NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
95.00 |
95.59 |
0.59 |
0.6% |
93.15 |
| High |
95.41 |
95.59 |
0.18 |
0.2% |
96.35 |
| Low |
95.00 |
92.85 |
-2.15 |
-2.3% |
92.20 |
| Close |
95.59 |
93.03 |
-2.56 |
-2.7% |
95.59 |
| Range |
0.41 |
2.74 |
2.33 |
568.3% |
4.15 |
| ATR |
1.50 |
1.59 |
0.09 |
5.9% |
0.00 |
| Volume |
1,439 |
1,655 |
216 |
15.0% |
8,374 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.04 |
100.28 |
94.54 |
|
| R3 |
99.30 |
97.54 |
93.78 |
|
| R2 |
96.56 |
96.56 |
93.53 |
|
| R1 |
94.80 |
94.80 |
93.28 |
94.31 |
| PP |
93.82 |
93.82 |
93.82 |
93.58 |
| S1 |
92.06 |
92.06 |
92.78 |
91.57 |
| S2 |
91.08 |
91.08 |
92.53 |
|
| S3 |
88.34 |
89.32 |
92.28 |
|
| S4 |
85.60 |
86.58 |
91.52 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
105.53 |
97.87 |
|
| R3 |
103.01 |
101.38 |
96.73 |
|
| R2 |
98.86 |
98.86 |
96.35 |
|
| R1 |
97.23 |
97.23 |
95.97 |
98.05 |
| PP |
94.71 |
94.71 |
94.71 |
95.12 |
| S1 |
93.08 |
93.08 |
95.21 |
93.90 |
| S2 |
90.56 |
90.56 |
94.83 |
|
| S3 |
86.41 |
88.93 |
94.45 |
|
| S4 |
82.26 |
84.78 |
93.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.35 |
92.20 |
4.15 |
4.5% |
1.42 |
1.5% |
20% |
False |
False |
2,005 |
| 10 |
96.35 |
90.20 |
6.15 |
6.6% |
0.87 |
0.9% |
46% |
False |
False |
2,079 |
| 20 |
96.35 |
85.59 |
10.76 |
11.6% |
1.22 |
1.3% |
69% |
False |
False |
1,594 |
| 40 |
96.35 |
85.59 |
10.76 |
11.6% |
1.14 |
1.2% |
69% |
False |
False |
1,328 |
| 60 |
96.35 |
77.45 |
18.90 |
20.3% |
0.78 |
0.8% |
82% |
False |
False |
1,227 |
| 80 |
96.35 |
73.86 |
22.49 |
24.2% |
0.61 |
0.7% |
85% |
False |
False |
1,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.24 |
|
2.618 |
102.76 |
|
1.618 |
100.02 |
|
1.000 |
98.33 |
|
0.618 |
97.28 |
|
HIGH |
95.59 |
|
0.618 |
94.54 |
|
0.500 |
94.22 |
|
0.382 |
93.90 |
|
LOW |
92.85 |
|
0.618 |
91.16 |
|
1.000 |
90.11 |
|
1.618 |
88.42 |
|
2.618 |
85.68 |
|
4.250 |
81.21 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.22 |
94.60 |
| PP |
93.82 |
94.08 |
| S1 |
93.43 |
93.55 |
|