NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
92.20 |
0.20 |
0.2% |
89.30 |
| High |
92.30 |
93.00 |
0.70 |
0.8% |
90.90 |
| Low |
91.30 |
92.20 |
0.90 |
1.0% |
88.19 |
| Close |
91.75 |
92.61 |
0.86 |
0.9% |
90.42 |
| Range |
1.00 |
0.80 |
-0.20 |
-20.0% |
2.71 |
| ATR |
1.48 |
1.46 |
-0.02 |
-1.1% |
0.00 |
| Volume |
115 |
1,057 |
942 |
819.1% |
11,731 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.00 |
94.61 |
93.05 |
|
| R3 |
94.20 |
93.81 |
92.83 |
|
| R2 |
93.40 |
93.40 |
92.76 |
|
| R1 |
93.01 |
93.01 |
92.68 |
93.21 |
| PP |
92.60 |
92.60 |
92.60 |
92.70 |
| S1 |
92.21 |
92.21 |
92.54 |
92.41 |
| S2 |
91.80 |
91.80 |
92.46 |
|
| S3 |
91.00 |
91.41 |
92.39 |
|
| S4 |
90.20 |
90.61 |
92.17 |
|
|
| 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 |
93.00 |
89.25 |
3.75 |
4.0% |
0.68 |
0.7% |
90% |
True |
False |
2,399 |
| 10 |
93.00 |
88.19 |
4.81 |
5.2% |
0.93 |
1.0% |
92% |
True |
False |
2,360 |
| 20 |
93.00 |
84.34 |
8.66 |
9.4% |
1.27 |
1.4% |
95% |
True |
False |
2,017 |
| 40 |
93.00 |
84.34 |
8.66 |
9.4% |
0.93 |
1.0% |
95% |
True |
False |
1,731 |
| 60 |
93.00 |
74.47 |
18.53 |
20.0% |
0.70 |
0.8% |
98% |
True |
False |
1,524 |
| 80 |
93.00 |
70.23 |
22.77 |
24.6% |
0.54 |
0.6% |
98% |
True |
False |
1,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.40 |
|
2.618 |
95.09 |
|
1.618 |
94.29 |
|
1.000 |
93.80 |
|
0.618 |
93.49 |
|
HIGH |
93.00 |
|
0.618 |
92.69 |
|
0.500 |
92.60 |
|
0.382 |
92.51 |
|
LOW |
92.20 |
|
0.618 |
91.71 |
|
1.000 |
91.40 |
|
1.618 |
90.91 |
|
2.618 |
90.11 |
|
4.250 |
88.80 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
92.61 |
92.24 |
| PP |
92.60 |
91.86 |
| S1 |
92.60 |
91.49 |
|