NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
88.55 |
89.15 |
0.60 |
0.7% |
84.76 |
| High |
89.15 |
89.15 |
0.00 |
0.0% |
87.83 |
| Low |
87.15 |
88.55 |
1.40 |
1.6% |
83.94 |
| Close |
90.21 |
88.79 |
-1.42 |
-1.6% |
85.84 |
| Range |
2.00 |
0.60 |
-1.40 |
-70.0% |
3.89 |
| ATR |
1.62 |
1.62 |
0.00 |
0.2% |
0.00 |
| Volume |
360 |
251 |
-109 |
-30.3% |
5,821 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.63 |
90.31 |
89.12 |
|
| R3 |
90.03 |
89.71 |
88.96 |
|
| R2 |
89.43 |
89.43 |
88.90 |
|
| R1 |
89.11 |
89.11 |
88.85 |
88.97 |
| PP |
88.83 |
88.83 |
88.83 |
88.76 |
| S1 |
88.51 |
88.51 |
88.74 |
88.37 |
| S2 |
88.23 |
88.23 |
88.68 |
|
| S3 |
87.63 |
87.91 |
88.63 |
|
| S4 |
87.03 |
87.31 |
88.46 |
|
|
| 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 |
91.70 |
|
2.618 |
90.72 |
|
1.618 |
90.12 |
|
1.000 |
89.75 |
|
0.618 |
89.52 |
|
HIGH |
89.15 |
|
0.618 |
88.92 |
|
0.500 |
88.85 |
|
0.382 |
88.78 |
|
LOW |
88.55 |
|
0.618 |
88.18 |
|
1.000 |
87.95 |
|
1.618 |
87.58 |
|
2.618 |
86.98 |
|
4.250 |
86.00 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.85 |
88.58 |
| PP |
88.83 |
88.36 |
| S1 |
88.81 |
88.15 |
|