NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
92.85 |
90.70 |
-2.15 |
-2.3% |
92.85 |
High |
93.32 |
90.70 |
-2.62 |
-2.8% |
96.00 |
Low |
92.77 |
90.37 |
-2.40 |
-2.6% |
92.07 |
Close |
92.20 |
90.58 |
-1.62 |
-1.8% |
95.19 |
Range |
0.55 |
0.33 |
-0.22 |
-40.0% |
3.93 |
ATR |
1.49 |
1.51 |
0.02 |
1.6% |
0.00 |
Volume |
808 |
2,764 |
1,956 |
242.1% |
8,599 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.54 |
91.39 |
90.76 |
|
R3 |
91.21 |
91.06 |
90.67 |
|
R2 |
90.88 |
90.88 |
90.64 |
|
R1 |
90.73 |
90.73 |
90.61 |
90.64 |
PP |
90.55 |
90.55 |
90.55 |
90.51 |
S1 |
90.40 |
90.40 |
90.55 |
90.31 |
S2 |
90.22 |
90.22 |
90.52 |
|
S3 |
89.89 |
90.07 |
90.49 |
|
S4 |
89.56 |
89.74 |
90.40 |
|
|
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 |
95.38 |
90.37 |
5.01 |
5.5% |
0.74 |
0.8% |
4% |
False |
True |
1,703 |
10 |
96.00 |
90.37 |
5.63 |
6.2% |
0.84 |
0.9% |
4% |
False |
True |
1,810 |
20 |
96.00 |
88.19 |
7.81 |
8.6% |
0.99 |
1.1% |
31% |
False |
False |
2,072 |
40 |
96.00 |
84.34 |
11.66 |
12.9% |
0.97 |
1.1% |
54% |
False |
False |
1,610 |
60 |
96.00 |
79.86 |
16.14 |
17.8% |
0.79 |
0.9% |
66% |
False |
False |
1,712 |
80 |
96.00 |
74.47 |
21.53 |
23.8% |
0.63 |
0.7% |
75% |
False |
False |
1,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.10 |
2.618 |
91.56 |
1.618 |
91.23 |
1.000 |
91.03 |
0.618 |
90.90 |
HIGH |
90.70 |
0.618 |
90.57 |
0.500 |
90.54 |
0.382 |
90.50 |
LOW |
90.37 |
0.618 |
90.17 |
1.000 |
90.04 |
1.618 |
89.84 |
2.618 |
89.51 |
4.250 |
88.97 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
90.57 |
92.44 |
PP |
90.55 |
91.82 |
S1 |
90.54 |
91.20 |
|