NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.56 |
90.77 |
0.21 |
0.2% |
89.10 |
High |
90.59 |
90.77 |
0.18 |
0.2% |
91.40 |
Low |
89.50 |
90.77 |
1.27 |
1.4% |
88.54 |
Close |
89.56 |
90.77 |
1.21 |
1.4% |
90.77 |
Range |
1.09 |
0.00 |
-1.09 |
-100.0% |
2.86 |
ATR |
1.73 |
1.69 |
-0.04 |
-2.1% |
0.00 |
Volume |
1,187 |
2,895 |
1,708 |
143.9% |
6,892 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.77 |
90.77 |
90.77 |
|
R3 |
90.77 |
90.77 |
90.77 |
|
R2 |
90.77 |
90.77 |
90.77 |
|
R1 |
90.77 |
90.77 |
90.77 |
90.77 |
PP |
90.77 |
90.77 |
90.77 |
90.77 |
S1 |
90.77 |
90.77 |
90.77 |
90.77 |
S2 |
90.77 |
90.77 |
90.77 |
|
S3 |
90.77 |
90.77 |
90.77 |
|
S4 |
90.77 |
90.77 |
90.77 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.82 |
97.65 |
92.34 |
|
R3 |
95.96 |
94.79 |
91.56 |
|
R2 |
93.10 |
93.10 |
91.29 |
|
R1 |
91.93 |
91.93 |
91.03 |
92.52 |
PP |
90.24 |
90.24 |
90.24 |
90.53 |
S1 |
89.07 |
89.07 |
90.51 |
89.66 |
S2 |
87.38 |
87.38 |
90.25 |
|
S3 |
84.52 |
86.21 |
89.98 |
|
S4 |
81.66 |
83.35 |
89.20 |
|
|
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% |
1.18 |
1.3% |
78% |
False |
False |
1,378 |
10 |
91.40 |
85.90 |
5.50 |
6.1% |
1.37 |
1.5% |
89% |
False |
False |
1,242 |
20 |
91.77 |
85.59 |
6.18 |
6.8% |
1.33 |
1.5% |
84% |
False |
False |
1,312 |
40 |
92.10 |
84.86 |
7.24 |
8.0% |
0.92 |
1.0% |
82% |
False |
False |
1,214 |
60 |
92.10 |
74.41 |
17.69 |
19.5% |
0.66 |
0.7% |
92% |
False |
False |
1,002 |
80 |
92.10 |
69.56 |
22.54 |
24.8% |
0.51 |
0.6% |
94% |
False |
False |
902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.77 |
2.618 |
90.77 |
1.618 |
90.77 |
1.000 |
90.77 |
0.618 |
90.77 |
HIGH |
90.77 |
0.618 |
90.77 |
0.500 |
90.77 |
0.382 |
90.77 |
LOW |
90.77 |
0.618 |
90.77 |
1.000 |
90.77 |
1.618 |
90.77 |
2.618 |
90.77 |
4.250 |
90.77 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.77 |
90.52 |
PP |
90.77 |
90.26 |
S1 |
90.77 |
90.01 |
|