NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 18-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.30 |
90.90 |
1.60 |
1.8% |
86.42 |
High |
89.48 |
90.90 |
1.42 |
1.6% |
91.15 |
Low |
89.05 |
88.19 |
-0.86 |
-1.0% |
86.38 |
Close |
89.77 |
88.72 |
-1.05 |
-1.2% |
89.84 |
Range |
0.43 |
2.71 |
2.28 |
530.2% |
4.77 |
ATR |
1.60 |
1.68 |
0.08 |
4.9% |
0.00 |
Volume |
719 |
740 |
21 |
2.9% |
13,856 |
|
Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.40 |
95.77 |
90.21 |
|
R3 |
94.69 |
93.06 |
89.47 |
|
R2 |
91.98 |
91.98 |
89.22 |
|
R1 |
90.35 |
90.35 |
88.97 |
89.81 |
PP |
89.27 |
89.27 |
89.27 |
89.00 |
S1 |
87.64 |
87.64 |
88.47 |
87.10 |
S2 |
86.56 |
86.56 |
88.22 |
|
S3 |
83.85 |
84.93 |
87.97 |
|
S4 |
81.14 |
82.22 |
87.23 |
|
|
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 |
88.19 |
2.96 |
3.3% |
1.76 |
2.0% |
18% |
False |
True |
2,292 |
10 |
91.15 |
84.34 |
6.81 |
7.7% |
1.91 |
2.1% |
64% |
False |
False |
2,058 |
20 |
91.85 |
84.34 |
7.51 |
8.5% |
1.23 |
1.4% |
58% |
False |
False |
1,557 |
40 |
91.85 |
79.86 |
11.99 |
13.5% |
0.88 |
1.0% |
74% |
False |
False |
1,628 |
60 |
91.85 |
74.47 |
17.38 |
19.6% |
0.65 |
0.7% |
82% |
False |
False |
1,378 |
80 |
91.85 |
69.08 |
22.77 |
25.7% |
0.51 |
0.6% |
86% |
False |
False |
1,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.42 |
2.618 |
97.99 |
1.618 |
95.28 |
1.000 |
93.61 |
0.618 |
92.57 |
HIGH |
90.90 |
0.618 |
89.86 |
0.500 |
89.55 |
0.382 |
89.23 |
LOW |
88.19 |
0.618 |
86.52 |
1.000 |
85.48 |
1.618 |
83.81 |
2.618 |
81.10 |
4.250 |
76.67 |
|
|
Fisher Pivots for day following 18-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.55 |
89.55 |
PP |
89.27 |
89.27 |
S1 |
89.00 |
89.00 |
|