NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
96.50 |
95.53 |
-0.97 |
-1.0% |
93.90 |
| High |
97.22 |
96.00 |
-1.22 |
-1.3% |
97.22 |
| Low |
96.21 |
95.17 |
-1.04 |
-1.1% |
92.74 |
| Close |
96.85 |
96.00 |
-0.85 |
-0.9% |
96.00 |
| Range |
1.01 |
0.83 |
-0.18 |
-17.8% |
4.48 |
| ATR |
1.97 |
1.95 |
-0.02 |
-1.0% |
0.00 |
| Volume |
5,505 |
4,564 |
-941 |
-17.1% |
16,789 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.21 |
97.94 |
96.46 |
|
| R3 |
97.38 |
97.11 |
96.23 |
|
| R2 |
96.55 |
96.55 |
96.15 |
|
| R1 |
96.28 |
96.28 |
96.08 |
96.42 |
| PP |
95.72 |
95.72 |
95.72 |
95.79 |
| S1 |
95.45 |
95.45 |
95.92 |
95.59 |
| S2 |
94.89 |
94.89 |
95.85 |
|
| S3 |
94.06 |
94.62 |
95.77 |
|
| S4 |
93.23 |
93.79 |
95.54 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.76 |
106.86 |
98.46 |
|
| R3 |
104.28 |
102.38 |
97.23 |
|
| R2 |
99.80 |
99.80 |
96.82 |
|
| R1 |
97.90 |
97.90 |
96.41 |
98.85 |
| PP |
95.32 |
95.32 |
95.32 |
95.80 |
| S1 |
93.42 |
93.42 |
95.59 |
94.37 |
| S2 |
90.84 |
90.84 |
95.18 |
|
| S3 |
86.36 |
88.94 |
94.77 |
|
| S4 |
81.88 |
84.46 |
93.54 |
|
|
| 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 |
4.7% |
1.18 |
1.2% |
73% |
False |
False |
5,169 |
| 10 |
97.22 |
89.79 |
7.43 |
7.7% |
1.16 |
1.2% |
84% |
False |
False |
3,580 |
| 20 |
97.22 |
85.12 |
12.10 |
12.6% |
2.01 |
2.1% |
90% |
False |
False |
2,976 |
| 40 |
97.22 |
85.12 |
12.10 |
12.6% |
1.72 |
1.8% |
90% |
False |
False |
2,416 |
| 60 |
97.22 |
76.40 |
20.82 |
21.7% |
1.35 |
1.4% |
94% |
False |
False |
2,121 |
| 80 |
97.22 |
73.20 |
24.02 |
25.0% |
1.08 |
1.1% |
95% |
False |
False |
1,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.53 |
|
2.618 |
98.17 |
|
1.618 |
97.34 |
|
1.000 |
96.83 |
|
0.618 |
96.51 |
|
HIGH |
96.00 |
|
0.618 |
95.68 |
|
0.500 |
95.59 |
|
0.382 |
95.49 |
|
LOW |
95.17 |
|
0.618 |
94.66 |
|
1.000 |
94.34 |
|
1.618 |
93.83 |
|
2.618 |
93.00 |
|
4.250 |
91.64 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.86 |
96.20 |
| PP |
95.72 |
96.13 |
| S1 |
95.59 |
96.07 |
|