NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
94.75 |
93.90 |
-0.85 |
-0.9% |
92.85 |
| High |
95.38 |
93.90 |
-1.48 |
-1.6% |
96.00 |
| Low |
94.69 |
92.33 |
-2.36 |
-2.5% |
92.07 |
| Close |
95.19 |
92.69 |
-2.50 |
-2.6% |
95.19 |
| Range |
0.69 |
1.57 |
0.88 |
127.5% |
3.93 |
| ATR |
1.43 |
1.53 |
0.10 |
7.2% |
0.00 |
| Volume |
1,889 |
1,753 |
-136 |
-7.2% |
8,599 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.68 |
96.76 |
93.55 |
|
| R3 |
96.11 |
95.19 |
93.12 |
|
| R2 |
94.54 |
94.54 |
92.98 |
|
| R1 |
93.62 |
93.62 |
92.83 |
93.30 |
| PP |
92.97 |
92.97 |
92.97 |
92.81 |
| S1 |
92.05 |
92.05 |
92.55 |
91.73 |
| S2 |
91.40 |
91.40 |
92.40 |
|
| S3 |
89.83 |
90.48 |
92.26 |
|
| S4 |
88.26 |
88.91 |
91.83 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.21 |
104.63 |
97.35 |
|
| R3 |
102.28 |
100.70 |
96.27 |
|
| R2 |
98.35 |
98.35 |
95.91 |
|
| R1 |
96.77 |
96.77 |
95.55 |
97.56 |
| PP |
94.42 |
94.42 |
94.42 |
94.82 |
| S1 |
92.84 |
92.84 |
94.83 |
93.63 |
| S2 |
90.49 |
90.49 |
94.47 |
|
| S3 |
86.56 |
88.91 |
94.11 |
|
| S4 |
82.63 |
84.98 |
93.03 |
|
|
| 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 |
4.2% |
1.05 |
1.1% |
16% |
False |
False |
2,070 |
| 10 |
96.00 |
89.98 |
6.02 |
6.5% |
0.86 |
0.9% |
45% |
False |
False |
2,338 |
| 20 |
96.00 |
86.35 |
9.65 |
10.4% |
0.96 |
1.0% |
66% |
False |
False |
2,119 |
| 40 |
96.00 |
84.34 |
11.66 |
12.6% |
1.00 |
1.1% |
72% |
False |
False |
1,635 |
| 60 |
96.00 |
77.21 |
18.79 |
20.3% |
0.78 |
0.8% |
82% |
False |
False |
1,661 |
| 80 |
96.00 |
73.60 |
22.40 |
24.2% |
0.61 |
0.7% |
85% |
False |
False |
1,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.57 |
|
2.618 |
98.01 |
|
1.618 |
96.44 |
|
1.000 |
95.47 |
|
0.618 |
94.87 |
|
HIGH |
93.90 |
|
0.618 |
93.30 |
|
0.500 |
93.12 |
|
0.382 |
92.93 |
|
LOW |
92.33 |
|
0.618 |
91.36 |
|
1.000 |
90.76 |
|
1.618 |
89.79 |
|
2.618 |
88.22 |
|
4.250 |
85.66 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.12 |
94.17 |
| PP |
92.97 |
93.67 |
| S1 |
92.83 |
93.18 |
|