NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
86.35 |
86.42 |
0.07 |
0.1% |
86.36 |
High |
86.50 |
86.42 |
-0.08 |
-0.1% |
90.40 |
Low |
86.35 |
86.38 |
0.03 |
0.0% |
84.34 |
Close |
86.48 |
86.38 |
-0.10 |
-0.1% |
86.48 |
Range |
0.15 |
0.04 |
-0.11 |
-73.3% |
6.06 |
ATR |
1.76 |
1.64 |
-0.12 |
-6.7% |
0.00 |
Volume |
1,955 |
3,314 |
1,359 |
69.5% |
7,463 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.51 |
86.49 |
86.40 |
|
R3 |
86.47 |
86.45 |
86.39 |
|
R2 |
86.43 |
86.43 |
86.39 |
|
R1 |
86.41 |
86.41 |
86.38 |
86.40 |
PP |
86.39 |
86.39 |
86.39 |
86.39 |
S1 |
86.37 |
86.37 |
86.38 |
86.36 |
S2 |
86.35 |
86.35 |
86.37 |
|
S3 |
86.31 |
86.33 |
86.37 |
|
S4 |
86.27 |
86.29 |
86.36 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.25 |
101.93 |
89.81 |
|
R3 |
99.19 |
95.87 |
88.15 |
|
R2 |
93.13 |
93.13 |
87.59 |
|
R1 |
89.81 |
89.81 |
87.04 |
91.47 |
PP |
87.07 |
87.07 |
87.07 |
87.91 |
S1 |
83.75 |
83.75 |
85.92 |
85.41 |
S2 |
81.01 |
81.01 |
85.37 |
|
S3 |
74.95 |
77.69 |
84.81 |
|
S4 |
68.89 |
71.63 |
83.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.40 |
84.34 |
6.06 |
7.0% |
2.04 |
2.4% |
34% |
False |
False |
2,075 |
10 |
90.40 |
84.34 |
6.06 |
7.0% |
1.37 |
1.6% |
34% |
False |
False |
1,741 |
20 |
91.85 |
84.34 |
7.51 |
8.7% |
1.00 |
1.2% |
27% |
False |
False |
1,149 |
40 |
91.85 |
79.74 |
12.11 |
14.0% |
0.67 |
0.8% |
55% |
False |
False |
1,539 |
60 |
91.85 |
74.17 |
17.68 |
20.5% |
0.50 |
0.6% |
69% |
False |
False |
1,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.59 |
2.618 |
86.52 |
1.618 |
86.48 |
1.000 |
86.46 |
0.618 |
86.44 |
HIGH |
86.42 |
0.618 |
86.40 |
0.500 |
86.40 |
0.382 |
86.40 |
LOW |
86.38 |
0.618 |
86.36 |
1.000 |
86.34 |
1.618 |
86.32 |
2.618 |
86.28 |
4.250 |
86.21 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
86.40 |
87.37 |
PP |
86.39 |
87.04 |
S1 |
86.39 |
86.71 |
|