NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
93.52 |
92.68 |
-0.84 |
-0.9% |
93.15 |
High |
94.72 |
92.68 |
-2.04 |
-2.2% |
96.35 |
Low |
92.47 |
90.64 |
-1.83 |
-2.0% |
92.20 |
Close |
92.65 |
90.96 |
-1.69 |
-1.8% |
95.59 |
Range |
2.25 |
2.04 |
-0.21 |
-9.3% |
4.15 |
ATR |
1.66 |
1.68 |
0.03 |
1.7% |
0.00 |
Volume |
1,521 |
3,621 |
2,100 |
138.1% |
8,374 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.55 |
96.29 |
92.08 |
|
R3 |
95.51 |
94.25 |
91.52 |
|
R2 |
93.47 |
93.47 |
91.33 |
|
R1 |
92.21 |
92.21 |
91.15 |
91.82 |
PP |
91.43 |
91.43 |
91.43 |
91.23 |
S1 |
90.17 |
90.17 |
90.77 |
89.78 |
S2 |
89.39 |
89.39 |
90.59 |
|
S3 |
87.35 |
88.13 |
90.40 |
|
S4 |
85.31 |
86.09 |
89.84 |
|
|
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 |
95.59 |
90.64 |
4.95 |
5.4% |
1.58 |
1.7% |
6% |
False |
True |
1,882 |
10 |
96.35 |
90.64 |
5.71 |
6.3% |
1.31 |
1.4% |
6% |
False |
True |
2,369 |
20 |
96.35 |
87.60 |
8.75 |
9.6% |
1.26 |
1.4% |
38% |
False |
False |
1,689 |
40 |
96.35 |
85.59 |
10.76 |
11.8% |
1.22 |
1.3% |
50% |
False |
False |
1,384 |
60 |
96.35 |
80.08 |
16.27 |
17.9% |
0.86 |
0.9% |
67% |
False |
False |
1,323 |
80 |
96.35 |
74.41 |
21.94 |
24.1% |
0.67 |
0.7% |
75% |
False |
False |
1,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.35 |
2.618 |
98.02 |
1.618 |
95.98 |
1.000 |
94.72 |
0.618 |
93.94 |
HIGH |
92.68 |
0.618 |
91.90 |
0.500 |
91.66 |
0.382 |
91.42 |
LOW |
90.64 |
0.618 |
89.38 |
1.000 |
88.60 |
1.618 |
87.34 |
2.618 |
85.30 |
4.250 |
81.97 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
91.66 |
92.75 |
PP |
91.43 |
92.15 |
S1 |
91.19 |
91.56 |
|