NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
92.86 |
94.22 |
1.36 |
1.5% |
93.90 |
| High |
95.25 |
95.27 |
0.02 |
0.0% |
97.22 |
| Low |
92.86 |
92.93 |
0.07 |
0.1% |
92.74 |
| Close |
94.30 |
93.12 |
-1.18 |
-1.3% |
96.00 |
| Range |
2.39 |
2.34 |
-0.05 |
-2.1% |
4.48 |
| ATR |
2.07 |
2.09 |
0.02 |
0.9% |
0.00 |
| Volume |
3,121 |
2,934 |
-187 |
-6.0% |
16,789 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.79 |
99.30 |
94.41 |
|
| R3 |
98.45 |
96.96 |
93.76 |
|
| R2 |
96.11 |
96.11 |
93.55 |
|
| R1 |
94.62 |
94.62 |
93.33 |
94.20 |
| PP |
93.77 |
93.77 |
93.77 |
93.56 |
| S1 |
92.28 |
92.28 |
92.91 |
91.86 |
| S2 |
91.43 |
91.43 |
92.69 |
|
| S3 |
89.09 |
89.94 |
92.48 |
|
| S4 |
86.75 |
87.60 |
91.83 |
|
|
| 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 |
4.7% |
1.98 |
2.1% |
6% |
False |
False |
3,611 |
| 10 |
97.22 |
91.78 |
5.44 |
5.8% |
1.70 |
1.8% |
25% |
False |
False |
3,616 |
| 20 |
97.22 |
87.62 |
9.60 |
10.3% |
1.69 |
1.8% |
57% |
False |
False |
3,052 |
| 40 |
97.22 |
85.12 |
12.10 |
13.0% |
1.85 |
2.0% |
66% |
False |
False |
2,506 |
| 60 |
97.22 |
80.55 |
16.67 |
17.9% |
1.48 |
1.6% |
75% |
False |
False |
2,162 |
| 80 |
97.22 |
74.70 |
22.52 |
24.2% |
1.17 |
1.3% |
82% |
False |
False |
1,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.22 |
|
2.618 |
101.40 |
|
1.618 |
99.06 |
|
1.000 |
97.61 |
|
0.618 |
96.72 |
|
HIGH |
95.27 |
|
0.618 |
94.38 |
|
0.500 |
94.10 |
|
0.382 |
93.82 |
|
LOW |
92.93 |
|
0.618 |
91.48 |
|
1.000 |
90.59 |
|
1.618 |
89.14 |
|
2.618 |
86.80 |
|
4.250 |
82.99 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.10 |
94.60 |
| PP |
93.77 |
94.10 |
| S1 |
93.45 |
93.61 |
|