NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
95.59 |
94.64 |
-0.95 |
-1.0% |
93.15 |
| High |
95.59 |
94.85 |
-0.74 |
-0.8% |
96.35 |
| Low |
92.85 |
94.39 |
1.54 |
1.7% |
92.20 |
| Close |
93.03 |
93.89 |
0.86 |
0.9% |
95.59 |
| Range |
2.74 |
0.46 |
-2.28 |
-83.2% |
4.15 |
| ATR |
1.59 |
1.61 |
0.02 |
1.0% |
0.00 |
| Volume |
1,655 |
1,175 |
-480 |
-29.0% |
8,374 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.76 |
95.28 |
94.14 |
|
| R3 |
95.30 |
94.82 |
94.02 |
|
| R2 |
94.84 |
94.84 |
93.97 |
|
| R1 |
94.36 |
94.36 |
93.93 |
94.37 |
| PP |
94.38 |
94.38 |
94.38 |
94.38 |
| S1 |
93.90 |
93.90 |
93.85 |
93.91 |
| S2 |
93.92 |
93.92 |
93.81 |
|
| S3 |
93.46 |
93.44 |
93.76 |
|
| S4 |
93.00 |
92.98 |
93.64 |
|
|
| 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 |
92.85 |
3.50 |
3.7% |
1.21 |
1.3% |
30% |
False |
False |
2,024 |
| 10 |
96.35 |
90.20 |
6.15 |
6.6% |
0.91 |
1.0% |
60% |
False |
False |
1,907 |
| 20 |
96.35 |
85.90 |
10.45 |
11.1% |
1.14 |
1.2% |
76% |
False |
False |
1,575 |
| 40 |
96.35 |
85.59 |
10.76 |
11.5% |
1.12 |
1.2% |
77% |
False |
False |
1,315 |
| 60 |
96.35 |
78.35 |
18.00 |
19.2% |
0.79 |
0.8% |
86% |
False |
False |
1,246 |
| 80 |
96.35 |
73.90 |
22.45 |
23.9% |
0.62 |
0.7% |
89% |
False |
False |
1,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.81 |
|
2.618 |
96.05 |
|
1.618 |
95.59 |
|
1.000 |
95.31 |
|
0.618 |
95.13 |
|
HIGH |
94.85 |
|
0.618 |
94.67 |
|
0.500 |
94.62 |
|
0.382 |
94.57 |
|
LOW |
94.39 |
|
0.618 |
94.11 |
|
1.000 |
93.93 |
|
1.618 |
93.65 |
|
2.618 |
93.19 |
|
4.250 |
92.44 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.62 |
94.22 |
| PP |
94.38 |
94.11 |
| S1 |
94.13 |
94.00 |
|