NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
87.15 |
88.55 |
1.40 |
1.6% |
84.76 |
| High |
87.15 |
89.15 |
2.00 |
2.3% |
87.83 |
| Low |
87.15 |
87.15 |
0.00 |
0.0% |
83.94 |
| Close |
87.18 |
90.21 |
3.03 |
3.5% |
85.84 |
| Range |
0.00 |
2.00 |
2.00 |
|
3.89 |
| ATR |
1.59 |
1.62 |
0.03 |
1.8% |
0.00 |
| Volume |
473 |
360 |
-113 |
-23.9% |
5,821 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.84 |
94.52 |
91.31 |
|
| R3 |
92.84 |
92.52 |
90.76 |
|
| R2 |
90.84 |
90.84 |
90.58 |
|
| R1 |
90.52 |
90.52 |
90.39 |
90.68 |
| PP |
88.84 |
88.84 |
88.84 |
88.92 |
| S1 |
88.52 |
88.52 |
90.03 |
88.68 |
| S2 |
86.84 |
86.84 |
89.84 |
|
| S3 |
84.84 |
86.52 |
89.66 |
|
| S4 |
82.84 |
84.52 |
89.11 |
|
|
| 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 |
97.65 |
|
2.618 |
94.39 |
|
1.618 |
92.39 |
|
1.000 |
91.15 |
|
0.618 |
90.39 |
|
HIGH |
89.15 |
|
0.618 |
88.39 |
|
0.500 |
88.15 |
|
0.382 |
87.91 |
|
LOW |
87.15 |
|
0.618 |
85.91 |
|
1.000 |
85.15 |
|
1.618 |
83.91 |
|
2.618 |
81.91 |
|
4.250 |
78.65 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
89.52 |
89.39 |
| PP |
88.84 |
88.57 |
| S1 |
88.15 |
87.75 |
|