NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.37 |
91.60 |
1.23 |
1.4% |
88.05 |
High |
90.49 |
91.60 |
1.11 |
1.2% |
92.24 |
Low |
89.37 |
88.77 |
-0.60 |
-0.7% |
86.09 |
Close |
90.29 |
89.20 |
-1.09 |
-1.2% |
90.48 |
Range |
1.12 |
2.83 |
1.71 |
152.7% |
6.15 |
ATR |
2.39 |
2.42 |
0.03 |
1.3% |
0.00 |
Volume |
4,144 |
1,033 |
-3,111 |
-75.1% |
11,434 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.35 |
96.60 |
90.76 |
|
R3 |
95.52 |
93.77 |
89.98 |
|
R2 |
92.69 |
92.69 |
89.72 |
|
R1 |
90.94 |
90.94 |
89.46 |
90.40 |
PP |
89.86 |
89.86 |
89.86 |
89.59 |
S1 |
88.11 |
88.11 |
88.94 |
87.57 |
S2 |
87.03 |
87.03 |
88.68 |
|
S3 |
84.20 |
85.28 |
88.42 |
|
S4 |
81.37 |
82.45 |
87.64 |
|
|
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 |
88.05 |
4.19 |
4.7% |
2.38 |
2.7% |
27% |
False |
False |
2,551 |
10 |
94.71 |
85.12 |
9.59 |
10.8% |
3.35 |
3.8% |
43% |
False |
False |
2,814 |
20 |
94.71 |
85.12 |
9.59 |
10.8% |
2.41 |
2.7% |
43% |
False |
False |
2,305 |
40 |
94.71 |
81.04 |
13.67 |
15.3% |
1.66 |
1.9% |
60% |
False |
False |
1,845 |
60 |
94.71 |
75.05 |
19.66 |
22.0% |
1.21 |
1.4% |
72% |
False |
False |
1,625 |
80 |
94.71 |
69.18 |
25.53 |
28.6% |
0.92 |
1.0% |
78% |
False |
False |
1,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.63 |
2.618 |
99.01 |
1.618 |
96.18 |
1.000 |
94.43 |
0.618 |
93.35 |
HIGH |
91.60 |
0.618 |
90.52 |
0.500 |
90.19 |
0.382 |
89.85 |
LOW |
88.77 |
0.618 |
87.02 |
1.000 |
85.94 |
1.618 |
84.19 |
2.618 |
81.36 |
4.250 |
76.74 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.19 |
90.19 |
PP |
89.86 |
89.86 |
S1 |
89.53 |
89.53 |
|