NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
92.68 |
90.83 |
-1.85 |
-2.0% |
95.59 |
High |
92.68 |
90.96 |
-1.72 |
-1.9% |
95.59 |
Low |
90.64 |
89.97 |
-0.67 |
-0.7% |
89.97 |
Close |
90.96 |
90.23 |
-0.73 |
-0.8% |
90.23 |
Range |
2.04 |
0.99 |
-1.05 |
-51.5% |
5.62 |
ATR |
1.68 |
1.63 |
-0.05 |
-2.9% |
0.00 |
Volume |
3,621 |
1,777 |
-1,844 |
-50.9% |
9,749 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.36 |
92.78 |
90.77 |
|
R3 |
92.37 |
91.79 |
90.50 |
|
R2 |
91.38 |
91.38 |
90.41 |
|
R1 |
90.80 |
90.80 |
90.32 |
90.60 |
PP |
90.39 |
90.39 |
90.39 |
90.28 |
S1 |
89.81 |
89.81 |
90.14 |
89.61 |
S2 |
89.40 |
89.40 |
90.05 |
|
S3 |
88.41 |
88.82 |
89.96 |
|
S4 |
87.42 |
87.83 |
89.69 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.79 |
105.13 |
93.32 |
|
R3 |
103.17 |
99.51 |
91.78 |
|
R2 |
97.55 |
97.55 |
91.26 |
|
R1 |
93.89 |
93.89 |
90.75 |
92.91 |
PP |
91.93 |
91.93 |
91.93 |
91.44 |
S1 |
88.27 |
88.27 |
89.71 |
87.29 |
S2 |
86.31 |
86.31 |
89.20 |
|
S3 |
80.69 |
82.65 |
88.68 |
|
S4 |
75.07 |
77.03 |
87.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.59 |
89.97 |
5.62 |
6.2% |
1.70 |
1.9% |
5% |
False |
True |
1,949 |
10 |
96.35 |
89.97 |
6.38 |
7.1% |
1.36 |
1.5% |
4% |
False |
True |
2,411 |
20 |
96.35 |
87.60 |
8.75 |
9.7% |
1.24 |
1.4% |
30% |
False |
False |
1,749 |
40 |
96.35 |
85.59 |
10.76 |
11.9% |
1.25 |
1.4% |
43% |
False |
False |
1,424 |
60 |
96.35 |
80.08 |
16.27 |
18.0% |
0.87 |
1.0% |
62% |
False |
False |
1,346 |
80 |
96.35 |
74.41 |
21.94 |
24.3% |
0.69 |
0.8% |
72% |
False |
False |
1,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.17 |
2.618 |
93.55 |
1.618 |
92.56 |
1.000 |
91.95 |
0.618 |
91.57 |
HIGH |
90.96 |
0.618 |
90.58 |
0.500 |
90.47 |
0.382 |
90.35 |
LOW |
89.97 |
0.618 |
89.36 |
1.000 |
88.98 |
1.618 |
88.37 |
2.618 |
87.38 |
4.250 |
85.76 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
90.47 |
92.35 |
PP |
90.39 |
91.64 |
S1 |
90.31 |
90.94 |
|