NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 26-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.20 |
91.81 |
1.61 |
1.8% |
89.10 |
High |
90.50 |
91.81 |
1.31 |
1.4% |
91.40 |
Low |
90.20 |
91.81 |
1.61 |
1.8% |
88.54 |
Close |
91.20 |
92.26 |
1.06 |
1.2% |
90.77 |
Range |
0.30 |
0.00 |
-0.30 |
-100.0% |
2.86 |
ATR |
1.61 |
1.54 |
-0.07 |
-4.4% |
0.00 |
Volume |
493 |
30 |
-463 |
-93.9% |
6,892 |
|
Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.96 |
92.11 |
92.26 |
|
R3 |
91.96 |
92.11 |
92.26 |
|
R2 |
91.96 |
91.96 |
92.26 |
|
R1 |
92.11 |
92.11 |
92.26 |
92.04 |
PP |
91.96 |
91.96 |
91.96 |
91.92 |
S1 |
92.11 |
92.11 |
92.26 |
92.04 |
S2 |
91.96 |
91.96 |
92.26 |
|
S3 |
91.96 |
92.11 |
92.26 |
|
S4 |
91.96 |
92.11 |
92.26 |
|
|
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 |
91.81 |
89.25 |
2.56 |
2.8% |
0.48 |
0.5% |
118% |
True |
False |
1,171 |
10 |
91.81 |
87.60 |
4.21 |
4.6% |
1.20 |
1.3% |
111% |
True |
False |
1,008 |
20 |
91.81 |
85.59 |
6.22 |
6.7% |
1.31 |
1.4% |
107% |
True |
False |
1,319 |
40 |
92.10 |
84.86 |
7.24 |
7.8% |
0.93 |
1.0% |
102% |
False |
False |
1,186 |
60 |
92.10 |
74.41 |
17.69 |
19.2% |
0.66 |
0.7% |
101% |
False |
False |
986 |
80 |
92.10 |
70.16 |
21.94 |
23.8% |
0.52 |
0.6% |
101% |
False |
False |
903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.81 |
2.618 |
91.81 |
1.618 |
91.81 |
1.000 |
91.81 |
0.618 |
91.81 |
HIGH |
91.81 |
0.618 |
91.81 |
0.500 |
91.81 |
0.382 |
91.81 |
LOW |
91.81 |
0.618 |
91.81 |
1.000 |
91.81 |
1.618 |
91.81 |
2.618 |
91.81 |
4.250 |
91.81 |
|
|
Fisher Pivots for day following 26-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
92.11 |
91.84 |
PP |
91.96 |
91.42 |
S1 |
91.81 |
91.01 |
|