NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
91.78 |
92.90 |
1.12 |
1.2% |
90.37 |
| High |
93.34 |
94.32 |
0.98 |
1.0% |
91.60 |
| Low |
91.78 |
92.90 |
1.12 |
1.2% |
88.77 |
| Close |
92.80 |
93.73 |
0.93 |
1.0% |
91.15 |
| Range |
1.56 |
1.42 |
-0.14 |
-9.0% |
2.83 |
| ATR |
2.09 |
2.05 |
-0.04 |
-1.9% |
0.00 |
| Volume |
385 |
1,941 |
1,556 |
404.2% |
14,405 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.91 |
97.24 |
94.51 |
|
| R3 |
96.49 |
95.82 |
94.12 |
|
| R2 |
95.07 |
95.07 |
93.99 |
|
| R1 |
94.40 |
94.40 |
93.86 |
94.74 |
| PP |
93.65 |
93.65 |
93.65 |
93.82 |
| S1 |
92.98 |
92.98 |
93.60 |
93.32 |
| S2 |
92.23 |
92.23 |
93.47 |
|
| S3 |
90.81 |
91.56 |
93.34 |
|
| S4 |
89.39 |
90.14 |
92.95 |
|
|
| 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 |
94.32 |
89.79 |
4.53 |
4.8% |
1.13 |
1.2% |
87% |
True |
False |
1,991 |
| 10 |
94.32 |
88.05 |
6.27 |
6.7% |
1.57 |
1.7% |
91% |
True |
False |
2,328 |
| 20 |
94.71 |
85.12 |
9.59 |
10.2% |
2.28 |
2.4% |
90% |
False |
False |
2,538 |
| 40 |
94.71 |
85.12 |
9.59 |
10.2% |
1.68 |
1.8% |
90% |
False |
False |
1,963 |
| 60 |
94.71 |
75.05 |
19.66 |
21.0% |
1.28 |
1.4% |
95% |
False |
False |
1,724 |
| 80 |
94.71 |
70.45 |
24.26 |
25.9% |
1.01 |
1.1% |
96% |
False |
False |
1,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.36 |
|
2.618 |
98.04 |
|
1.618 |
96.62 |
|
1.000 |
95.74 |
|
0.618 |
95.20 |
|
HIGH |
94.32 |
|
0.618 |
93.78 |
|
0.500 |
93.61 |
|
0.382 |
93.44 |
|
LOW |
92.90 |
|
0.618 |
92.02 |
|
1.000 |
91.48 |
|
1.618 |
90.60 |
|
2.618 |
89.18 |
|
4.250 |
86.87 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.69 |
93.27 |
| PP |
93.65 |
92.82 |
| S1 |
93.61 |
92.36 |
|