NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.00 |
89.85 |
-0.15 |
-0.2% |
86.42 |
High |
91.10 |
90.00 |
-1.10 |
-1.2% |
91.15 |
Low |
88.50 |
89.85 |
1.35 |
1.5% |
86.38 |
Close |
90.00 |
89.84 |
-0.16 |
-0.2% |
89.84 |
Range |
2.60 |
0.15 |
-2.45 |
-94.2% |
4.77 |
ATR |
1.78 |
1.67 |
-0.12 |
-6.5% |
0.00 |
Volume |
2,871 |
6,333 |
3,462 |
120.6% |
13,856 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.35 |
90.24 |
89.92 |
|
R3 |
90.20 |
90.09 |
89.88 |
|
R2 |
90.05 |
90.05 |
89.87 |
|
R1 |
89.94 |
89.94 |
89.85 |
89.92 |
PP |
89.90 |
89.90 |
89.90 |
89.89 |
S1 |
89.79 |
89.79 |
89.83 |
89.77 |
S2 |
89.75 |
89.75 |
89.81 |
|
S3 |
89.60 |
89.64 |
89.80 |
|
S4 |
89.45 |
89.49 |
89.76 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.43 |
101.41 |
92.46 |
|
R3 |
98.66 |
96.64 |
91.15 |
|
R2 |
93.89 |
93.89 |
90.71 |
|
R1 |
91.87 |
91.87 |
90.28 |
92.88 |
PP |
89.12 |
89.12 |
89.12 |
89.63 |
S1 |
87.10 |
87.10 |
89.40 |
88.11 |
S2 |
84.35 |
84.35 |
88.97 |
|
S3 |
79.58 |
82.33 |
88.53 |
|
S4 |
74.81 |
77.56 |
87.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.15 |
86.38 |
4.77 |
5.3% |
1.25 |
1.4% |
73% |
False |
False |
2,771 |
10 |
91.15 |
84.34 |
6.81 |
7.6% |
1.81 |
2.0% |
81% |
False |
False |
2,131 |
20 |
91.85 |
84.34 |
7.51 |
8.4% |
1.15 |
1.3% |
73% |
False |
False |
1,586 |
40 |
91.85 |
79.86 |
11.99 |
13.3% |
0.80 |
0.9% |
83% |
False |
False |
1,614 |
60 |
91.85 |
74.47 |
17.38 |
19.3% |
0.60 |
0.7% |
88% |
False |
False |
1,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.64 |
2.618 |
90.39 |
1.618 |
90.24 |
1.000 |
90.15 |
0.618 |
90.09 |
HIGH |
90.00 |
0.618 |
89.94 |
0.500 |
89.93 |
0.382 |
89.91 |
LOW |
89.85 |
0.618 |
89.76 |
1.000 |
89.70 |
1.618 |
89.61 |
2.618 |
89.46 |
4.250 |
89.21 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.93 |
89.79 |
PP |
89.90 |
89.75 |
S1 |
89.87 |
89.70 |
|