NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
89.95 |
91.30 |
1.35 |
1.5% |
93.90 |
| High |
91.32 |
91.30 |
-0.02 |
0.0% |
94.50 |
| Low |
89.95 |
89.00 |
-0.95 |
-1.1% |
89.70 |
| Close |
91.31 |
89.74 |
-1.57 |
-1.7% |
89.88 |
| Range |
1.37 |
2.30 |
0.93 |
67.9% |
4.80 |
| ATR |
1.47 |
1.53 |
0.06 |
4.1% |
0.00 |
| Volume |
1,053 |
546 |
-507 |
-48.1% |
8,710 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.91 |
95.63 |
91.01 |
|
| R3 |
94.61 |
93.33 |
90.37 |
|
| R2 |
92.31 |
92.31 |
90.16 |
|
| R1 |
91.03 |
91.03 |
89.95 |
90.52 |
| PP |
90.01 |
90.01 |
90.01 |
89.76 |
| S1 |
88.73 |
88.73 |
89.53 |
88.22 |
| S2 |
87.71 |
87.71 |
89.32 |
|
| S3 |
85.41 |
86.43 |
89.11 |
|
| S4 |
83.11 |
84.13 |
88.48 |
|
|
| 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 |
93.32 |
89.00 |
4.32 |
4.8% |
0.99 |
1.1% |
17% |
False |
True |
1,450 |
| 10 |
96.00 |
89.00 |
7.00 |
7.8% |
1.00 |
1.1% |
11% |
False |
True |
1,645 |
| 20 |
96.00 |
88.19 |
7.81 |
8.7% |
0.91 |
1.0% |
20% |
False |
False |
1,756 |
| 40 |
96.00 |
84.34 |
11.66 |
13.0% |
1.03 |
1.2% |
46% |
False |
False |
1,671 |
| 60 |
96.00 |
79.86 |
16.14 |
18.0% |
0.84 |
0.9% |
61% |
False |
False |
1,662 |
| 80 |
96.00 |
74.47 |
21.53 |
24.0% |
0.68 |
0.8% |
71% |
False |
False |
1,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.08 |
|
2.618 |
97.32 |
|
1.618 |
95.02 |
|
1.000 |
93.60 |
|
0.618 |
92.72 |
|
HIGH |
91.30 |
|
0.618 |
90.42 |
|
0.500 |
90.15 |
|
0.382 |
89.88 |
|
LOW |
89.00 |
|
0.618 |
87.58 |
|
1.000 |
86.70 |
|
1.618 |
85.28 |
|
2.618 |
82.98 |
|
4.250 |
79.23 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.15 |
90.16 |
| PP |
90.01 |
90.02 |
| S1 |
89.88 |
89.88 |
|