NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
92.20 |
92.84 |
0.64 |
0.7% |
89.98 |
| High |
93.00 |
93.55 |
0.55 |
0.6% |
93.55 |
| Low |
92.20 |
92.61 |
0.41 |
0.4% |
89.98 |
| Close |
92.61 |
92.24 |
-0.37 |
-0.4% |
92.24 |
| Range |
0.80 |
0.94 |
0.14 |
17.5% |
3.57 |
| ATR |
1.46 |
1.42 |
-0.04 |
-2.5% |
0.00 |
| Volume |
1,057 |
1,825 |
768 |
72.7% |
4,495 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.62 |
94.87 |
92.76 |
|
| R3 |
94.68 |
93.93 |
92.50 |
|
| R2 |
93.74 |
93.74 |
92.41 |
|
| R1 |
92.99 |
92.99 |
92.33 |
92.90 |
| PP |
92.80 |
92.80 |
92.80 |
92.75 |
| S1 |
92.05 |
92.05 |
92.15 |
91.96 |
| S2 |
91.86 |
91.86 |
92.07 |
|
| S3 |
90.92 |
91.11 |
91.98 |
|
| S4 |
89.98 |
90.17 |
91.72 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.63 |
101.01 |
94.20 |
|
| R3 |
99.06 |
97.44 |
93.22 |
|
| R2 |
95.49 |
95.49 |
92.89 |
|
| R1 |
93.87 |
93.87 |
92.57 |
94.68 |
| PP |
91.92 |
91.92 |
91.92 |
92.33 |
| S1 |
90.30 |
90.30 |
91.91 |
91.11 |
| S2 |
88.35 |
88.35 |
91.59 |
|
| S3 |
84.78 |
86.73 |
91.26 |
|
| S4 |
81.21 |
83.16 |
90.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.55 |
89.98 |
3.57 |
3.9% |
0.67 |
0.7% |
63% |
True |
False |
2,605 |
| 10 |
93.55 |
88.19 |
5.36 |
5.8% |
0.77 |
0.8% |
76% |
True |
False |
2,255 |
| 20 |
93.55 |
84.34 |
9.21 |
10.0% |
1.32 |
1.4% |
86% |
True |
False |
1,895 |
| 40 |
93.55 |
84.34 |
9.21 |
10.0% |
0.95 |
1.0% |
86% |
True |
False |
1,684 |
| 60 |
93.55 |
74.47 |
19.08 |
20.7% |
0.71 |
0.8% |
93% |
True |
False |
1,545 |
| 80 |
93.55 |
71.11 |
22.44 |
24.3% |
0.55 |
0.6% |
94% |
True |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.55 |
|
2.618 |
96.01 |
|
1.618 |
95.07 |
|
1.000 |
94.49 |
|
0.618 |
94.13 |
|
HIGH |
93.55 |
|
0.618 |
93.19 |
|
0.500 |
93.08 |
|
0.382 |
92.97 |
|
LOW |
92.61 |
|
0.618 |
92.03 |
|
1.000 |
91.67 |
|
1.618 |
91.09 |
|
2.618 |
90.15 |
|
4.250 |
88.62 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.08 |
92.43 |
| PP |
92.80 |
92.36 |
| S1 |
92.52 |
92.30 |
|