NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
91.40 |
89.25 |
-2.15 |
-2.4% |
87.61 |
High |
91.40 |
90.26 |
-1.14 |
-1.2% |
91.03 |
Low |
88.54 |
89.25 |
0.71 |
0.8% |
85.90 |
Close |
88.96 |
89.80 |
0.84 |
0.9% |
90.16 |
Range |
2.86 |
1.01 |
-1.85 |
-64.7% |
5.13 |
ATR |
1.81 |
1.77 |
-0.04 |
-2.0% |
0.00 |
Volume |
351 |
1,250 |
899 |
256.1% |
5,535 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.80 |
92.31 |
90.36 |
|
R3 |
91.79 |
91.30 |
90.08 |
|
R2 |
90.78 |
90.78 |
89.99 |
|
R1 |
90.29 |
90.29 |
89.89 |
90.54 |
PP |
89.77 |
89.77 |
89.77 |
89.89 |
S1 |
89.28 |
89.28 |
89.71 |
89.53 |
S2 |
88.76 |
88.76 |
89.61 |
|
S3 |
87.75 |
88.27 |
89.52 |
|
S4 |
86.74 |
87.26 |
89.24 |
|
|
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 |
4.2% |
1.85 |
2.1% |
58% |
False |
False |
982 |
10 |
91.40 |
85.59 |
5.81 |
6.5% |
1.46 |
1.6% |
72% |
False |
False |
1,154 |
20 |
92.10 |
85.59 |
6.51 |
7.2% |
1.38 |
1.5% |
65% |
False |
False |
1,200 |
40 |
92.10 |
81.95 |
10.15 |
11.3% |
0.89 |
1.0% |
77% |
False |
False |
1,120 |
60 |
92.10 |
74.41 |
17.69 |
19.7% |
0.66 |
0.7% |
87% |
False |
False |
955 |
80 |
92.10 |
69.15 |
22.95 |
25.6% |
0.50 |
0.6% |
90% |
False |
False |
853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.55 |
2.618 |
92.90 |
1.618 |
91.89 |
1.000 |
91.27 |
0.618 |
90.88 |
HIGH |
90.26 |
0.618 |
89.87 |
0.500 |
89.76 |
0.382 |
89.64 |
LOW |
89.25 |
0.618 |
88.63 |
1.000 |
88.24 |
1.618 |
87.62 |
2.618 |
86.61 |
4.250 |
84.96 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.79 |
89.97 |
PP |
89.77 |
89.91 |
S1 |
89.76 |
89.86 |
|