NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
91.80 |
90.84 |
-0.96 |
-1.0% |
88.05 |
High |
92.10 |
91.20 |
-0.90 |
-1.0% |
92.24 |
Low |
88.05 |
90.42 |
2.37 |
2.7% |
86.09 |
Close |
90.78 |
90.48 |
-0.30 |
-0.3% |
90.48 |
Range |
4.05 |
0.78 |
-3.27 |
-80.7% |
6.15 |
ATR |
2.62 |
2.49 |
-0.13 |
-5.0% |
0.00 |
Volume |
3,135 |
2,423 |
-712 |
-22.7% |
11,434 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.04 |
92.54 |
90.91 |
|
R3 |
92.26 |
91.76 |
90.69 |
|
R2 |
91.48 |
91.48 |
90.62 |
|
R1 |
90.98 |
90.98 |
90.55 |
90.84 |
PP |
90.70 |
90.70 |
90.70 |
90.63 |
S1 |
90.20 |
90.20 |
90.41 |
90.06 |
S2 |
89.92 |
89.92 |
90.34 |
|
S3 |
89.14 |
89.42 |
90.27 |
|
S4 |
88.36 |
88.64 |
90.05 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.05 |
105.42 |
93.86 |
|
R3 |
101.90 |
99.27 |
92.17 |
|
R2 |
95.75 |
95.75 |
91.61 |
|
R1 |
93.12 |
93.12 |
91.04 |
94.44 |
PP |
89.60 |
89.60 |
89.60 |
90.26 |
S1 |
86.97 |
86.97 |
89.92 |
88.29 |
S2 |
83.45 |
83.45 |
89.35 |
|
S3 |
77.30 |
80.82 |
88.79 |
|
S4 |
71.15 |
74.67 |
87.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.24 |
86.09 |
6.15 |
6.8% |
2.22 |
2.5% |
71% |
False |
False |
2,286 |
10 |
94.71 |
85.12 |
9.59 |
10.6% |
3.24 |
3.6% |
56% |
False |
False |
2,849 |
20 |
94.71 |
85.12 |
9.59 |
10.6% |
2.30 |
2.5% |
56% |
False |
False |
2,182 |
40 |
94.71 |
81.04 |
13.67 |
15.1% |
1.56 |
1.7% |
69% |
False |
False |
1,765 |
60 |
94.71 |
75.05 |
19.66 |
21.7% |
1.14 |
1.3% |
78% |
False |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.52 |
2.618 |
93.24 |
1.618 |
92.46 |
1.000 |
91.98 |
0.618 |
91.68 |
HIGH |
91.20 |
0.618 |
90.90 |
0.500 |
90.81 |
0.382 |
90.72 |
LOW |
90.42 |
0.618 |
89.94 |
1.000 |
89.64 |
1.618 |
89.16 |
2.618 |
88.38 |
4.250 |
87.11 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.81 |
90.37 |
PP |
90.70 |
90.26 |
S1 |
90.59 |
90.15 |
|