NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 07-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
86.93 |
88.34 |
1.41 |
1.6% |
86.30 |
High |
94.71 |
88.34 |
-6.37 |
-6.7% |
94.71 |
Low |
85.12 |
85.67 |
0.55 |
0.6% |
85.12 |
Close |
88.34 |
86.92 |
-1.42 |
-1.6% |
86.92 |
Range |
9.59 |
2.67 |
-6.92 |
-72.2% |
9.59 |
ATR |
2.46 |
2.47 |
0.02 |
0.6% |
0.00 |
Volume |
1,735 |
2,795 |
1,060 |
61.1% |
17,058 |
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.99 |
93.62 |
88.39 |
|
R3 |
92.32 |
90.95 |
87.65 |
|
R2 |
89.65 |
89.65 |
87.41 |
|
R1 |
88.28 |
88.28 |
87.16 |
87.63 |
PP |
86.98 |
86.98 |
86.98 |
86.65 |
S1 |
85.61 |
85.61 |
86.68 |
84.96 |
S2 |
84.31 |
84.31 |
86.43 |
|
S3 |
81.64 |
82.94 |
86.19 |
|
S4 |
78.97 |
80.27 |
85.45 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.69 |
111.89 |
92.19 |
|
R3 |
108.10 |
102.30 |
89.56 |
|
R2 |
98.51 |
98.51 |
88.68 |
|
R1 |
92.71 |
92.71 |
87.80 |
95.61 |
PP |
88.92 |
88.92 |
88.92 |
90.37 |
S1 |
83.12 |
83.12 |
86.04 |
86.02 |
S2 |
79.33 |
79.33 |
85.16 |
|
S3 |
69.74 |
73.53 |
84.28 |
|
S4 |
60.15 |
63.94 |
81.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.71 |
85.12 |
9.59 |
11.0% |
4.25 |
4.9% |
19% |
False |
False |
3,411 |
10 |
94.71 |
85.12 |
9.59 |
11.0% |
2.91 |
3.3% |
19% |
False |
False |
2,532 |
20 |
94.71 |
85.12 |
9.59 |
11.0% |
1.90 |
2.2% |
19% |
False |
False |
1,964 |
40 |
94.71 |
78.25 |
16.46 |
18.9% |
1.33 |
1.5% |
53% |
False |
False |
1,681 |
60 |
94.71 |
73.83 |
20.88 |
24.0% |
0.96 |
1.1% |
63% |
False |
False |
1,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.69 |
2.618 |
95.33 |
1.618 |
92.66 |
1.000 |
91.01 |
0.618 |
89.99 |
HIGH |
88.34 |
0.618 |
87.32 |
0.500 |
87.01 |
0.382 |
86.69 |
LOW |
85.67 |
0.618 |
84.02 |
1.000 |
83.00 |
1.618 |
81.35 |
2.618 |
78.68 |
4.250 |
74.32 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
87.01 |
89.92 |
PP |
86.98 |
88.92 |
S1 |
86.95 |
87.92 |
|