NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 13-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
88.50 |
90.00 |
1.50 |
1.7% |
86.36 |
High |
91.15 |
91.10 |
-0.05 |
-0.1% |
90.40 |
Low |
88.25 |
88.50 |
0.25 |
0.3% |
84.34 |
Close |
91.44 |
90.00 |
-1.44 |
-1.6% |
86.48 |
Range |
2.90 |
2.60 |
-0.30 |
-10.3% |
6.06 |
ATR |
1.69 |
1.78 |
0.09 |
5.3% |
0.00 |
Volume |
800 |
2,871 |
2,071 |
258.9% |
7,463 |
|
Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.67 |
96.43 |
91.43 |
|
R3 |
95.07 |
93.83 |
90.72 |
|
R2 |
92.47 |
92.47 |
90.48 |
|
R1 |
91.23 |
91.23 |
90.24 |
91.30 |
PP |
89.87 |
89.87 |
89.87 |
89.90 |
S1 |
88.63 |
88.63 |
89.76 |
88.70 |
S2 |
87.27 |
87.27 |
89.52 |
|
S3 |
84.67 |
86.03 |
89.29 |
|
S4 |
82.07 |
83.43 |
88.57 |
|
|
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 |
91.15 |
86.35 |
4.80 |
5.3% |
1.25 |
1.4% |
76% |
False |
False |
1,895 |
10 |
91.15 |
84.34 |
6.81 |
7.6% |
1.88 |
2.1% |
83% |
False |
False |
1,535 |
20 |
91.85 |
84.34 |
7.51 |
8.3% |
1.15 |
1.3% |
75% |
False |
False |
1,286 |
40 |
91.85 |
79.86 |
11.99 |
13.3% |
0.82 |
0.9% |
85% |
False |
False |
1,579 |
60 |
91.85 |
74.47 |
17.38 |
19.3% |
0.60 |
0.7% |
89% |
False |
False |
1,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.15 |
2.618 |
97.91 |
1.618 |
95.31 |
1.000 |
93.70 |
0.618 |
92.71 |
HIGH |
91.10 |
0.618 |
90.11 |
0.500 |
89.80 |
0.382 |
89.49 |
LOW |
88.50 |
0.618 |
86.89 |
1.000 |
85.90 |
1.618 |
84.29 |
2.618 |
81.69 |
4.250 |
77.45 |
|
|
Fisher Pivots for day following 13-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.93 |
89.63 |
PP |
89.87 |
89.26 |
S1 |
89.80 |
88.90 |
|