NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 20-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.55 |
89.35 |
-0.20 |
-0.2% |
86.42 |
High |
89.55 |
90.24 |
0.69 |
0.8% |
91.15 |
Low |
89.55 |
89.25 |
-0.30 |
-0.3% |
86.38 |
Close |
89.55 |
89.30 |
-0.25 |
-0.3% |
89.84 |
Range |
0.00 |
0.99 |
0.99 |
|
4.77 |
ATR |
1.62 |
1.58 |
-0.05 |
-2.8% |
0.00 |
Volume |
947 |
791 |
-156 |
-16.5% |
13,856 |
|
Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.57 |
91.92 |
89.84 |
|
R3 |
91.58 |
90.93 |
89.57 |
|
R2 |
90.59 |
90.59 |
89.48 |
|
R1 |
89.94 |
89.94 |
89.39 |
89.77 |
PP |
89.60 |
89.60 |
89.60 |
89.51 |
S1 |
88.95 |
88.95 |
89.21 |
88.78 |
S2 |
88.61 |
88.61 |
89.12 |
|
S3 |
87.62 |
87.96 |
89.03 |
|
S4 |
86.63 |
86.97 |
88.76 |
|
|
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 |
90.90 |
88.19 |
2.71 |
3.0% |
0.86 |
1.0% |
41% |
False |
False |
1,906 |
10 |
91.15 |
86.35 |
4.80 |
5.4% |
1.05 |
1.2% |
61% |
False |
False |
1,900 |
20 |
91.85 |
84.34 |
7.51 |
8.4% |
1.24 |
1.4% |
66% |
False |
False |
1,579 |
40 |
91.85 |
83.49 |
8.36 |
9.4% |
0.90 |
1.0% |
69% |
False |
False |
1,657 |
60 |
91.85 |
74.47 |
17.38 |
19.5% |
0.67 |
0.7% |
85% |
False |
False |
1,388 |
80 |
91.85 |
69.45 |
22.40 |
25.1% |
0.52 |
0.6% |
89% |
False |
False |
1,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.45 |
2.618 |
92.83 |
1.618 |
91.84 |
1.000 |
91.23 |
0.618 |
90.85 |
HIGH |
90.24 |
0.618 |
89.86 |
0.500 |
89.75 |
0.382 |
89.63 |
LOW |
89.25 |
0.618 |
88.64 |
1.000 |
88.26 |
1.618 |
87.65 |
2.618 |
86.66 |
4.250 |
85.04 |
|
|
Fisher Pivots for day following 20-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
89.75 |
89.55 |
PP |
89.60 |
89.46 |
S1 |
89.45 |
89.38 |
|