NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 12-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
87.10 |
89.16 |
2.06 |
2.4% |
85.71 |
High |
87.30 |
89.82 |
2.52 |
2.9% |
88.52 |
Low |
87.10 |
88.40 |
1.30 |
1.5% |
85.59 |
Close |
88.26 |
91.82 |
3.56 |
4.0% |
86.68 |
Range |
0.20 |
1.42 |
1.22 |
610.0% |
2.93 |
ATR |
1.66 |
1.65 |
-0.01 |
-0.4% |
0.00 |
Volume |
952 |
574 |
-378 |
-39.7% |
10,471 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.27 |
94.47 |
92.60 |
|
R3 |
92.85 |
93.05 |
92.21 |
|
R2 |
91.43 |
91.43 |
92.08 |
|
R1 |
91.63 |
91.63 |
91.95 |
91.53 |
PP |
90.01 |
90.01 |
90.01 |
89.97 |
S1 |
90.21 |
90.21 |
91.69 |
90.11 |
S2 |
88.59 |
88.59 |
91.56 |
|
S3 |
87.17 |
88.79 |
91.43 |
|
S4 |
85.75 |
87.37 |
91.04 |
|
|
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 |
89.82 |
85.59 |
4.23 |
4.6% |
1.07 |
1.2% |
147% |
True |
False |
1,327 |
10 |
89.82 |
85.59 |
4.23 |
4.6% |
1.23 |
1.3% |
147% |
True |
False |
1,621 |
20 |
92.10 |
85.59 |
6.51 |
7.1% |
1.26 |
1.4% |
96% |
False |
False |
1,098 |
40 |
92.10 |
80.08 |
12.02 |
13.1% |
0.69 |
0.8% |
98% |
False |
False |
1,145 |
60 |
92.10 |
74.41 |
17.69 |
19.3% |
0.50 |
0.5% |
98% |
False |
False |
917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.86 |
2.618 |
93.54 |
1.618 |
92.12 |
1.000 |
91.24 |
0.618 |
90.70 |
HIGH |
89.82 |
0.618 |
89.28 |
0.500 |
89.11 |
0.382 |
88.94 |
LOW |
88.40 |
0.618 |
87.52 |
1.000 |
86.98 |
1.618 |
86.10 |
2.618 |
84.68 |
4.250 |
82.37 |
|
|
Fisher Pivots for day following 12-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.92 |
90.50 |
PP |
90.01 |
89.18 |
S1 |
89.11 |
87.86 |
|