NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.24 |
88.17 |
-1.07 |
-1.2% |
90.88 |
High |
90.11 |
89.40 |
-0.71 |
-0.8% |
92.25 |
Low |
87.95 |
87.96 |
0.01 |
0.0% |
87.95 |
Close |
88.30 |
88.53 |
0.23 |
0.3% |
88.53 |
Range |
2.16 |
1.44 |
-0.72 |
-33.3% |
4.30 |
ATR |
2.05 |
2.01 |
-0.04 |
-2.1% |
0.00 |
Volume |
5,219 |
3,348 |
-1,871 |
-35.8% |
26,519 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.95 |
92.18 |
89.32 |
|
R3 |
91.51 |
90.74 |
88.93 |
|
R2 |
90.07 |
90.07 |
88.79 |
|
R1 |
89.30 |
89.30 |
88.66 |
89.69 |
PP |
88.63 |
88.63 |
88.63 |
88.82 |
S1 |
87.86 |
87.86 |
88.40 |
88.25 |
S2 |
87.19 |
87.19 |
88.27 |
|
S3 |
85.75 |
86.42 |
88.13 |
|
S4 |
84.31 |
84.98 |
87.74 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.48 |
99.80 |
90.90 |
|
R3 |
98.18 |
95.50 |
89.71 |
|
R2 |
93.88 |
93.88 |
89.32 |
|
R1 |
91.20 |
91.20 |
88.92 |
90.39 |
PP |
89.58 |
89.58 |
89.58 |
89.17 |
S1 |
86.90 |
86.90 |
88.14 |
86.09 |
S2 |
85.28 |
85.28 |
87.74 |
|
S3 |
80.98 |
82.60 |
87.35 |
|
S4 |
76.68 |
78.30 |
86.17 |
|
|
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% |
1.71 |
1.9% |
13% |
False |
False |
5,303 |
10 |
96.33 |
87.95 |
8.38 |
9.5% |
1.86 |
2.1% |
7% |
False |
False |
4,303 |
20 |
97.22 |
87.95 |
9.27 |
10.5% |
1.51 |
1.7% |
6% |
False |
False |
3,941 |
40 |
97.22 |
85.12 |
12.10 |
13.7% |
1.95 |
2.2% |
28% |
False |
False |
3,171 |
60 |
97.22 |
81.15 |
16.07 |
18.2% |
1.62 |
1.8% |
46% |
False |
False |
2,586 |
80 |
97.22 |
75.05 |
22.17 |
25.0% |
1.30 |
1.5% |
61% |
False |
False |
2,226 |
100 |
97.22 |
69.23 |
27.99 |
31.6% |
1.05 |
1.2% |
69% |
False |
False |
1,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.52 |
2.618 |
93.17 |
1.618 |
91.73 |
1.000 |
90.84 |
0.618 |
90.29 |
HIGH |
89.40 |
0.618 |
88.85 |
0.500 |
88.68 |
0.382 |
88.51 |
LOW |
87.96 |
0.618 |
87.07 |
1.000 |
86.52 |
1.618 |
85.63 |
2.618 |
84.19 |
4.250 |
81.84 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
88.68 |
89.03 |
PP |
88.63 |
88.86 |
S1 |
88.58 |
88.70 |
|