NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.16 |
91.03 |
1.87 |
2.1% |
85.71 |
High |
89.82 |
91.03 |
1.21 |
1.3% |
88.52 |
Low |
88.40 |
87.60 |
-0.80 |
-0.9% |
85.59 |
Close |
91.82 |
90.37 |
-1.45 |
-1.6% |
86.68 |
Range |
1.42 |
3.43 |
2.01 |
141.5% |
2.93 |
ATR |
1.65 |
1.83 |
0.18 |
11.1% |
0.00 |
Volume |
574 |
705 |
131 |
22.8% |
10,471 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.96 |
98.59 |
92.26 |
|
R3 |
96.53 |
95.16 |
91.31 |
|
R2 |
93.10 |
93.10 |
91.00 |
|
R1 |
91.73 |
91.73 |
90.68 |
90.70 |
PP |
89.67 |
89.67 |
89.67 |
89.15 |
S1 |
88.30 |
88.30 |
90.06 |
87.27 |
S2 |
86.24 |
86.24 |
89.74 |
|
S3 |
82.81 |
84.87 |
89.43 |
|
S4 |
79.38 |
81.44 |
88.48 |
|
|
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 |
91.03 |
85.59 |
5.44 |
6.0% |
1.75 |
1.9% |
88% |
True |
False |
1,142 |
10 |
91.03 |
85.59 |
5.44 |
6.0% |
1.46 |
1.6% |
88% |
True |
False |
1,576 |
20 |
92.10 |
85.59 |
6.51 |
7.2% |
1.36 |
1.5% |
73% |
False |
False |
1,100 |
40 |
92.10 |
80.08 |
12.02 |
13.3% |
0.77 |
0.9% |
86% |
False |
False |
1,151 |
60 |
92.10 |
74.41 |
17.69 |
19.6% |
0.56 |
0.6% |
90% |
False |
False |
928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.61 |
2.618 |
100.01 |
1.618 |
96.58 |
1.000 |
94.46 |
0.618 |
93.15 |
HIGH |
91.03 |
0.618 |
89.72 |
0.500 |
89.32 |
0.382 |
88.91 |
LOW |
87.60 |
0.618 |
85.48 |
1.000 |
84.17 |
1.618 |
82.05 |
2.618 |
78.62 |
4.250 |
73.02 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
89.94 |
PP |
89.67 |
89.50 |
S1 |
89.32 |
89.07 |
|