NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
91.60 |
89.40 |
-2.20 |
-2.4% |
88.05 |
High |
91.60 |
90.71 |
-0.89 |
-1.0% |
92.24 |
Low |
88.77 |
89.40 |
0.63 |
0.7% |
86.09 |
Close |
89.20 |
90.06 |
0.86 |
1.0% |
90.48 |
Range |
2.83 |
1.31 |
-1.52 |
-53.7% |
6.15 |
ATR |
2.42 |
2.36 |
-0.07 |
-2.7% |
0.00 |
Volume |
1,033 |
2,593 |
1,560 |
151.0% |
11,434 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.99 |
93.33 |
90.78 |
|
R3 |
92.68 |
92.02 |
90.42 |
|
R2 |
91.37 |
91.37 |
90.30 |
|
R1 |
90.71 |
90.71 |
90.18 |
91.04 |
PP |
90.06 |
90.06 |
90.06 |
90.22 |
S1 |
89.40 |
89.40 |
89.94 |
89.73 |
S2 |
88.75 |
88.75 |
89.82 |
|
S3 |
87.44 |
88.09 |
89.70 |
|
S4 |
86.13 |
86.78 |
89.34 |
|
|
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 |
92.10 |
88.05 |
4.05 |
4.5% |
2.02 |
2.2% |
50% |
False |
False |
2,665 |
10 |
94.71 |
85.12 |
9.59 |
10.6% |
2.86 |
3.2% |
52% |
False |
False |
2,373 |
20 |
94.71 |
85.12 |
9.59 |
10.6% |
2.38 |
2.6% |
52% |
False |
False |
2,401 |
40 |
94.71 |
81.15 |
13.56 |
15.1% |
1.68 |
1.9% |
66% |
False |
False |
1,908 |
60 |
94.71 |
75.05 |
19.66 |
21.8% |
1.23 |
1.4% |
76% |
False |
False |
1,655 |
80 |
94.71 |
69.23 |
25.48 |
28.3% |
0.94 |
1.0% |
82% |
False |
False |
1,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.28 |
2.618 |
94.14 |
1.618 |
92.83 |
1.000 |
92.02 |
0.618 |
91.52 |
HIGH |
90.71 |
0.618 |
90.21 |
0.500 |
90.06 |
0.382 |
89.90 |
LOW |
89.40 |
0.618 |
88.59 |
1.000 |
88.09 |
1.618 |
87.28 |
2.618 |
85.97 |
4.250 |
83.83 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.06 |
90.19 |
PP |
90.06 |
90.14 |
S1 |
90.06 |
90.10 |
|