NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.40 |
90.15 |
0.75 |
0.8% |
88.05 |
High |
90.71 |
90.89 |
0.18 |
0.2% |
92.24 |
Low |
89.40 |
89.79 |
0.39 |
0.4% |
86.09 |
Close |
90.06 |
89.82 |
-0.24 |
-0.3% |
90.48 |
Range |
1.31 |
1.10 |
-0.21 |
-16.0% |
6.15 |
ATR |
2.36 |
2.27 |
-0.09 |
-3.8% |
0.00 |
Volume |
2,593 |
2,111 |
-482 |
-18.6% |
11,434 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.47 |
92.74 |
90.43 |
|
R3 |
92.37 |
91.64 |
90.12 |
|
R2 |
91.27 |
91.27 |
90.02 |
|
R1 |
90.54 |
90.54 |
89.92 |
90.36 |
PP |
90.17 |
90.17 |
90.17 |
90.07 |
S1 |
89.44 |
89.44 |
89.72 |
89.26 |
S2 |
89.07 |
89.07 |
89.62 |
|
S3 |
87.97 |
88.34 |
89.52 |
|
S4 |
86.87 |
87.24 |
89.22 |
|
|
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 |
91.60 |
88.77 |
2.83 |
3.2% |
1.43 |
1.6% |
37% |
False |
False |
2,460 |
10 |
92.24 |
85.67 |
6.57 |
7.3% |
2.01 |
2.2% |
63% |
False |
False |
2,411 |
20 |
94.71 |
85.12 |
9.59 |
10.7% |
2.38 |
2.6% |
49% |
False |
False |
2,382 |
40 |
94.71 |
83.14 |
11.57 |
12.9% |
1.69 |
1.9% |
58% |
False |
False |
1,940 |
60 |
94.71 |
75.05 |
19.66 |
21.9% |
1.25 |
1.4% |
75% |
False |
False |
1,675 |
80 |
94.71 |
69.68 |
25.03 |
27.9% |
0.95 |
1.1% |
80% |
False |
False |
1,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.57 |
2.618 |
93.77 |
1.618 |
92.67 |
1.000 |
91.99 |
0.618 |
91.57 |
HIGH |
90.89 |
0.618 |
90.47 |
0.500 |
90.34 |
0.382 |
90.21 |
LOW |
89.79 |
0.618 |
89.11 |
1.000 |
88.69 |
1.618 |
88.01 |
2.618 |
86.91 |
4.250 |
85.12 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.34 |
90.19 |
PP |
90.17 |
90.06 |
S1 |
89.99 |
89.94 |
|