NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.77 |
90.20 |
-0.57 |
-0.6% |
89.10 |
High |
90.77 |
90.50 |
-0.27 |
-0.3% |
91.40 |
Low |
90.77 |
90.20 |
-0.57 |
-0.6% |
88.54 |
Close |
90.77 |
91.20 |
0.43 |
0.5% |
90.77 |
Range |
0.00 |
0.30 |
0.30 |
|
2.86 |
ATR |
1.69 |
1.61 |
-0.08 |
-4.7% |
0.00 |
Volume |
2,895 |
493 |
-2,402 |
-83.0% |
6,892 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.53 |
91.67 |
91.37 |
|
R3 |
91.23 |
91.37 |
91.28 |
|
R2 |
90.93 |
90.93 |
91.26 |
|
R1 |
91.07 |
91.07 |
91.23 |
91.00 |
PP |
90.63 |
90.63 |
90.63 |
90.60 |
S1 |
90.77 |
90.77 |
91.17 |
90.70 |
S2 |
90.33 |
90.33 |
91.15 |
|
S3 |
90.03 |
90.47 |
91.12 |
|
S4 |
89.73 |
90.17 |
91.04 |
|
|
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 |
3.1% |
1.05 |
1.2% |
93% |
False |
False |
1,235 |
10 |
91.40 |
87.10 |
4.30 |
4.7% |
1.22 |
1.3% |
95% |
False |
False |
1,101 |
20 |
91.40 |
85.59 |
5.81 |
6.4% |
1.31 |
1.4% |
97% |
False |
False |
1,331 |
40 |
92.10 |
84.86 |
7.24 |
7.9% |
0.93 |
1.0% |
88% |
False |
False |
1,202 |
60 |
92.10 |
74.41 |
17.69 |
19.4% |
0.66 |
0.7% |
95% |
False |
False |
996 |
80 |
92.10 |
70.16 |
21.94 |
24.1% |
0.52 |
0.6% |
96% |
False |
False |
906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.78 |
2.618 |
91.29 |
1.618 |
90.99 |
1.000 |
90.80 |
0.618 |
90.69 |
HIGH |
90.50 |
0.618 |
90.39 |
0.500 |
90.35 |
0.382 |
90.31 |
LOW |
90.20 |
0.618 |
90.01 |
1.000 |
89.90 |
1.618 |
89.71 |
2.618 |
89.41 |
4.250 |
88.93 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.92 |
90.85 |
PP |
90.63 |
90.49 |
S1 |
90.35 |
90.14 |
|