |
-0.07 |
-3.6% |
0.00 |
| Volume |
3,530 |
5,505 |
1,975 |
55.9% |
12,378 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.79 |
99.33 |
97.41 |
|
| R3 |
98.78 |
98.32 |
97.13 |
|
| R2 |
97.77 |
97.77 |
97.04 |
|
| R1 |
97.31 |
97.31 |
96.94 |
97.54 |
| PP |
96.76 |
96.76 |
96.76 |
96.88 |
| S1 |
96.30 |
96.30 |
96.76 |
96.53 |
| S2 |
95.75 |
95.75 |
96.66 |
|
| S3 |
94.74 |
95.29 |
96.57 |
|
| S4 |
93.73 |
94.28 |
96.29 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
103.62 |
95.64 |
|
| R3 |
101.24 |
99.39 |
94.47 |
|
| R2 |
97.01 |
97.01 |
94.09 |
|
| R1 |
95.16 |
95.16 |
93.70 |
96.09 |
| PP |
92.78 |
92.78 |
92.78 |
93.24 |
| S1 |
90.93 |
90.93 |
92.92 |
91.86 |
| S2 |
88.55 |
88.55 |
92.53 |
|
| S3 |
84.32 |
86.70 |
92.15 |
|
| S4 |
80.09 |
82.47 |
90.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.22 |
92.74 |
4.48 |
4.6% |
1.30 |
1.3% |
92% |
True |
False |
4,644 |
| 10 |
97.22 |
89.40 |
7.82 |
8.1% |
1.20 |
1.2% |
95% |
True |
False |
3,383 |
| 20 |
97.22 |
85.12 |
12.10 |
12.5% |
2.28 |
2.4% |
97% |
True |
False |
3,098 |
| 40 |
97.22 |
85.12 |
12.10 |
12.5% |
1.71 |
1.8% |
97% |
True |
False |
2,321 |
| 60 |
97.22 |
75.69 |
21.53 |
22.2% |
1.36 |
1.4% |
98% |
True |
False |
2,050 |
| 80 |
97.22 |
72.25 |
24.97 |
25.8% |
1.07 |
1.1% |
99% |
True |
False |
1,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.51 |
|
2.618 |
99.86 |
|
1.618 |
98.85 |
|
1.000 |
98.23 |
|
0.618 |
97.84 |
|
HIGH |
97.22 |
|
0.618 |
96.83 |
|
0.500 |
96.72 |
|
0.382 |
96.60 |
|
LOW |
96.21 |
|
0.618 |
95.59 |
|
1.000 |
95.20 |
|
1.618 |
94.58 |
|
2.618 |
93.57 |
|
4.250 |
91.92 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.81 |
96.23 |
| PP |
96.76 |
95.60 |
| S1 |
96.72 |
94.98 |
|