NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
90.47 |
91.78 |
1.31 |
1.4% |
90.37 |
| High |
90.62 |
93.34 |
2.72 |
3.0% |
91.60 |
| Low |
90.40 |
91.78 |
1.38 |
1.5% |
88.77 |
| Close |
91.61 |
92.80 |
1.19 |
1.3% |
91.15 |
| Range |
0.22 |
1.56 |
1.34 |
609.1% |
2.83 |
| ATR |
2.12 |
2.09 |
-0.03 |
-1.3% |
0.00 |
| Volume |
995 |
385 |
-610 |
-61.3% |
14,405 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.32 |
96.62 |
93.66 |
|
| R3 |
95.76 |
95.06 |
93.23 |
|
| R2 |
94.20 |
94.20 |
93.09 |
|
| R1 |
93.50 |
93.50 |
92.94 |
93.85 |
| PP |
92.64 |
92.64 |
92.64 |
92.82 |
| S1 |
91.94 |
91.94 |
92.66 |
92.29 |
| S2 |
91.08 |
91.08 |
92.51 |
|
| S3 |
89.52 |
90.38 |
92.37 |
|
| S4 |
87.96 |
88.82 |
91.94 |
|
|
| 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 |
93.34 |
89.40 |
3.94 |
4.2% |
1.11 |
1.2% |
86% |
True |
False |
2,121 |
| 10 |
93.34 |
88.05 |
5.29 |
5.7% |
1.74 |
1.9% |
90% |
True |
False |
2,336 |
| 20 |
94.71 |
85.12 |
9.59 |
10.3% |
2.34 |
2.5% |
80% |
False |
False |
2,525 |
| 40 |
94.71 |
84.95 |
9.76 |
10.5% |
1.70 |
1.8% |
80% |
False |
False |
1,974 |
| 60 |
94.71 |
75.05 |
19.66 |
21.2% |
1.25 |
1.4% |
90% |
False |
False |
1,697 |
| 80 |
94.71 |
70.45 |
24.26 |
26.1% |
0.99 |
1.1% |
92% |
False |
False |
1,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.97 |
|
2.618 |
97.42 |
|
1.618 |
95.86 |
|
1.000 |
94.90 |
|
0.618 |
94.30 |
|
HIGH |
93.34 |
|
0.618 |
92.74 |
|
0.500 |
92.56 |
|
0.382 |
92.38 |
|
LOW |
91.78 |
|
0.618 |
90.82 |
|
1.000 |
90.22 |
|
1.618 |
89.26 |
|
2.618 |
87.70 |
|
4.250 |
85.15 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
92.72 |
92.44 |
| PP |
92.64 |
92.09 |
| S1 |
92.56 |
91.73 |
|