NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
87.68 |
87.84 |
0.16 |
0.2% |
86.35 |
| High |
87.68 |
89.04 |
1.36 |
1.6% |
89.15 |
| Low |
87.68 |
87.84 |
0.16 |
0.2% |
86.35 |
| Close |
88.82 |
87.84 |
-0.98 |
-1.1% |
88.71 |
| Range |
0.00 |
1.20 |
1.20 |
|
2.80 |
| ATR |
1.49 |
1.47 |
-0.02 |
-1.4% |
0.00 |
| Volume |
491 |
467 |
-24 |
-4.9% |
2,516 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.84 |
91.04 |
88.50 |
|
| R3 |
90.64 |
89.84 |
88.17 |
|
| R2 |
89.44 |
89.44 |
88.06 |
|
| R1 |
88.64 |
88.64 |
87.95 |
88.44 |
| PP |
88.24 |
88.24 |
88.24 |
88.14 |
| S1 |
87.44 |
87.44 |
87.73 |
87.24 |
| S2 |
87.04 |
87.04 |
87.62 |
|
| S3 |
85.84 |
86.24 |
87.51 |
|
| S4 |
84.64 |
85.04 |
87.18 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.47 |
95.39 |
90.25 |
|
| R3 |
93.67 |
92.59 |
89.48 |
|
| R2 |
90.87 |
90.87 |
89.22 |
|
| R1 |
89.79 |
89.79 |
88.97 |
90.33 |
| PP |
88.07 |
88.07 |
88.07 |
88.34 |
| S1 |
86.99 |
86.99 |
88.45 |
87.53 |
| S2 |
85.27 |
85.27 |
88.20 |
|
| S3 |
82.47 |
84.19 |
87.94 |
|
| S4 |
79.67 |
81.39 |
87.17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.14 |
|
2.618 |
92.18 |
|
1.618 |
90.98 |
|
1.000 |
90.24 |
|
0.618 |
89.78 |
|
HIGH |
89.04 |
|
0.618 |
88.58 |
|
0.500 |
88.44 |
|
0.382 |
88.30 |
|
LOW |
87.84 |
|
0.618 |
87.10 |
|
1.000 |
86.64 |
|
1.618 |
85.90 |
|
2.618 |
84.70 |
|
4.250 |
82.74 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.44 |
88.36 |
| PP |
88.24 |
88.19 |
| S1 |
88.04 |
88.01 |
|