NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 22-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
88.44 |
87.00 |
-1.44 |
-1.6% |
90.25 |
High |
89.03 |
87.70 |
-1.33 |
-1.5% |
91.90 |
Low |
87.69 |
84.33 |
-3.36 |
-3.8% |
87.69 |
Close |
88.23 |
87.47 |
-0.76 |
-0.9% |
88.23 |
Range |
1.34 |
3.37 |
2.03 |
151.5% |
4.21 |
ATR |
1.70 |
1.86 |
0.16 |
9.3% |
0.00 |
Volume |
2,342 |
4,135 |
1,793 |
76.6% |
12,189 |
|
Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.61 |
95.41 |
89.32 |
|
R3 |
93.24 |
92.04 |
88.40 |
|
R2 |
89.87 |
89.87 |
88.09 |
|
R1 |
88.67 |
88.67 |
87.78 |
89.27 |
PP |
86.50 |
86.50 |
86.50 |
86.80 |
S1 |
85.30 |
85.30 |
87.16 |
85.90 |
S2 |
83.13 |
83.13 |
86.85 |
|
S3 |
79.76 |
81.93 |
86.54 |
|
S4 |
76.39 |
78.56 |
85.62 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.90 |
99.28 |
90.55 |
|
R3 |
97.69 |
95.07 |
89.39 |
|
R2 |
93.48 |
93.48 |
89.00 |
|
R1 |
90.86 |
90.86 |
88.62 |
90.07 |
PP |
89.27 |
89.27 |
89.27 |
88.88 |
S1 |
86.65 |
86.65 |
87.84 |
85.86 |
S2 |
85.06 |
85.06 |
87.46 |
|
S3 |
80.85 |
82.44 |
87.07 |
|
S4 |
76.64 |
78.23 |
85.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.19 |
84.33 |
5.86 |
6.7% |
1.78 |
2.0% |
54% |
False |
True |
2,581 |
10 |
94.85 |
84.33 |
10.52 |
12.0% |
1.63 |
1.9% |
30% |
False |
True |
2,441 |
20 |
96.35 |
84.33 |
12.02 |
13.7% |
1.25 |
1.4% |
26% |
False |
True |
2,260 |
40 |
96.35 |
84.33 |
12.02 |
13.7% |
1.30 |
1.5% |
26% |
False |
True |
1,726 |
60 |
96.35 |
84.02 |
12.33 |
14.1% |
1.03 |
1.2% |
28% |
False |
False |
1,516 |
80 |
96.35 |
74.41 |
21.94 |
25.1% |
0.80 |
0.9% |
60% |
False |
False |
1,285 |
100 |
96.35 |
69.56 |
26.79 |
30.6% |
0.66 |
0.8% |
67% |
False |
False |
1,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.02 |
2.618 |
96.52 |
1.618 |
93.15 |
1.000 |
91.07 |
0.618 |
89.78 |
HIGH |
87.70 |
0.618 |
86.41 |
0.500 |
86.02 |
0.382 |
85.62 |
LOW |
84.33 |
0.618 |
82.25 |
1.000 |
80.96 |
1.618 |
78.88 |
2.618 |
75.51 |
4.250 |
70.01 |
|
|
Fisher Pivots for day following 22-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
86.99 |
87.27 |
PP |
86.50 |
87.07 |
S1 |
86.02 |
86.88 |
|