NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
88.17 |
85.63 |
-2.54 |
-2.9% |
90.88 |
High |
89.40 |
88.00 |
-1.40 |
-1.6% |
92.25 |
Low |
87.96 |
85.17 |
-2.79 |
-3.2% |
87.95 |
Close |
88.53 |
87.77 |
-0.76 |
-0.9% |
88.53 |
Range |
1.44 |
2.83 |
1.39 |
96.5% |
4.30 |
ATR |
2.01 |
2.10 |
0.10 |
4.8% |
0.00 |
Volume |
3,348 |
3,519 |
171 |
5.1% |
26,519 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.47 |
94.45 |
89.33 |
|
R3 |
92.64 |
91.62 |
88.55 |
|
R2 |
89.81 |
89.81 |
88.29 |
|
R1 |
88.79 |
88.79 |
88.03 |
89.30 |
PP |
86.98 |
86.98 |
86.98 |
87.24 |
S1 |
85.96 |
85.96 |
87.51 |
86.47 |
S2 |
84.15 |
84.15 |
87.25 |
|
S3 |
81.32 |
83.13 |
86.99 |
|
S4 |
78.49 |
80.30 |
86.21 |
|
|
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 |
91.50 |
85.17 |
6.33 |
7.2% |
2.00 |
2.3% |
41% |
False |
True |
3,929 |
10 |
95.27 |
85.17 |
10.10 |
11.5% |
1.81 |
2.1% |
26% |
False |
True |
4,461 |
20 |
97.22 |
85.17 |
12.05 |
13.7% |
1.60 |
1.8% |
22% |
False |
True |
4,012 |
40 |
97.22 |
85.12 |
12.10 |
13.8% |
1.99 |
2.3% |
22% |
False |
False |
3,197 |
60 |
97.22 |
83.14 |
14.08 |
16.0% |
1.66 |
1.9% |
33% |
False |
False |
2,631 |
80 |
97.22 |
75.05 |
22.17 |
25.3% |
1.33 |
1.5% |
57% |
False |
False |
2,259 |
100 |
97.22 |
69.68 |
27.54 |
31.4% |
1.08 |
1.2% |
66% |
False |
False |
1,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.03 |
2.618 |
95.41 |
1.618 |
92.58 |
1.000 |
90.83 |
0.618 |
89.75 |
HIGH |
88.00 |
0.618 |
86.92 |
0.500 |
86.59 |
0.382 |
86.25 |
LOW |
85.17 |
0.618 |
83.42 |
1.000 |
82.34 |
1.618 |
80.59 |
2.618 |
77.76 |
4.250 |
73.14 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
87.38 |
87.73 |
PP |
86.98 |
87.68 |
S1 |
86.59 |
87.64 |
|