NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 06-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
87.50 |
88.08 |
0.58 |
0.7% |
91.75 |
High |
88.52 |
88.08 |
-0.44 |
-0.5% |
91.77 |
Low |
85.71 |
88.08 |
2.37 |
2.8% |
86.30 |
Close |
85.99 |
88.08 |
2.09 |
2.4% |
86.09 |
Range |
2.81 |
0.00 |
-2.81 |
-100.0% |
5.47 |
ATR |
1.63 |
1.66 |
0.03 |
2.0% |
0.00 |
Volume |
4,601 |
1,632 |
-2,969 |
-64.5% |
3,349 |
|
Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.08 |
88.08 |
88.08 |
|
R3 |
88.08 |
88.08 |
88.08 |
|
R2 |
88.08 |
88.08 |
88.08 |
|
R1 |
88.08 |
88.08 |
88.08 |
88.08 |
PP |
88.08 |
88.08 |
88.08 |
88.08 |
S1 |
88.08 |
88.08 |
88.08 |
88.08 |
S2 |
88.08 |
88.08 |
88.08 |
|
S3 |
88.08 |
88.08 |
88.08 |
|
S4 |
88.08 |
88.08 |
88.08 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.46 |
100.75 |
89.10 |
|
R3 |
98.99 |
95.28 |
87.59 |
|
R2 |
93.52 |
93.52 |
87.09 |
|
R1 |
89.81 |
89.81 |
86.59 |
88.93 |
PP |
88.05 |
88.05 |
88.05 |
87.62 |
S1 |
84.34 |
84.34 |
85.59 |
83.46 |
S2 |
82.58 |
82.58 |
85.09 |
|
S3 |
77.11 |
78.87 |
84.59 |
|
S4 |
71.64 |
73.40 |
83.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.52 |
85.64 |
2.88 |
3.3% |
1.16 |
1.3% |
85% |
False |
False |
2,010 |
10 |
91.85 |
85.64 |
6.21 |
7.1% |
1.15 |
1.3% |
39% |
False |
False |
1,276 |
20 |
92.10 |
85.64 |
6.46 |
7.3% |
1.06 |
1.2% |
38% |
False |
False |
1,061 |
40 |
92.10 |
77.45 |
14.65 |
16.6% |
0.56 |
0.6% |
73% |
False |
False |
1,044 |
60 |
92.10 |
73.86 |
18.24 |
20.7% |
0.41 |
0.5% |
78% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.08 |
2.618 |
88.08 |
1.618 |
88.08 |
1.000 |
88.08 |
0.618 |
88.08 |
HIGH |
88.08 |
0.618 |
88.08 |
0.500 |
88.08 |
0.382 |
88.08 |
LOW |
88.08 |
0.618 |
88.08 |
1.000 |
88.08 |
1.618 |
88.08 |
2.618 |
88.08 |
4.250 |
88.08 |
|
|
Fisher Pivots for day following 06-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
88.08 |
87.76 |
PP |
88.08 |
87.44 |
S1 |
88.08 |
87.12 |
|