NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
86.35 |
87.15 |
0.80 |
0.9% |
84.76 |
| High |
86.35 |
87.15 |
0.80 |
0.9% |
87.83 |
| Low |
86.35 |
87.15 |
0.80 |
0.9% |
83.94 |
| Close |
85.81 |
87.18 |
1.37 |
1.6% |
85.84 |
| Range |
|
|
|
|
|
| ATR |
1.61 |
1.59 |
-0.02 |
-1.2% |
0.00 |
| Volume |
1,267 |
473 |
-794 |
-62.7% |
5,821 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.16 |
87.17 |
87.18 |
|
| R3 |
87.16 |
87.17 |
87.18 |
|
| R2 |
87.16 |
87.16 |
87.18 |
|
| R1 |
87.17 |
87.17 |
87.18 |
87.17 |
| PP |
87.16 |
87.16 |
87.16 |
87.16 |
| S1 |
87.17 |
87.17 |
87.18 |
87.17 |
| S2 |
87.16 |
87.16 |
87.18 |
|
| S3 |
87.16 |
87.17 |
87.18 |
|
| S4 |
87.16 |
87.17 |
87.18 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.54 |
95.58 |
87.98 |
|
| R3 |
93.65 |
91.69 |
86.91 |
|
| R2 |
89.76 |
89.76 |
86.55 |
|
| R1 |
87.80 |
87.80 |
86.20 |
88.78 |
| PP |
85.87 |
85.87 |
85.87 |
86.36 |
| S1 |
83.91 |
83.91 |
85.48 |
84.89 |
| S2 |
81.98 |
81.98 |
85.13 |
|
| S3 |
78.09 |
80.02 |
84.77 |
|
| S4 |
74.20 |
76.13 |
83.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.15 |
|
2.618 |
87.15 |
|
1.618 |
87.15 |
|
1.000 |
87.15 |
|
0.618 |
87.15 |
|
HIGH |
87.15 |
|
0.618 |
87.15 |
|
0.500 |
87.15 |
|
0.382 |
87.15 |
|
LOW |
87.15 |
|
0.618 |
87.15 |
|
1.000 |
87.15 |
|
1.618 |
87.15 |
|
2.618 |
87.15 |
|
4.250 |
87.15 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.17 |
86.74 |
| PP |
87.16 |
86.31 |
| S1 |
87.15 |
85.87 |
|