NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
91.81 |
92.84 |
1.03 |
1.1% |
89.10 |
| High |
91.81 |
93.40 |
1.59 |
1.7% |
91.40 |
| Low |
91.81 |
92.84 |
1.03 |
1.1% |
88.54 |
| Close |
92.26 |
93.15 |
0.89 |
1.0% |
90.77 |
| Range |
0.00 |
0.56 |
0.56 |
|
2.86 |
| ATR |
1.54 |
1.51 |
-0.03 |
-1.8% |
0.00 |
| Volume |
30 |
1,358 |
1,328 |
4,426.7% |
6,892 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.81 |
94.54 |
93.46 |
|
| R3 |
94.25 |
93.98 |
93.30 |
|
| R2 |
93.69 |
93.69 |
93.25 |
|
| R1 |
93.42 |
93.42 |
93.20 |
93.56 |
| PP |
93.13 |
93.13 |
93.13 |
93.20 |
| S1 |
92.86 |
92.86 |
93.10 |
93.00 |
| S2 |
92.57 |
92.57 |
93.05 |
|
| S3 |
92.01 |
92.30 |
93.00 |
|
| S4 |
91.45 |
91.74 |
92.84 |
|
|
| 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 |
93.40 |
89.50 |
3.90 |
4.2% |
0.39 |
0.4% |
94% |
True |
False |
1,192 |
| 10 |
93.40 |
87.60 |
5.80 |
6.2% |
1.12 |
1.2% |
96% |
True |
False |
1,087 |
| 20 |
93.40 |
85.59 |
7.81 |
8.4% |
1.18 |
1.3% |
97% |
True |
False |
1,354 |
| 40 |
93.40 |
85.59 |
7.81 |
8.4% |
0.94 |
1.0% |
97% |
True |
False |
1,167 |
| 60 |
93.40 |
75.00 |
18.40 |
19.8% |
0.66 |
0.7% |
99% |
True |
False |
1,004 |
| 80 |
93.40 |
70.36 |
23.04 |
24.7% |
0.52 |
0.6% |
99% |
True |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
94.87 |
|
1.618 |
94.31 |
|
1.000 |
93.96 |
|
0.618 |
93.75 |
|
HIGH |
93.40 |
|
0.618 |
93.19 |
|
0.500 |
93.12 |
|
0.382 |
93.05 |
|
LOW |
92.84 |
|
0.618 |
92.49 |
|
1.000 |
92.28 |
|
1.618 |
91.93 |
|
2.618 |
91.37 |
|
4.250 |
90.46 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.14 |
92.70 |
| PP |
93.13 |
92.25 |
| S1 |
93.12 |
91.80 |
|