NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.10 |
91.40 |
2.30 |
2.6% |
87.61 |
High |
89.95 |
91.40 |
1.45 |
1.6% |
91.03 |
Low |
89.03 |
88.54 |
-0.49 |
-0.6% |
85.90 |
Close |
90.03 |
88.96 |
-1.07 |
-1.2% |
90.16 |
Range |
0.92 |
2.86 |
1.94 |
210.9% |
5.13 |
ATR |
1.73 |
1.81 |
0.08 |
4.7% |
0.00 |
Volume |
1,209 |
351 |
-858 |
-71.0% |
5,535 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.21 |
96.45 |
90.53 |
|
R3 |
95.35 |
93.59 |
89.75 |
|
R2 |
92.49 |
92.49 |
89.48 |
|
R1 |
90.73 |
90.73 |
89.22 |
90.18 |
PP |
89.63 |
89.63 |
89.63 |
89.36 |
S1 |
87.87 |
87.87 |
88.70 |
87.32 |
S2 |
86.77 |
86.77 |
88.44 |
|
S3 |
83.91 |
85.01 |
88.17 |
|
S4 |
81.05 |
82.15 |
87.39 |
|
|
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 |
91.40 |
87.60 |
3.80 |
4.3% |
1.93 |
2.2% |
36% |
True |
False |
846 |
10 |
91.40 |
85.59 |
5.81 |
6.5% |
1.64 |
1.8% |
58% |
True |
False |
1,489 |
20 |
92.10 |
85.59 |
6.51 |
7.3% |
1.44 |
1.6% |
52% |
False |
False |
1,169 |
40 |
92.10 |
80.45 |
11.65 |
13.1% |
0.87 |
1.0% |
73% |
False |
False |
1,093 |
60 |
92.10 |
74.41 |
17.69 |
19.9% |
0.64 |
0.7% |
82% |
False |
False |
942 |
80 |
92.10 |
69.15 |
22.95 |
25.8% |
0.49 |
0.5% |
86% |
False |
False |
838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.56 |
2.618 |
98.89 |
1.618 |
96.03 |
1.000 |
94.26 |
0.618 |
93.17 |
HIGH |
91.40 |
0.618 |
90.31 |
0.500 |
89.97 |
0.382 |
89.63 |
LOW |
88.54 |
0.618 |
86.77 |
1.000 |
85.68 |
1.618 |
83.91 |
2.618 |
81.05 |
4.250 |
76.39 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.97 |
89.97 |
PP |
89.63 |
89.63 |
S1 |
89.30 |
89.30 |
|