NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.25 |
89.10 |
-1.15 |
-1.3% |
87.61 |
High |
90.86 |
89.95 |
-0.91 |
-1.0% |
91.03 |
Low |
89.85 |
89.03 |
-0.82 |
-0.9% |
85.90 |
Close |
90.16 |
90.03 |
-0.13 |
-0.1% |
90.16 |
Range |
1.01 |
0.92 |
-0.09 |
-8.9% |
5.13 |
ATR |
1.78 |
1.73 |
-0.05 |
-2.6% |
0.00 |
Volume |
1,395 |
1,209 |
-186 |
-13.3% |
5,535 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.43 |
92.15 |
90.54 |
|
R3 |
91.51 |
91.23 |
90.28 |
|
R2 |
90.59 |
90.59 |
90.20 |
|
R1 |
90.31 |
90.31 |
90.11 |
90.45 |
PP |
89.67 |
89.67 |
89.67 |
89.74 |
S1 |
89.39 |
89.39 |
89.95 |
89.53 |
S2 |
88.75 |
88.75 |
89.86 |
|
S3 |
87.83 |
88.47 |
89.78 |
|
S4 |
86.91 |
87.55 |
89.52 |
|
|
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 |
87.10 |
3.93 |
4.4% |
1.40 |
1.6% |
75% |
False |
False |
967 |
10 |
91.03 |
85.59 |
5.44 |
6.0% |
1.41 |
1.6% |
82% |
False |
False |
1,683 |
20 |
92.10 |
85.59 |
6.51 |
7.2% |
1.45 |
1.6% |
68% |
False |
False |
1,183 |
40 |
92.10 |
80.08 |
12.02 |
13.4% |
0.80 |
0.9% |
83% |
False |
False |
1,087 |
60 |
92.10 |
74.41 |
17.69 |
19.6% |
0.59 |
0.7% |
88% |
False |
False |
944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.86 |
2.618 |
92.36 |
1.618 |
91.44 |
1.000 |
90.87 |
0.618 |
90.52 |
HIGH |
89.95 |
0.618 |
89.60 |
0.500 |
89.49 |
0.382 |
89.38 |
LOW |
89.03 |
0.618 |
88.46 |
1.000 |
88.11 |
1.618 |
87.54 |
2.618 |
86.62 |
4.250 |
85.12 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.85 |
89.79 |
PP |
89.67 |
89.55 |
S1 |
89.49 |
89.32 |
|