NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
94.22 |
91.50 |
-2.72 |
-2.9% |
93.90 |
| High |
95.27 |
92.10 |
-3.17 |
-3.3% |
97.22 |
| Low |
92.93 |
91.03 |
-1.90 |
-2.0% |
92.74 |
| Close |
93.12 |
91.35 |
-1.77 |
-1.9% |
96.00 |
| Range |
2.34 |
1.07 |
-1.27 |
-54.3% |
4.48 |
| ATR |
2.09 |
2.09 |
0.00 |
0.0% |
0.00 |
| Volume |
2,934 |
4,634 |
1,700 |
57.9% |
16,789 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.70 |
94.10 |
91.94 |
|
| R3 |
93.63 |
93.03 |
91.64 |
|
| R2 |
92.56 |
92.56 |
91.55 |
|
| R1 |
91.96 |
91.96 |
91.45 |
91.73 |
| PP |
91.49 |
91.49 |
91.49 |
91.38 |
| S1 |
90.89 |
90.89 |
91.25 |
90.66 |
| S2 |
90.42 |
90.42 |
91.15 |
|
| S3 |
89.35 |
89.82 |
91.06 |
|
| S4 |
88.28 |
88.75 |
90.76 |
|
|
| 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 |
96.33 |
91.03 |
5.30 |
5.8% |
1.99 |
2.2% |
6% |
False |
True |
3,437 |
| 10 |
97.22 |
91.03 |
6.19 |
6.8% |
1.65 |
1.8% |
5% |
False |
True |
4,040 |
| 20 |
97.22 |
88.05 |
9.17 |
10.0% |
1.69 |
1.9% |
36% |
False |
False |
3,188 |
| 40 |
97.22 |
85.12 |
12.10 |
13.2% |
1.86 |
2.0% |
51% |
False |
False |
2,575 |
| 60 |
97.22 |
80.73 |
16.49 |
18.1% |
1.50 |
1.6% |
64% |
False |
False |
2,232 |
| 80 |
97.22 |
74.80 |
22.42 |
24.5% |
1.18 |
1.3% |
74% |
False |
False |
1,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.65 |
|
2.618 |
94.90 |
|
1.618 |
93.83 |
|
1.000 |
93.17 |
|
0.618 |
92.76 |
|
HIGH |
92.10 |
|
0.618 |
91.69 |
|
0.500 |
91.57 |
|
0.382 |
91.44 |
|
LOW |
91.03 |
|
0.618 |
90.37 |
|
1.000 |
89.96 |
|
1.618 |
89.30 |
|
2.618 |
88.23 |
|
4.250 |
86.48 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
91.57 |
93.15 |
| PP |
91.49 |
92.55 |
| S1 |
91.42 |
91.95 |
|