NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.19 |
90.47 |
0.28 |
0.3% |
90.37 |
High |
91.46 |
90.62 |
-0.84 |
-0.9% |
91.60 |
Low |
90.12 |
90.40 |
0.28 |
0.3% |
88.77 |
Close |
91.15 |
91.61 |
0.46 |
0.5% |
91.15 |
Range |
1.34 |
0.22 |
-1.12 |
-83.6% |
2.83 |
ATR |
2.22 |
2.12 |
-0.11 |
-4.7% |
0.00 |
Volume |
4,524 |
995 |
-3,529 |
-78.0% |
14,405 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.54 |
91.79 |
91.73 |
|
R3 |
91.32 |
91.57 |
91.67 |
|
R2 |
91.10 |
91.10 |
91.65 |
|
R1 |
91.35 |
91.35 |
91.63 |
91.23 |
PP |
90.88 |
90.88 |
90.88 |
90.81 |
S1 |
91.13 |
91.13 |
91.59 |
91.01 |
S2 |
90.66 |
90.66 |
91.57 |
|
S3 |
90.44 |
90.91 |
91.55 |
|
S4 |
90.22 |
90.69 |
91.49 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.00 |
97.90 |
92.71 |
|
R3 |
96.17 |
95.07 |
91.93 |
|
R2 |
93.34 |
93.34 |
91.67 |
|
R1 |
92.24 |
92.24 |
91.41 |
92.79 |
PP |
90.51 |
90.51 |
90.51 |
90.78 |
S1 |
89.41 |
89.41 |
90.89 |
89.96 |
S2 |
87.68 |
87.68 |
90.63 |
|
S3 |
84.85 |
86.58 |
90.37 |
|
S4 |
82.02 |
83.75 |
89.59 |
|
|
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 |
3.1% |
1.36 |
1.5% |
100% |
False |
False |
2,251 |
10 |
92.24 |
87.62 |
4.62 |
5.0% |
1.69 |
1.8% |
86% |
False |
False |
2,488 |
20 |
94.71 |
85.12 |
9.59 |
10.5% |
2.36 |
2.6% |
68% |
False |
False |
2,594 |
40 |
94.71 |
84.95 |
9.76 |
10.7% |
1.68 |
1.8% |
68% |
False |
False |
2,027 |
60 |
94.71 |
75.05 |
19.66 |
21.5% |
1.24 |
1.4% |
84% |
False |
False |
1,743 |
80 |
94.71 |
70.29 |
24.42 |
26.7% |
0.97 |
1.1% |
87% |
False |
False |
1,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.56 |
2.618 |
91.20 |
1.618 |
90.98 |
1.000 |
90.84 |
0.618 |
90.76 |
HIGH |
90.62 |
0.618 |
90.54 |
0.500 |
90.51 |
0.382 |
90.48 |
LOW |
90.40 |
0.618 |
90.26 |
1.000 |
90.18 |
1.618 |
90.04 |
2.618 |
89.82 |
4.250 |
89.47 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
91.24 |
91.28 |
PP |
90.88 |
90.95 |
S1 |
90.51 |
90.63 |
|