NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
89.94 |
89.95 |
0.01 |
0.0% |
93.90 |
High |
90.10 |
91.32 |
1.22 |
1.4% |
94.50 |
Low |
89.70 |
89.95 |
0.25 |
0.3% |
89.70 |
Close |
89.88 |
91.31 |
1.43 |
1.6% |
89.88 |
Range |
0.40 |
1.37 |
0.97 |
242.5% |
4.80 |
ATR |
1.47 |
1.47 |
0.00 |
-0.1% |
0.00 |
Volume |
2,083 |
1,053 |
-1,030 |
-49.4% |
8,710 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.97 |
94.51 |
92.06 |
|
R3 |
93.60 |
93.14 |
91.69 |
|
R2 |
92.23 |
92.23 |
91.56 |
|
R1 |
91.77 |
91.77 |
91.44 |
92.00 |
PP |
90.86 |
90.86 |
90.86 |
90.98 |
S1 |
90.40 |
90.40 |
91.18 |
90.63 |
S2 |
89.49 |
89.49 |
91.06 |
|
S3 |
88.12 |
89.03 |
90.93 |
|
S4 |
86.75 |
87.66 |
90.56 |
|
|
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% |
0.64 |
0.7% |
34% |
False |
False |
1,602 |
10 |
96.00 |
89.70 |
6.30 |
6.9% |
0.85 |
0.9% |
26% |
False |
False |
1,836 |
20 |
96.00 |
88.19 |
7.81 |
8.6% |
0.81 |
0.9% |
40% |
False |
False |
2,046 |
40 |
96.00 |
84.34 |
11.66 |
12.8% |
0.98 |
1.1% |
60% |
False |
False |
1,666 |
60 |
96.00 |
79.86 |
16.14 |
17.7% |
0.82 |
0.9% |
71% |
False |
False |
1,734 |
80 |
96.00 |
74.47 |
21.53 |
23.6% |
0.65 |
0.7% |
78% |
False |
False |
1,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.14 |
2.618 |
94.91 |
1.618 |
93.54 |
1.000 |
92.69 |
0.618 |
92.17 |
HIGH |
91.32 |
0.618 |
90.80 |
0.500 |
90.64 |
0.382 |
90.47 |
LOW |
89.95 |
0.618 |
89.10 |
1.000 |
88.58 |
1.618 |
87.73 |
2.618 |
86.36 |
4.250 |
84.13 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
91.09 |
91.04 |
PP |
90.86 |
90.78 |
S1 |
90.64 |
90.51 |
|