NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.43 |
89.98 |
-0.45 |
-0.5% |
89.30 |
High |
90.43 |
90.60 |
0.17 |
0.2% |
90.90 |
Low |
90.42 |
89.98 |
-0.44 |
-0.5% |
88.19 |
Close |
90.42 |
90.83 |
0.41 |
0.5% |
90.42 |
Range |
0.01 |
0.62 |
0.61 |
6,100.0% |
2.71 |
ATR |
1.54 |
1.48 |
-0.07 |
-4.3% |
0.00 |
Volume |
8,534 |
1,498 |
-7,036 |
-82.4% |
11,731 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.33 |
92.20 |
91.17 |
|
R3 |
91.71 |
91.58 |
91.00 |
|
R2 |
91.09 |
91.09 |
90.94 |
|
R1 |
90.96 |
90.96 |
90.89 |
91.03 |
PP |
90.47 |
90.47 |
90.47 |
90.50 |
S1 |
90.34 |
90.34 |
90.77 |
90.41 |
S2 |
89.85 |
89.85 |
90.72 |
|
S3 |
89.23 |
89.72 |
90.66 |
|
S4 |
88.61 |
89.10 |
90.49 |
|
|
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% |
0.87 |
1.0% |
97% |
False |
False |
2,502 |
10 |
91.15 |
86.64 |
4.51 |
5.0% |
1.10 |
1.2% |
93% |
False |
False |
2,377 |
20 |
91.15 |
84.34 |
6.81 |
7.5% |
1.24 |
1.4% |
95% |
False |
False |
2,059 |
40 |
91.85 |
84.34 |
7.51 |
8.3% |
0.92 |
1.0% |
86% |
False |
False |
1,765 |
60 |
91.85 |
74.47 |
17.38 |
19.1% |
0.67 |
0.7% |
94% |
False |
False |
1,523 |
80 |
91.85 |
69.60 |
22.25 |
24.5% |
0.53 |
0.6% |
95% |
False |
False |
1,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.24 |
2.618 |
92.22 |
1.618 |
91.60 |
1.000 |
91.22 |
0.618 |
90.98 |
HIGH |
90.60 |
0.618 |
90.36 |
0.500 |
90.29 |
0.382 |
90.22 |
LOW |
89.98 |
0.618 |
89.60 |
1.000 |
89.36 |
1.618 |
88.98 |
2.618 |
88.36 |
4.250 |
87.35 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
90.65 |
90.53 |
PP |
90.47 |
90.23 |
S1 |
90.29 |
89.93 |
|