NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
94.00 |
96.00 |
2.00 |
2.1% |
89.98 |
| High |
95.52 |
96.00 |
0.48 |
0.5% |
93.55 |
| Low |
94.00 |
95.30 |
1.30 |
1.4% |
89.98 |
| Close |
95.65 |
95.86 |
0.21 |
0.2% |
92.24 |
| Range |
1.52 |
0.70 |
-0.82 |
-53.9% |
3.57 |
| ATR |
1.50 |
1.45 |
-0.06 |
-3.8% |
0.00 |
| Volume |
664 |
3,588 |
2,924 |
440.4% |
4,495 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.82 |
97.54 |
96.25 |
|
| R3 |
97.12 |
96.84 |
96.05 |
|
| R2 |
96.42 |
96.42 |
95.99 |
|
| R1 |
96.14 |
96.14 |
95.92 |
95.93 |
| PP |
95.72 |
95.72 |
95.72 |
95.62 |
| S1 |
95.44 |
95.44 |
95.80 |
95.23 |
| S2 |
95.02 |
95.02 |
95.73 |
|
| S3 |
94.32 |
94.74 |
95.67 |
|
| S4 |
93.62 |
94.04 |
95.48 |
|
|
| 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 |
96.00 |
92.07 |
3.93 |
4.1% |
0.95 |
1.0% |
96% |
True |
False |
1,918 |
| 10 |
96.00 |
89.25 |
6.75 |
7.0% |
0.74 |
0.8% |
98% |
True |
False |
2,147 |
| 20 |
96.00 |
84.34 |
11.66 |
12.2% |
1.32 |
1.4% |
99% |
True |
False |
2,103 |
| 40 |
96.00 |
84.34 |
11.66 |
12.2% |
0.98 |
1.0% |
99% |
True |
False |
1,595 |
| 60 |
96.00 |
75.40 |
20.60 |
21.5% |
0.75 |
0.8% |
99% |
True |
False |
1,624 |
| 80 |
96.00 |
72.81 |
23.19 |
24.2% |
0.58 |
0.6% |
99% |
True |
False |
1,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.98 |
|
2.618 |
97.83 |
|
1.618 |
97.13 |
|
1.000 |
96.70 |
|
0.618 |
96.43 |
|
HIGH |
96.00 |
|
0.618 |
95.73 |
|
0.500 |
95.65 |
|
0.382 |
95.57 |
|
LOW |
95.30 |
|
0.618 |
94.87 |
|
1.000 |
94.60 |
|
1.618 |
94.17 |
|
2.618 |
93.47 |
|
4.250 |
92.33 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.79 |
95.25 |
| PP |
95.72 |
94.64 |
| S1 |
95.65 |
94.04 |
|