NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.49 |
88.53 |
-0.96 |
-1.1% |
95.59 |
High |
89.49 |
89.42 |
-0.07 |
-0.1% |
95.59 |
Low |
87.74 |
87.69 |
-0.05 |
-0.1% |
89.97 |
Close |
88.80 |
88.01 |
-0.79 |
-0.9% |
90.23 |
Range |
1.75 |
1.73 |
-0.02 |
-1.1% |
5.62 |
ATR |
1.73 |
1.73 |
0.00 |
0.0% |
0.00 |
Volume |
2,265 |
2,850 |
585 |
25.8% |
9,749 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.56 |
92.52 |
88.96 |
|
R3 |
91.83 |
90.79 |
88.49 |
|
R2 |
90.10 |
90.10 |
88.33 |
|
R1 |
89.06 |
89.06 |
88.17 |
88.72 |
PP |
88.37 |
88.37 |
88.37 |
88.20 |
S1 |
87.33 |
87.33 |
87.85 |
86.99 |
S2 |
86.64 |
86.64 |
87.69 |
|
S3 |
84.91 |
85.60 |
87.53 |
|
S4 |
83.18 |
83.87 |
87.06 |
|
|
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 |
91.90 |
87.69 |
4.21 |
4.8% |
1.38 |
1.6% |
8% |
False |
True |
2,324 |
10 |
95.59 |
87.69 |
7.90 |
9.0% |
1.48 |
1.7% |
4% |
False |
True |
2,103 |
20 |
96.35 |
87.69 |
8.66 |
9.8% |
1.12 |
1.3% |
4% |
False |
True |
2,058 |
40 |
96.35 |
85.59 |
10.76 |
12.2% |
1.28 |
1.5% |
22% |
False |
False |
1,613 |
60 |
96.35 |
80.45 |
15.90 |
18.1% |
0.95 |
1.1% |
48% |
False |
False |
1,415 |
80 |
96.35 |
74.41 |
21.94 |
24.9% |
0.76 |
0.9% |
62% |
False |
False |
1,221 |
100 |
96.35 |
69.15 |
27.20 |
30.9% |
0.61 |
0.7% |
69% |
False |
False |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.77 |
2.618 |
93.95 |
1.618 |
92.22 |
1.000 |
91.15 |
0.618 |
90.49 |
HIGH |
89.42 |
0.618 |
88.76 |
0.500 |
88.56 |
0.382 |
88.35 |
LOW |
87.69 |
0.618 |
86.62 |
1.000 |
85.96 |
1.618 |
84.89 |
2.618 |
83.16 |
4.250 |
80.34 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
88.56 |
88.94 |
PP |
88.37 |
88.63 |
S1 |
88.19 |
88.32 |
|