NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
87.50 |
87.61 |
0.11 |
0.1% |
85.71 |
High |
87.50 |
87.70 |
0.20 |
0.2% |
88.52 |
Low |
85.59 |
85.90 |
0.31 |
0.4% |
85.59 |
Close |
86.68 |
86.55 |
-0.13 |
-0.1% |
86.68 |
Range |
1.91 |
1.80 |
-0.11 |
-5.8% |
2.93 |
ATR |
1.72 |
1.73 |
0.01 |
0.3% |
0.00 |
Volume |
1,571 |
1,909 |
338 |
21.5% |
10,471 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.12 |
91.13 |
87.54 |
|
R3 |
90.32 |
89.33 |
87.05 |
|
R2 |
88.52 |
88.52 |
86.88 |
|
R1 |
87.53 |
87.53 |
86.72 |
87.13 |
PP |
86.72 |
86.72 |
86.72 |
86.51 |
S1 |
85.73 |
85.73 |
86.39 |
85.33 |
S2 |
84.92 |
84.92 |
86.22 |
|
S3 |
83.12 |
83.93 |
86.06 |
|
S4 |
81.32 |
82.13 |
85.56 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.72 |
94.13 |
88.29 |
|
R3 |
92.79 |
91.20 |
87.49 |
|
R2 |
89.86 |
89.86 |
87.22 |
|
R1 |
88.27 |
88.27 |
86.95 |
89.07 |
PP |
86.93 |
86.93 |
86.93 |
87.33 |
S1 |
85.34 |
85.34 |
86.41 |
86.14 |
S2 |
84.00 |
84.00 |
86.14 |
|
S3 |
81.07 |
82.41 |
85.87 |
|
S4 |
78.14 |
79.48 |
85.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.52 |
85.59 |
2.93 |
3.4% |
1.43 |
1.6% |
33% |
False |
False |
2,400 |
10 |
90.00 |
85.59 |
4.41 |
5.1% |
1.39 |
1.6% |
22% |
False |
False |
1,561 |
20 |
92.10 |
85.59 |
6.51 |
7.5% |
1.18 |
1.4% |
15% |
False |
False |
1,041 |
40 |
92.10 |
78.35 |
13.75 |
15.9% |
0.65 |
0.8% |
60% |
False |
False |
1,119 |
60 |
92.10 |
74.12 |
17.98 |
20.8% |
0.47 |
0.5% |
69% |
False |
False |
944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.35 |
2.618 |
92.41 |
1.618 |
90.61 |
1.000 |
89.50 |
0.618 |
88.81 |
HIGH |
87.70 |
0.618 |
87.01 |
0.500 |
86.80 |
0.382 |
86.59 |
LOW |
85.90 |
0.618 |
84.79 |
1.000 |
84.10 |
1.618 |
82.99 |
2.618 |
81.19 |
4.250 |
78.25 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
86.80 |
86.84 |
PP |
86.72 |
86.74 |
S1 |
86.63 |
86.65 |
|