NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 16-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
91.49 |
89.80 |
-1.69 |
-1.8% |
96.33 |
High |
91.50 |
89.80 |
-1.70 |
-1.9% |
96.33 |
Low |
89.75 |
87.98 |
-1.77 |
-2.0% |
90.40 |
Close |
90.41 |
89.09 |
-1.32 |
-1.5% |
90.58 |
Range |
1.75 |
1.82 |
0.07 |
4.0% |
5.93 |
ATR |
2.01 |
2.04 |
0.03 |
1.5% |
0.00 |
Volume |
3,968 |
3,594 |
-374 |
-9.4% |
16,511 |
|
Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.42 |
93.57 |
90.09 |
|
R3 |
92.60 |
91.75 |
89.59 |
|
R2 |
90.78 |
90.78 |
89.42 |
|
R1 |
89.93 |
89.93 |
89.26 |
89.45 |
PP |
88.96 |
88.96 |
88.96 |
88.71 |
S1 |
88.11 |
88.11 |
88.92 |
87.63 |
S2 |
87.14 |
87.14 |
88.76 |
|
S3 |
85.32 |
86.29 |
88.59 |
|
S4 |
83.50 |
84.47 |
88.09 |
|
|
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 |
92.25 |
87.98 |
4.27 |
4.8% |
1.39 |
1.6% |
26% |
False |
True |
5,295 |
10 |
97.22 |
87.98 |
9.24 |
10.4% |
1.69 |
1.9% |
12% |
False |
True |
4,453 |
20 |
97.22 |
87.98 |
9.24 |
10.4% |
1.54 |
1.7% |
12% |
False |
True |
3,694 |
40 |
97.22 |
85.12 |
12.10 |
13.6% |
1.93 |
2.2% |
33% |
False |
False |
3,012 |
60 |
97.22 |
81.04 |
16.18 |
18.2% |
1.57 |
1.8% |
50% |
False |
False |
2,455 |
80 |
97.22 |
75.05 |
22.17 |
24.9% |
1.25 |
1.4% |
63% |
False |
False |
2,132 |
100 |
97.22 |
69.18 |
28.04 |
31.5% |
1.02 |
1.1% |
71% |
False |
False |
1,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.54 |
2.618 |
94.56 |
1.618 |
92.74 |
1.000 |
91.62 |
0.618 |
90.92 |
HIGH |
89.80 |
0.618 |
89.10 |
0.500 |
88.89 |
0.382 |
88.68 |
LOW |
87.98 |
0.618 |
86.86 |
1.000 |
86.16 |
1.618 |
85.04 |
2.618 |
83.22 |
4.250 |
80.25 |
|
|
Fisher Pivots for day following 16-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.02 |
90.12 |
PP |
88.96 |
89.77 |
S1 |
88.89 |
89.43 |
|