NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
91.30 |
88.72 |
-2.58 |
-2.8% |
93.90 |
| High |
91.30 |
88.94 |
-2.36 |
-2.6% |
94.50 |
| Low |
89.00 |
87.71 |
-1.29 |
-1.4% |
89.70 |
| Close |
89.74 |
88.52 |
-1.22 |
-1.4% |
89.88 |
| Range |
2.30 |
1.23 |
-1.07 |
-46.5% |
4.80 |
| ATR |
1.53 |
1.56 |
0.04 |
2.4% |
0.00 |
| Volume |
546 |
1,001 |
455 |
83.3% |
8,710 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.08 |
91.53 |
89.20 |
|
| R3 |
90.85 |
90.30 |
88.86 |
|
| R2 |
89.62 |
89.62 |
88.75 |
|
| R1 |
89.07 |
89.07 |
88.63 |
88.73 |
| PP |
88.39 |
88.39 |
88.39 |
88.22 |
| S1 |
87.84 |
87.84 |
88.41 |
87.50 |
| S2 |
87.16 |
87.16 |
88.29 |
|
| S3 |
85.93 |
86.61 |
88.18 |
|
| S4 |
84.70 |
85.38 |
87.84 |
|
|
| 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 |
91.32 |
87.71 |
3.61 |
4.1% |
1.13 |
1.3% |
22% |
False |
True |
1,489 |
| 10 |
96.00 |
87.71 |
8.29 |
9.4% |
0.97 |
1.1% |
10% |
False |
True |
1,678 |
| 20 |
96.00 |
87.71 |
8.29 |
9.4% |
0.95 |
1.1% |
10% |
False |
True |
1,770 |
| 40 |
96.00 |
84.34 |
11.66 |
13.2% |
1.05 |
1.2% |
36% |
False |
False |
1,677 |
| 60 |
96.00 |
79.86 |
16.14 |
18.2% |
0.86 |
1.0% |
54% |
False |
False |
1,667 |
| 80 |
96.00 |
74.47 |
21.53 |
24.3% |
0.69 |
0.8% |
65% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.17 |
|
2.618 |
92.16 |
|
1.618 |
90.93 |
|
1.000 |
90.17 |
|
0.618 |
89.70 |
|
HIGH |
88.94 |
|
0.618 |
88.47 |
|
0.500 |
88.33 |
|
0.382 |
88.18 |
|
LOW |
87.71 |
|
0.618 |
86.95 |
|
1.000 |
86.48 |
|
1.618 |
85.72 |
|
2.618 |
84.49 |
|
4.250 |
82.48 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.46 |
89.52 |
| PP |
88.39 |
89.18 |
| S1 |
88.33 |
88.85 |
|