NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
92.90 |
93.93 |
1.03 |
1.1% |
90.47 |
| High |
94.32 |
94.63 |
0.31 |
0.3% |
94.63 |
| Low |
92.90 |
93.31 |
0.41 |
0.4% |
90.40 |
| Close |
93.73 |
93.31 |
-0.42 |
-0.4% |
93.31 |
| Range |
1.42 |
1.32 |
-0.10 |
-7.0% |
4.23 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.5% |
0.00 |
| Volume |
1,941 |
9,057 |
7,116 |
366.6% |
12,378 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.71 |
96.83 |
94.04 |
|
| R3 |
96.39 |
95.51 |
93.67 |
|
| R2 |
95.07 |
95.07 |
93.55 |
|
| R1 |
94.19 |
94.19 |
93.43 |
93.97 |
| PP |
93.75 |
93.75 |
93.75 |
93.64 |
| S1 |
92.87 |
92.87 |
93.19 |
92.65 |
| S2 |
92.43 |
92.43 |
93.07 |
|
| S3 |
91.11 |
91.55 |
92.95 |
|
| S4 |
89.79 |
90.23 |
92.58 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
103.62 |
95.64 |
|
| R3 |
101.24 |
99.39 |
94.47 |
|
| R2 |
97.01 |
97.01 |
94.09 |
|
| R1 |
95.16 |
95.16 |
93.70 |
96.09 |
| PP |
92.78 |
92.78 |
92.78 |
93.24 |
| S1 |
90.93 |
90.93 |
92.92 |
91.86 |
| S2 |
88.55 |
88.55 |
92.53 |
|
| S3 |
84.32 |
86.70 |
92.15 |
|
| S4 |
80.09 |
82.47 |
90.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.63 |
90.12 |
4.51 |
4.8% |
1.17 |
1.3% |
71% |
True |
False |
3,380 |
| 10 |
94.63 |
88.77 |
5.86 |
6.3% |
1.30 |
1.4% |
77% |
True |
False |
2,920 |
| 20 |
94.71 |
85.12 |
9.59 |
10.3% |
2.31 |
2.5% |
85% |
False |
False |
2,862 |
| 40 |
94.71 |
85.12 |
9.59 |
10.3% |
1.66 |
1.8% |
85% |
False |
False |
2,140 |
| 60 |
94.71 |
75.05 |
19.66 |
21.1% |
1.30 |
1.4% |
93% |
False |
False |
1,869 |
| 80 |
94.71 |
71.38 |
23.33 |
25.0% |
1.03 |
1.1% |
94% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.24 |
|
2.618 |
98.09 |
|
1.618 |
96.77 |
|
1.000 |
95.95 |
|
0.618 |
95.45 |
|
HIGH |
94.63 |
|
0.618 |
94.13 |
|
0.500 |
93.97 |
|
0.382 |
93.81 |
|
LOW |
93.31 |
|
0.618 |
92.49 |
|
1.000 |
91.99 |
|
1.618 |
91.17 |
|
2.618 |
89.85 |
|
4.250 |
87.70 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.97 |
93.28 |
| PP |
93.75 |
93.24 |
| S1 |
93.53 |
93.21 |
|