NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
87.62 |
89.13 |
1.51 |
1.7% |
86.30 |
| High |
88.67 |
92.24 |
3.57 |
4.0% |
94.71 |
| Low |
87.62 |
89.13 |
1.51 |
1.7% |
85.12 |
| Close |
88.54 |
92.24 |
3.70 |
4.2% |
86.92 |
| Range |
1.05 |
3.11 |
2.06 |
196.2% |
9.59 |
| ATR |
2.41 |
2.50 |
0.09 |
3.8% |
0.00 |
| Volume |
1,902 |
2,020 |
118 |
6.2% |
17,058 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.53 |
99.50 |
93.95 |
|
| R3 |
97.42 |
96.39 |
93.10 |
|
| R2 |
94.31 |
94.31 |
92.81 |
|
| R1 |
93.28 |
93.28 |
92.53 |
93.80 |
| PP |
91.20 |
91.20 |
91.20 |
91.46 |
| S1 |
90.17 |
90.17 |
91.95 |
90.69 |
| S2 |
88.09 |
88.09 |
91.67 |
|
| S3 |
84.98 |
87.06 |
91.38 |
|
| S4 |
81.87 |
83.95 |
90.53 |
|
|
| 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 |
10.4% |
3.71 |
4.0% |
74% |
False |
False |
2,081 |
| 10 |
94.71 |
85.12 |
9.59 |
10.4% |
2.99 |
3.2% |
74% |
False |
False |
2,747 |
| 20 |
94.71 |
85.12 |
9.59 |
10.4% |
2.16 |
2.3% |
74% |
False |
False |
2,018 |
| 40 |
94.71 |
81.00 |
13.71 |
14.9% |
1.46 |
1.6% |
82% |
False |
False |
1,791 |
| 60 |
94.71 |
75.05 |
19.66 |
21.3% |
1.06 |
1.1% |
87% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.46 |
|
2.618 |
100.38 |
|
1.618 |
97.27 |
|
1.000 |
95.35 |
|
0.618 |
94.16 |
|
HIGH |
92.24 |
|
0.618 |
91.05 |
|
0.500 |
90.69 |
|
0.382 |
90.32 |
|
LOW |
89.13 |
|
0.618 |
87.21 |
|
1.000 |
86.02 |
|
1.618 |
84.10 |
|
2.618 |
80.99 |
|
4.250 |
75.91 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
91.72 |
91.22 |
| PP |
91.20 |
90.19 |
| S1 |
90.69 |
89.17 |
|