NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
90.25 |
90.03 |
-0.22 |
-0.2% |
95.59 |
High |
91.90 |
90.19 |
-1.71 |
-1.9% |
95.59 |
Low |
90.22 |
89.46 |
-0.76 |
-0.8% |
89.97 |
Close |
91.69 |
90.07 |
-1.62 |
-1.8% |
90.23 |
Range |
1.68 |
0.73 |
-0.95 |
-56.5% |
5.62 |
ATR |
1.64 |
1.68 |
0.04 |
2.6% |
0.00 |
Volume |
3,416 |
1,316 |
-2,100 |
-61.5% |
9,749 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.10 |
91.81 |
90.47 |
|
R3 |
91.37 |
91.08 |
90.27 |
|
R2 |
90.64 |
90.64 |
90.20 |
|
R1 |
90.35 |
90.35 |
90.14 |
90.50 |
PP |
89.91 |
89.91 |
89.91 |
89.98 |
S1 |
89.62 |
89.62 |
90.00 |
89.77 |
S2 |
89.18 |
89.18 |
89.94 |
|
S3 |
88.45 |
88.89 |
89.87 |
|
S4 |
87.72 |
88.16 |
89.67 |
|
|
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 |
94.72 |
89.46 |
5.26 |
5.8% |
1.54 |
1.7% |
12% |
False |
True |
2,330 |
10 |
96.35 |
89.46 |
6.89 |
7.6% |
1.37 |
1.5% |
9% |
False |
True |
2,177 |
20 |
96.35 |
88.54 |
7.81 |
8.7% |
1.14 |
1.3% |
20% |
False |
False |
1,880 |
40 |
96.35 |
85.59 |
10.76 |
11.9% |
1.27 |
1.4% |
42% |
False |
False |
1,505 |
60 |
96.35 |
80.08 |
16.27 |
18.1% |
0.90 |
1.0% |
61% |
False |
False |
1,341 |
80 |
96.35 |
74.41 |
21.94 |
24.4% |
0.72 |
0.8% |
71% |
False |
False |
1,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.29 |
2.618 |
92.10 |
1.618 |
91.37 |
1.000 |
90.92 |
0.618 |
90.64 |
HIGH |
90.19 |
0.618 |
89.91 |
0.500 |
89.83 |
0.382 |
89.74 |
LOW |
89.46 |
0.618 |
89.01 |
1.000 |
88.73 |
1.618 |
88.28 |
2.618 |
87.55 |
4.250 |
86.36 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.99 |
90.68 |
PP |
89.91 |
90.48 |
S1 |
89.83 |
90.27 |
|