NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
93.90 |
94.10 |
0.20 |
0.2% |
92.85 |
| High |
93.90 |
94.50 |
0.60 |
0.6% |
96.00 |
| Low |
92.33 |
93.95 |
1.62 |
1.8% |
92.07 |
| Close |
92.69 |
93.50 |
0.81 |
0.9% |
95.19 |
| Range |
1.57 |
0.55 |
-1.02 |
-65.0% |
3.93 |
| ATR |
1.53 |
1.55 |
0.02 |
1.3% |
0.00 |
| Volume |
1,753 |
1,302 |
-451 |
-25.7% |
8,599 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.63 |
95.12 |
93.80 |
|
| R3 |
95.08 |
94.57 |
93.65 |
|
| R2 |
94.53 |
94.53 |
93.60 |
|
| R1 |
94.02 |
94.02 |
93.55 |
94.00 |
| PP |
93.98 |
93.98 |
93.98 |
93.98 |
| S1 |
93.47 |
93.47 |
93.45 |
93.45 |
| S2 |
93.43 |
93.43 |
93.40 |
|
| S3 |
92.88 |
92.92 |
93.35 |
|
| S4 |
92.33 |
92.37 |
93.20 |
|
|
| 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 |
92.33 |
3.67 |
3.9% |
1.01 |
1.1% |
32% |
False |
False |
1,839 |
| 10 |
96.00 |
89.98 |
6.02 |
6.4% |
0.92 |
1.0% |
58% |
False |
False |
1,614 |
| 20 |
96.00 |
86.38 |
9.62 |
10.3% |
0.98 |
1.0% |
74% |
False |
False |
2,086 |
| 40 |
96.00 |
84.34 |
11.66 |
12.5% |
0.99 |
1.1% |
79% |
False |
False |
1,606 |
| 60 |
96.00 |
77.50 |
18.50 |
19.8% |
0.77 |
0.8% |
86% |
False |
False |
1,676 |
| 80 |
96.00 |
73.60 |
22.40 |
24.0% |
0.62 |
0.7% |
89% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.84 |
|
2.618 |
95.94 |
|
1.618 |
95.39 |
|
1.000 |
95.05 |
|
0.618 |
94.84 |
|
HIGH |
94.50 |
|
0.618 |
94.29 |
|
0.500 |
94.23 |
|
0.382 |
94.16 |
|
LOW |
93.95 |
|
0.618 |
93.61 |
|
1.000 |
93.40 |
|
1.618 |
93.06 |
|
2.618 |
92.51 |
|
4.250 |
91.61 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
93.86 |
| PP |
93.98 |
93.74 |
| S1 |
93.74 |
93.62 |
|