NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.25 |
90.56 |
1.31 |
1.5% |
87.61 |
High |
90.26 |
90.59 |
0.33 |
0.4% |
91.03 |
Low |
89.25 |
89.50 |
0.25 |
0.3% |
85.90 |
Close |
89.80 |
89.56 |
-0.24 |
-0.3% |
90.16 |
Range |
1.01 |
1.09 |
0.08 |
7.9% |
5.13 |
ATR |
1.77 |
1.73 |
-0.05 |
-2.8% |
0.00 |
Volume |
1,250 |
1,187 |
-63 |
-5.0% |
5,535 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.15 |
92.45 |
90.16 |
|
R3 |
92.06 |
91.36 |
89.86 |
|
R2 |
90.97 |
90.97 |
89.76 |
|
R1 |
90.27 |
90.27 |
89.66 |
90.08 |
PP |
89.88 |
89.88 |
89.88 |
89.79 |
S1 |
89.18 |
89.18 |
89.46 |
88.99 |
S2 |
88.79 |
88.79 |
89.36 |
|
S3 |
87.70 |
88.09 |
89.26 |
|
S4 |
86.61 |
87.00 |
88.96 |
|
|
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 |
88.54 |
2.86 |
3.2% |
1.38 |
1.5% |
36% |
False |
False |
1,078 |
10 |
91.40 |
85.59 |
5.81 |
6.5% |
1.57 |
1.7% |
68% |
False |
False |
1,110 |
20 |
91.85 |
85.59 |
6.26 |
7.0% |
1.36 |
1.5% |
63% |
False |
False |
1,193 |
40 |
92.10 |
84.02 |
8.08 |
9.0% |
0.92 |
1.0% |
69% |
False |
False |
1,144 |
60 |
92.10 |
74.41 |
17.69 |
19.8% |
0.66 |
0.7% |
86% |
False |
False |
960 |
80 |
92.10 |
69.56 |
22.54 |
25.2% |
0.51 |
0.6% |
89% |
False |
False |
868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.22 |
2.618 |
93.44 |
1.618 |
92.35 |
1.000 |
91.68 |
0.618 |
91.26 |
HIGH |
90.59 |
0.618 |
90.17 |
0.500 |
90.05 |
0.382 |
89.92 |
LOW |
89.50 |
0.618 |
88.83 |
1.000 |
88.41 |
1.618 |
87.74 |
2.618 |
86.65 |
4.250 |
84.87 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.05 |
89.97 |
PP |
89.88 |
89.83 |
S1 |
89.72 |
89.70 |
|