NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 04-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
86.30 |
86.70 |
0.40 |
0.5% |
92.43 |
High |
87.49 |
87.14 |
-0.35 |
-0.4% |
92.43 |
Low |
85.59 |
86.25 |
0.66 |
0.8% |
86.20 |
Close |
87.49 |
86.99 |
-0.50 |
-0.6% |
86.39 |
Range |
1.90 |
0.89 |
-1.01 |
-53.2% |
6.23 |
ATR |
1.60 |
1.58 |
-0.03 |
-1.6% |
0.00 |
Volume |
2,230 |
3,294 |
1,064 |
47.7% |
8,271 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.46 |
89.12 |
87.48 |
|
R3 |
88.57 |
88.23 |
87.23 |
|
R2 |
87.68 |
87.68 |
87.15 |
|
R1 |
87.34 |
87.34 |
87.07 |
87.51 |
PP |
86.79 |
86.79 |
86.79 |
86.88 |
S1 |
86.45 |
86.45 |
86.91 |
86.62 |
S2 |
85.90 |
85.90 |
86.83 |
|
S3 |
85.01 |
85.56 |
86.75 |
|
S4 |
84.12 |
84.67 |
86.50 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.03 |
102.94 |
89.82 |
|
R3 |
100.80 |
96.71 |
88.10 |
|
R2 |
94.57 |
94.57 |
87.53 |
|
R1 |
90.48 |
90.48 |
86.96 |
89.41 |
PP |
88.34 |
88.34 |
88.34 |
87.81 |
S1 |
84.25 |
84.25 |
85.82 |
83.18 |
S2 |
82.11 |
82.11 |
85.25 |
|
S3 |
75.88 |
78.02 |
84.68 |
|
S4 |
69.65 |
71.79 |
82.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.95 |
85.59 |
4.36 |
5.0% |
1.56 |
1.8% |
32% |
False |
False |
2,350 |
10 |
92.82 |
85.59 |
7.23 |
8.3% |
1.47 |
1.7% |
19% |
False |
False |
1,796 |
20 |
92.82 |
85.59 |
7.23 |
8.3% |
1.13 |
1.3% |
19% |
False |
False |
1,543 |
40 |
92.82 |
75.69 |
17.13 |
19.7% |
0.90 |
1.0% |
66% |
False |
False |
1,526 |
60 |
92.82 |
72.25 |
20.57 |
23.6% |
0.67 |
0.8% |
72% |
False |
False |
1,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.92 |
2.618 |
89.47 |
1.618 |
88.58 |
1.000 |
88.03 |
0.618 |
87.69 |
HIGH |
87.14 |
0.618 |
86.80 |
0.500 |
86.70 |
0.382 |
86.59 |
LOW |
86.25 |
0.618 |
85.70 |
1.000 |
85.36 |
1.618 |
84.81 |
2.618 |
83.92 |
4.250 |
82.47 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
86.89 |
86.88 |
PP |
86.79 |
86.77 |
S1 |
86.70 |
86.66 |
|