NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
86.70 |
87.95 |
1.25 |
1.4% |
92.43 |
| High |
87.14 |
91.82 |
4.68 |
5.4% |
92.43 |
| Low |
86.25 |
85.60 |
-0.65 |
-0.8% |
86.20 |
| Close |
86.99 |
86.18 |
-0.81 |
-0.9% |
86.39 |
| Range |
0.89 |
6.22 |
5.33 |
598.9% |
6.23 |
| ATR |
1.58 |
1.91 |
0.33 |
21.0% |
0.00 |
| Volume |
3,294 |
7,004 |
3,710 |
112.6% |
8,271 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.53 |
102.57 |
89.60 |
|
| R3 |
100.31 |
96.35 |
87.89 |
|
| R2 |
94.09 |
94.09 |
87.32 |
|
| R1 |
90.13 |
90.13 |
86.75 |
89.00 |
| PP |
87.87 |
87.87 |
87.87 |
87.30 |
| S1 |
83.91 |
83.91 |
85.61 |
82.78 |
| S2 |
81.65 |
81.65 |
85.04 |
|
| S3 |
75.43 |
77.69 |
84.47 |
|
| S4 |
69.21 |
71.47 |
82.76 |
|
|
| 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 |
91.82 |
85.59 |
6.23 |
7.2% |
2.28 |
2.6% |
9% |
True |
False |
3,414 |
| 10 |
92.82 |
85.59 |
7.23 |
8.4% |
1.90 |
2.2% |
8% |
False |
False |
2,430 |
| 20 |
92.82 |
85.59 |
7.23 |
8.4% |
1.42 |
1.6% |
8% |
False |
False |
1,856 |
| 40 |
92.82 |
76.40 |
16.42 |
19.1% |
1.03 |
1.2% |
60% |
False |
False |
1,694 |
| 60 |
92.82 |
73.20 |
19.62 |
22.8% |
0.77 |
0.9% |
66% |
False |
False |
1,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.26 |
|
2.618 |
108.10 |
|
1.618 |
101.88 |
|
1.000 |
98.04 |
|
0.618 |
95.66 |
|
HIGH |
91.82 |
|
0.618 |
89.44 |
|
0.500 |
88.71 |
|
0.382 |
87.98 |
|
LOW |
85.60 |
|
0.618 |
81.76 |
|
1.000 |
79.38 |
|
1.618 |
75.54 |
|
2.618 |
69.32 |
|
4.250 |
59.17 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.71 |
88.71 |
| PP |
87.87 |
87.86 |
| S1 |
87.02 |
87.02 |
|