NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.13 |
91.80 |
2.67 |
3.0% |
86.30 |
High |
92.24 |
92.10 |
-0.14 |
-0.2% |
94.71 |
Low |
89.13 |
88.05 |
-1.08 |
-1.2% |
85.12 |
Close |
92.24 |
90.78 |
-1.46 |
-1.6% |
86.92 |
Range |
3.11 |
4.05 |
0.94 |
30.2% |
9.59 |
ATR |
2.50 |
2.62 |
0.12 |
4.8% |
0.00 |
Volume |
2,020 |
3,135 |
1,115 |
55.2% |
17,058 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.46 |
100.67 |
93.01 |
|
R3 |
98.41 |
96.62 |
91.89 |
|
R2 |
94.36 |
94.36 |
91.52 |
|
R1 |
92.57 |
92.57 |
91.15 |
91.44 |
PP |
90.31 |
90.31 |
90.31 |
89.75 |
S1 |
88.52 |
88.52 |
90.41 |
87.39 |
S2 |
86.26 |
86.26 |
90.04 |
|
S3 |
82.21 |
84.47 |
89.67 |
|
S4 |
78.16 |
80.42 |
88.55 |
|
|
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 |
92.24 |
85.67 |
6.57 |
7.2% |
2.60 |
2.9% |
78% |
False |
False |
2,361 |
10 |
94.71 |
85.12 |
9.59 |
10.6% |
3.31 |
3.6% |
59% |
False |
False |
2,804 |
20 |
94.71 |
85.12 |
9.59 |
10.6% |
2.32 |
2.6% |
59% |
False |
False |
2,119 |
40 |
94.71 |
81.04 |
13.67 |
15.1% |
1.55 |
1.7% |
71% |
False |
False |
1,846 |
60 |
94.71 |
75.05 |
19.66 |
21.7% |
1.13 |
1.2% |
80% |
False |
False |
1,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.31 |
2.618 |
102.70 |
1.618 |
98.65 |
1.000 |
96.15 |
0.618 |
94.60 |
HIGH |
92.10 |
0.618 |
90.55 |
0.500 |
90.08 |
0.382 |
89.60 |
LOW |
88.05 |
0.618 |
85.55 |
1.000 |
84.00 |
1.618 |
81.50 |
2.618 |
77.45 |
4.250 |
70.84 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.55 |
90.50 |
PP |
90.31 |
90.21 |
S1 |
90.08 |
89.93 |
|