NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
93.93 |
93.90 |
-0.03 |
0.0% |
90.47 |
| High |
94.63 |
93.90 |
-0.73 |
-0.8% |
94.63 |
| Low |
93.31 |
92.74 |
-0.57 |
-0.6% |
90.40 |
| Close |
93.31 |
93.45 |
0.14 |
0.2% |
93.31 |
| Range |
1.32 |
1.16 |
-0.16 |
-12.1% |
4.23 |
| ATR |
2.00 |
1.94 |
-0.06 |
-3.0% |
0.00 |
| Volume |
9,057 |
3,190 |
-5,867 |
-64.8% |
12,378 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.84 |
96.31 |
94.09 |
|
| R3 |
95.68 |
95.15 |
93.77 |
|
| R2 |
94.52 |
94.52 |
93.66 |
|
| R1 |
93.99 |
93.99 |
93.56 |
93.68 |
| PP |
93.36 |
93.36 |
93.36 |
93.21 |
| S1 |
92.83 |
92.83 |
93.34 |
92.52 |
| S2 |
92.20 |
92.20 |
93.24 |
|
| S3 |
91.04 |
91.67 |
93.13 |
|
| S4 |
89.88 |
90.51 |
92.81 |
|
|
| 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 |
90.40 |
4.23 |
4.5% |
1.14 |
1.2% |
72% |
False |
False |
3,113 |
| 10 |
94.63 |
88.77 |
5.86 |
6.3% |
1.34 |
1.4% |
80% |
False |
False |
2,997 |
| 20 |
94.71 |
85.12 |
9.59 |
10.3% |
2.29 |
2.4% |
87% |
False |
False |
2,923 |
| 40 |
94.71 |
85.12 |
9.59 |
10.3% |
1.67 |
1.8% |
87% |
False |
False |
2,188 |
| 60 |
94.71 |
75.69 |
19.02 |
20.4% |
1.32 |
1.4% |
93% |
False |
False |
1,919 |
| 80 |
94.71 |
71.75 |
22.96 |
24.6% |
1.04 |
1.1% |
95% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.83 |
|
2.618 |
96.94 |
|
1.618 |
95.78 |
|
1.000 |
95.06 |
|
0.618 |
94.62 |
|
HIGH |
93.90 |
|
0.618 |
93.46 |
|
0.500 |
93.32 |
|
0.382 |
93.18 |
|
LOW |
92.74 |
|
0.618 |
92.02 |
|
1.000 |
91.58 |
|
1.618 |
90.86 |
|
2.618 |
89.70 |
|
4.250 |
87.81 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.41 |
93.69 |
| PP |
93.36 |
93.61 |
| S1 |
93.32 |
93.53 |
|