NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.85 |
89.30 |
-0.55 |
-0.6% |
86.42 |
High |
90.00 |
89.48 |
-0.52 |
-0.6% |
91.15 |
Low |
89.85 |
89.05 |
-0.80 |
-0.9% |
86.38 |
Close |
89.84 |
89.77 |
-0.07 |
-0.1% |
89.84 |
Range |
0.15 |
0.43 |
0.28 |
186.7% |
4.77 |
ATR |
1.67 |
1.60 |
-0.06 |
-3.8% |
0.00 |
Volume |
6,333 |
719 |
-5,614 |
-88.6% |
13,856 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.72 |
90.68 |
90.01 |
|
R3 |
90.29 |
90.25 |
89.89 |
|
R2 |
89.86 |
89.86 |
89.85 |
|
R1 |
89.82 |
89.82 |
89.81 |
89.84 |
PP |
89.43 |
89.43 |
89.43 |
89.45 |
S1 |
89.39 |
89.39 |
89.73 |
89.41 |
S2 |
89.00 |
89.00 |
89.69 |
|
S3 |
88.57 |
88.96 |
89.65 |
|
S4 |
88.14 |
88.53 |
89.53 |
|
|
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 |
86.64 |
4.51 |
5.0% |
1.33 |
1.5% |
69% |
False |
False |
2,252 |
10 |
91.15 |
84.34 |
6.81 |
7.6% |
1.69 |
1.9% |
80% |
False |
False |
2,163 |
20 |
91.85 |
84.34 |
7.51 |
8.4% |
1.15 |
1.3% |
72% |
False |
False |
1,584 |
40 |
91.85 |
79.86 |
11.99 |
13.4% |
0.81 |
0.9% |
83% |
False |
False |
1,615 |
60 |
91.85 |
74.47 |
17.38 |
19.4% |
0.61 |
0.7% |
88% |
False |
False |
1,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.31 |
2.618 |
90.61 |
1.618 |
90.18 |
1.000 |
89.91 |
0.618 |
89.75 |
HIGH |
89.48 |
0.618 |
89.32 |
0.500 |
89.27 |
0.382 |
89.21 |
LOW |
89.05 |
0.618 |
88.78 |
1.000 |
88.62 |
1.618 |
88.35 |
2.618 |
87.92 |
4.250 |
87.22 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.60 |
89.80 |
PP |
89.43 |
89.79 |
S1 |
89.27 |
89.78 |
|