NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.90 |
89.55 |
-1.35 |
-1.5% |
86.42 |
High |
90.90 |
89.55 |
-1.35 |
-1.5% |
91.15 |
Low |
88.19 |
89.55 |
1.36 |
1.5% |
86.38 |
Close |
88.72 |
89.55 |
0.83 |
0.9% |
89.84 |
Range |
2.71 |
0.00 |
-2.71 |
-100.0% |
4.77 |
ATR |
1.68 |
1.62 |
-0.06 |
-3.6% |
0.00 |
Volume |
740 |
947 |
207 |
28.0% |
13,856 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.55 |
89.55 |
89.55 |
|
R3 |
89.55 |
89.55 |
89.55 |
|
R2 |
89.55 |
89.55 |
89.55 |
|
R1 |
89.55 |
89.55 |
89.55 |
89.55 |
PP |
89.55 |
89.55 |
89.55 |
89.55 |
S1 |
89.55 |
89.55 |
89.55 |
89.55 |
S2 |
89.55 |
89.55 |
89.55 |
|
S3 |
89.55 |
89.55 |
89.55 |
|
S4 |
89.55 |
89.55 |
89.55 |
|
|
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 |
91.10 |
88.19 |
2.91 |
3.2% |
1.18 |
1.3% |
47% |
False |
False |
2,322 |
10 |
91.15 |
84.34 |
6.81 |
7.6% |
1.56 |
1.7% |
77% |
False |
False |
1,856 |
20 |
91.85 |
84.34 |
7.51 |
8.4% |
1.23 |
1.4% |
69% |
False |
False |
1,555 |
40 |
91.85 |
81.51 |
10.34 |
11.5% |
0.88 |
1.0% |
78% |
False |
False |
1,651 |
60 |
91.85 |
74.47 |
17.38 |
19.4% |
0.65 |
0.7% |
87% |
False |
False |
1,386 |
80 |
91.85 |
69.08 |
22.77 |
25.4% |
0.51 |
0.6% |
90% |
False |
False |
1,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.55 |
2.618 |
89.55 |
1.618 |
89.55 |
1.000 |
89.55 |
0.618 |
89.55 |
HIGH |
89.55 |
0.618 |
89.55 |
0.500 |
89.55 |
0.382 |
89.55 |
LOW |
89.55 |
0.618 |
89.55 |
1.000 |
89.55 |
1.618 |
89.55 |
2.618 |
89.55 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.55 |
89.55 |
PP |
89.55 |
89.55 |
S1 |
89.55 |
89.55 |
|