NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
90.70 |
89.94 |
-0.76 |
-0.8% |
93.90 |
High |
90.70 |
90.10 |
-0.60 |
-0.7% |
94.50 |
Low |
90.37 |
89.70 |
-0.67 |
-0.7% |
89.70 |
Close |
90.58 |
89.88 |
-0.70 |
-0.8% |
89.88 |
Range |
0.33 |
0.40 |
0.07 |
21.2% |
4.80 |
ATR |
1.51 |
1.47 |
-0.05 |
-3.0% |
0.00 |
Volume |
2,764 |
2,083 |
-681 |
-24.6% |
8,710 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.09 |
90.89 |
90.10 |
|
R3 |
90.69 |
90.49 |
89.99 |
|
R2 |
90.29 |
90.29 |
89.95 |
|
R1 |
90.09 |
90.09 |
89.92 |
89.99 |
PP |
89.89 |
89.89 |
89.89 |
89.85 |
S1 |
89.69 |
89.69 |
89.84 |
89.59 |
S2 |
89.49 |
89.49 |
89.81 |
|
S3 |
89.09 |
89.29 |
89.77 |
|
S4 |
88.69 |
88.89 |
89.66 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.76 |
102.62 |
92.52 |
|
R3 |
100.96 |
97.82 |
91.20 |
|
R2 |
96.16 |
96.16 |
90.76 |
|
R1 |
93.02 |
93.02 |
90.32 |
92.19 |
PP |
91.36 |
91.36 |
91.36 |
90.95 |
S1 |
88.22 |
88.22 |
89.44 |
87.39 |
S2 |
86.56 |
86.56 |
89.00 |
|
S3 |
81.76 |
83.42 |
88.56 |
|
S4 |
76.96 |
78.62 |
87.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.50 |
89.70 |
4.80 |
5.3% |
0.68 |
0.8% |
4% |
False |
True |
1,742 |
10 |
96.00 |
89.70 |
6.30 |
7.0% |
0.80 |
0.9% |
3% |
False |
True |
1,913 |
20 |
96.00 |
88.19 |
7.81 |
8.7% |
0.87 |
1.0% |
22% |
False |
False |
2,136 |
40 |
96.00 |
84.34 |
11.66 |
13.0% |
0.98 |
1.1% |
48% |
False |
False |
1,650 |
60 |
96.00 |
79.86 |
16.14 |
18.0% |
0.79 |
0.9% |
62% |
False |
False |
1,735 |
80 |
96.00 |
74.47 |
21.53 |
24.0% |
0.63 |
0.7% |
72% |
False |
False |
1,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.80 |
2.618 |
91.15 |
1.618 |
90.75 |
1.000 |
90.50 |
0.618 |
90.35 |
HIGH |
90.10 |
0.618 |
89.95 |
0.500 |
89.90 |
0.382 |
89.85 |
LOW |
89.70 |
0.618 |
89.45 |
1.000 |
89.30 |
1.618 |
89.05 |
2.618 |
88.65 |
4.250 |
88.00 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
89.90 |
91.51 |
PP |
89.89 |
90.97 |
S1 |
89.89 |
90.42 |
|