NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
92.85 |
94.00 |
1.15 |
1.2% |
89.98 |
| High |
92.85 |
95.52 |
2.67 |
2.9% |
93.55 |
| Low |
92.07 |
94.00 |
1.93 |
2.1% |
89.98 |
| Close |
92.40 |
95.65 |
3.25 |
3.5% |
92.24 |
| Range |
0.78 |
1.52 |
0.74 |
94.9% |
3.57 |
| ATR |
1.38 |
1.50 |
0.12 |
9.0% |
0.00 |
| Volume |
2,458 |
664 |
-1,794 |
-73.0% |
4,495 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.62 |
99.15 |
96.49 |
|
| R3 |
98.10 |
97.63 |
96.07 |
|
| R2 |
96.58 |
96.58 |
95.93 |
|
| R1 |
96.11 |
96.11 |
95.79 |
96.35 |
| PP |
95.06 |
95.06 |
95.06 |
95.17 |
| S1 |
94.59 |
94.59 |
95.51 |
94.83 |
| S2 |
93.54 |
93.54 |
95.37 |
|
| S3 |
92.02 |
93.07 |
95.23 |
|
| S4 |
90.50 |
91.55 |
94.81 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.63 |
101.01 |
94.20 |
|
| R3 |
99.06 |
97.44 |
93.22 |
|
| R2 |
95.49 |
95.49 |
92.89 |
|
| R1 |
93.87 |
93.87 |
92.57 |
94.68 |
| PP |
91.92 |
91.92 |
91.92 |
92.33 |
| S1 |
90.30 |
90.30 |
91.91 |
91.11 |
| S2 |
88.35 |
88.35 |
91.59 |
|
| S3 |
84.78 |
86.73 |
91.26 |
|
| S4 |
81.21 |
83.16 |
90.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.52 |
91.30 |
4.22 |
4.4% |
1.01 |
1.1% |
103% |
True |
False |
1,223 |
| 10 |
95.52 |
88.19 |
7.33 |
7.7% |
0.94 |
1.0% |
102% |
True |
False |
1,862 |
| 20 |
95.52 |
84.34 |
11.18 |
11.7% |
1.31 |
1.4% |
101% |
True |
False |
2,013 |
| 40 |
95.52 |
84.34 |
11.18 |
11.7% |
1.00 |
1.0% |
101% |
True |
False |
1,586 |
| 60 |
95.52 |
75.25 |
20.27 |
21.2% |
0.74 |
0.8% |
101% |
True |
False |
1,585 |
| 80 |
95.52 |
71.45 |
24.07 |
25.2% |
0.57 |
0.6% |
101% |
True |
False |
1,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.98 |
|
2.618 |
99.50 |
|
1.618 |
97.98 |
|
1.000 |
97.04 |
|
0.618 |
96.46 |
|
HIGH |
95.52 |
|
0.618 |
94.94 |
|
0.500 |
94.76 |
|
0.382 |
94.58 |
|
LOW |
94.00 |
|
0.618 |
93.06 |
|
1.000 |
92.48 |
|
1.618 |
91.54 |
|
2.618 |
90.02 |
|
4.250 |
87.54 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.35 |
95.03 |
| PP |
95.06 |
94.41 |
| S1 |
94.76 |
93.80 |
|