NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
91.02 |
90.88 |
-0.14 |
-0.2% |
96.33 |
High |
91.34 |
92.25 |
0.91 |
1.0% |
96.33 |
Low |
90.40 |
90.87 |
0.47 |
0.5% |
90.40 |
Close |
90.58 |
92.09 |
1.51 |
1.7% |
90.58 |
Range |
0.94 |
1.38 |
0.44 |
46.8% |
5.93 |
ATR |
2.01 |
1.98 |
-0.02 |
-1.2% |
0.00 |
Volume |
3,889 |
10,390 |
6,501 |
167.2% |
16,511 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.88 |
95.36 |
92.85 |
|
R3 |
94.50 |
93.98 |
92.47 |
|
R2 |
93.12 |
93.12 |
92.34 |
|
R1 |
92.60 |
92.60 |
92.22 |
92.86 |
PP |
91.74 |
91.74 |
91.74 |
91.87 |
S1 |
91.22 |
91.22 |
91.96 |
91.48 |
S2 |
90.36 |
90.36 |
91.84 |
|
S3 |
88.98 |
89.84 |
91.71 |
|
S4 |
87.60 |
88.46 |
91.33 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.23 |
106.33 |
93.84 |
|
R3 |
104.30 |
100.40 |
92.21 |
|
R2 |
98.37 |
98.37 |
91.67 |
|
R1 |
94.47 |
94.47 |
91.12 |
93.46 |
PP |
92.44 |
92.44 |
92.44 |
91.93 |
S1 |
88.54 |
88.54 |
90.04 |
87.53 |
S2 |
86.51 |
86.51 |
89.49 |
|
S3 |
80.58 |
82.61 |
88.95 |
|
S4 |
74.65 |
76.68 |
87.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.27 |
90.40 |
4.87 |
5.3% |
1.62 |
1.8% |
35% |
False |
False |
4,993 |
10 |
97.22 |
90.40 |
6.82 |
7.4% |
1.61 |
1.7% |
25% |
False |
False |
4,369 |
20 |
97.22 |
88.77 |
8.45 |
9.2% |
1.45 |
1.6% |
39% |
False |
False |
3,644 |
40 |
97.22 |
85.12 |
12.10 |
13.1% |
1.89 |
2.0% |
58% |
False |
False |
2,882 |
60 |
97.22 |
81.04 |
16.18 |
17.6% |
1.52 |
1.7% |
68% |
False |
False |
2,446 |
80 |
97.22 |
75.05 |
22.17 |
24.1% |
1.21 |
1.3% |
77% |
False |
False |
2,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.12 |
2.618 |
95.86 |
1.618 |
94.48 |
1.000 |
93.63 |
0.618 |
93.10 |
HIGH |
92.25 |
0.618 |
91.72 |
0.500 |
91.56 |
0.382 |
91.40 |
LOW |
90.87 |
0.618 |
90.02 |
1.000 |
89.49 |
1.618 |
88.64 |
2.618 |
87.26 |
4.250 |
85.01 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
91.91 |
91.84 |
PP |
91.74 |
91.58 |
S1 |
91.56 |
91.33 |
|