NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
91.03 |
90.25 |
-0.78 |
-0.9% |
87.61 |
High |
91.03 |
90.86 |
-0.17 |
-0.2% |
91.03 |
Low |
87.60 |
89.85 |
2.25 |
2.6% |
85.90 |
Close |
90.37 |
90.16 |
-0.21 |
-0.2% |
90.16 |
Range |
3.43 |
1.01 |
-2.42 |
-70.6% |
5.13 |
ATR |
1.83 |
1.78 |
-0.06 |
-3.2% |
0.00 |
Volume |
705 |
1,395 |
690 |
97.9% |
5,535 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.32 |
92.75 |
90.72 |
|
R3 |
92.31 |
91.74 |
90.44 |
|
R2 |
91.30 |
91.30 |
90.35 |
|
R1 |
90.73 |
90.73 |
90.25 |
90.51 |
PP |
90.29 |
90.29 |
90.29 |
90.18 |
S1 |
89.72 |
89.72 |
90.07 |
89.50 |
S2 |
89.28 |
89.28 |
89.97 |
|
S3 |
88.27 |
88.71 |
89.88 |
|
S4 |
87.26 |
87.70 |
89.60 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.42 |
102.42 |
92.98 |
|
R3 |
99.29 |
97.29 |
91.57 |
|
R2 |
94.16 |
94.16 |
91.10 |
|
R1 |
92.16 |
92.16 |
90.63 |
93.16 |
PP |
89.03 |
89.03 |
89.03 |
89.53 |
S1 |
87.03 |
87.03 |
89.69 |
88.03 |
S2 |
83.90 |
83.90 |
89.22 |
|
S3 |
78.77 |
81.90 |
88.75 |
|
S4 |
73.64 |
76.77 |
87.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.03 |
85.90 |
5.13 |
5.7% |
1.57 |
1.7% |
83% |
False |
False |
1,107 |
10 |
91.03 |
85.59 |
5.44 |
6.0% |
1.48 |
1.6% |
84% |
False |
False |
1,600 |
20 |
92.10 |
85.59 |
6.51 |
7.2% |
1.41 |
1.6% |
70% |
False |
False |
1,130 |
40 |
92.10 |
80.08 |
12.02 |
13.3% |
0.78 |
0.9% |
84% |
False |
False |
1,071 |
60 |
92.10 |
74.41 |
17.69 |
19.6% |
0.58 |
0.6% |
89% |
False |
False |
950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.15 |
2.618 |
93.50 |
1.618 |
92.49 |
1.000 |
91.87 |
0.618 |
91.48 |
HIGH |
90.86 |
0.618 |
90.47 |
0.500 |
90.36 |
0.382 |
90.24 |
LOW |
89.85 |
0.618 |
89.23 |
1.000 |
88.84 |
1.618 |
88.22 |
2.618 |
87.21 |
4.250 |
85.56 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.36 |
89.88 |
PP |
90.29 |
89.60 |
S1 |
90.23 |
89.32 |
|