NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
96.33 |
92.86 |
-3.47 |
-3.6% |
93.90 |
| High |
96.33 |
95.25 |
-1.08 |
-1.1% |
97.22 |
| Low |
93.00 |
92.86 |
-0.14 |
-0.2% |
92.74 |
| Close |
93.38 |
94.30 |
0.92 |
1.0% |
96.00 |
| Range |
3.33 |
2.39 |
-0.94 |
-28.2% |
4.48 |
| ATR |
2.05 |
2.07 |
0.02 |
1.2% |
0.00 |
| Volume |
1,933 |
3,121 |
1,188 |
61.5% |
16,789 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.31 |
100.19 |
95.61 |
|
| R3 |
98.92 |
97.80 |
94.96 |
|
| R2 |
96.53 |
96.53 |
94.74 |
|
| R1 |
95.41 |
95.41 |
94.52 |
95.97 |
| PP |
94.14 |
94.14 |
94.14 |
94.42 |
| S1 |
93.02 |
93.02 |
94.08 |
93.58 |
| S2 |
91.75 |
91.75 |
93.86 |
|
| S3 |
89.36 |
90.63 |
93.64 |
|
| S4 |
86.97 |
88.24 |
92.99 |
|
|
| 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 |
92.86 |
4.36 |
4.6% |
1.83 |
1.9% |
33% |
False |
True |
3,730 |
| 10 |
97.22 |
90.40 |
6.82 |
7.2% |
1.48 |
1.6% |
57% |
False |
False |
3,422 |
| 20 |
97.22 |
86.09 |
11.13 |
11.8% |
1.68 |
1.8% |
74% |
False |
False |
3,003 |
| 40 |
97.22 |
85.12 |
12.10 |
12.8% |
1.79 |
1.9% |
76% |
False |
False |
2,483 |
| 60 |
97.22 |
78.25 |
18.97 |
20.1% |
1.45 |
1.5% |
85% |
False |
False |
2,121 |
| 80 |
97.22 |
73.83 |
23.39 |
24.8% |
1.14 |
1.2% |
88% |
False |
False |
1,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.41 |
|
2.618 |
101.51 |
|
1.618 |
99.12 |
|
1.000 |
97.64 |
|
0.618 |
96.73 |
|
HIGH |
95.25 |
|
0.618 |
94.34 |
|
0.500 |
94.06 |
|
0.382 |
93.77 |
|
LOW |
92.86 |
|
0.618 |
91.38 |
|
1.000 |
90.47 |
|
1.618 |
88.99 |
|
2.618 |
86.60 |
|
4.250 |
82.70 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.22 |
94.60 |
| PP |
94.14 |
94.50 |
| S1 |
94.06 |
94.40 |
|