NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.80 |
89.24 |
-0.56 |
-0.6% |
96.33 |
High |
89.80 |
90.11 |
0.31 |
0.3% |
96.33 |
Low |
87.98 |
87.95 |
-0.03 |
0.0% |
90.40 |
Close |
89.09 |
88.30 |
-0.79 |
-0.9% |
90.58 |
Range |
1.82 |
2.16 |
0.34 |
18.7% |
5.93 |
ATR |
2.04 |
2.05 |
0.01 |
0.4% |
0.00 |
Volume |
3,594 |
5,219 |
1,625 |
45.2% |
16,511 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.27 |
93.94 |
89.49 |
|
R3 |
93.11 |
91.78 |
88.89 |
|
R2 |
90.95 |
90.95 |
88.70 |
|
R1 |
89.62 |
89.62 |
88.50 |
89.21 |
PP |
88.79 |
88.79 |
88.79 |
88.58 |
S1 |
87.46 |
87.46 |
88.10 |
87.05 |
S2 |
86.63 |
86.63 |
87.90 |
|
S3 |
84.47 |
85.30 |
87.71 |
|
S4 |
82.31 |
83.14 |
87.11 |
|
|
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 |
87.95 |
4.30 |
4.9% |
1.61 |
1.8% |
8% |
False |
True |
5,412 |
10 |
96.33 |
87.95 |
8.38 |
9.5% |
1.80 |
2.0% |
4% |
False |
True |
4,424 |
20 |
97.22 |
87.95 |
9.27 |
10.5% |
1.50 |
1.7% |
4% |
False |
True |
3,903 |
40 |
97.22 |
85.12 |
12.10 |
13.7% |
1.96 |
2.2% |
26% |
False |
False |
3,104 |
60 |
97.22 |
81.04 |
16.18 |
18.3% |
1.60 |
1.8% |
45% |
False |
False |
2,531 |
80 |
97.22 |
75.05 |
22.17 |
25.1% |
1.28 |
1.5% |
60% |
False |
False |
2,194 |
100 |
97.22 |
69.18 |
28.04 |
31.8% |
1.04 |
1.2% |
68% |
False |
False |
1,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.29 |
2.618 |
95.76 |
1.618 |
93.60 |
1.000 |
92.27 |
0.618 |
91.44 |
HIGH |
90.11 |
0.618 |
89.28 |
0.500 |
89.03 |
0.382 |
88.78 |
LOW |
87.95 |
0.618 |
86.62 |
1.000 |
85.79 |
1.618 |
84.46 |
2.618 |
82.30 |
4.250 |
78.77 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.03 |
89.73 |
PP |
88.79 |
89.25 |
S1 |
88.54 |
88.78 |
|