NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
89.35 |
90.43 |
1.08 |
1.2% |
89.30 |
High |
90.24 |
90.43 |
0.19 |
0.2% |
90.90 |
Low |
89.25 |
90.42 |
1.17 |
1.3% |
88.19 |
Close |
89.30 |
90.42 |
1.12 |
1.3% |
90.42 |
Range |
0.99 |
0.01 |
-0.98 |
-99.0% |
2.71 |
ATR |
1.58 |
1.54 |
-0.03 |
-2.0% |
0.00 |
Volume |
791 |
8,534 |
7,743 |
978.9% |
11,731 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.45 |
90.45 |
90.43 |
|
R3 |
90.44 |
90.44 |
90.42 |
|
R2 |
90.43 |
90.43 |
90.42 |
|
R1 |
90.43 |
90.43 |
90.42 |
90.43 |
PP |
90.42 |
90.42 |
90.42 |
90.42 |
S1 |
90.42 |
90.42 |
90.42 |
90.42 |
S2 |
90.41 |
90.41 |
90.42 |
|
S3 |
90.40 |
90.41 |
90.42 |
|
S4 |
90.39 |
90.40 |
90.41 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.97 |
96.90 |
91.91 |
|
R3 |
95.26 |
94.19 |
91.17 |
|
R2 |
92.55 |
92.55 |
90.92 |
|
R1 |
91.48 |
91.48 |
90.67 |
92.02 |
PP |
89.84 |
89.84 |
89.84 |
90.10 |
S1 |
88.77 |
88.77 |
90.17 |
89.31 |
S2 |
87.13 |
87.13 |
89.92 |
|
S3 |
84.42 |
86.06 |
89.67 |
|
S4 |
81.71 |
83.35 |
88.93 |
|
|
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% |
0.83 |
0.9% |
82% |
False |
False |
2,346 |
10 |
91.15 |
86.38 |
4.77 |
5.3% |
1.04 |
1.1% |
85% |
False |
False |
2,558 |
20 |
91.85 |
84.34 |
7.51 |
8.3% |
1.24 |
1.4% |
81% |
False |
False |
1,990 |
40 |
91.85 |
84.34 |
7.51 |
8.3% |
0.90 |
1.0% |
81% |
False |
False |
1,820 |
60 |
91.85 |
74.47 |
17.38 |
19.2% |
0.66 |
0.7% |
92% |
False |
False |
1,525 |
80 |
91.85 |
69.45 |
22.40 |
24.8% |
0.52 |
0.6% |
94% |
False |
False |
1,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.47 |
2.618 |
90.46 |
1.618 |
90.45 |
1.000 |
90.44 |
0.618 |
90.44 |
HIGH |
90.43 |
0.618 |
90.43 |
0.500 |
90.43 |
0.382 |
90.42 |
LOW |
90.42 |
0.618 |
90.41 |
1.000 |
90.41 |
1.618 |
90.40 |
2.618 |
90.39 |
4.250 |
90.38 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.43 |
90.23 |
PP |
90.42 |
90.03 |
S1 |
90.42 |
89.84 |
|