NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
87.84 |
89.20 |
1.36 |
1.5% |
86.35 |
| High |
89.04 |
89.20 |
0.16 |
0.2% |
89.15 |
| Low |
87.84 |
89.15 |
1.31 |
1.5% |
86.35 |
| Close |
87.84 |
88.58 |
0.74 |
0.8% |
88.71 |
| Range |
1.20 |
0.05 |
-1.15 |
-95.8% |
2.80 |
| ATR |
1.47 |
1.46 |
-0.01 |
-0.5% |
0.00 |
| Volume |
467 |
327 |
-140 |
-30.0% |
2,516 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.13 |
88.90 |
88.61 |
|
| R3 |
89.08 |
88.85 |
88.59 |
|
| R2 |
89.03 |
89.03 |
88.59 |
|
| R1 |
88.80 |
88.80 |
88.58 |
88.89 |
| PP |
88.98 |
88.98 |
88.98 |
89.02 |
| S1 |
88.75 |
88.75 |
88.58 |
88.84 |
| S2 |
88.93 |
88.93 |
88.57 |
|
| S3 |
88.88 |
88.70 |
88.57 |
|
| S4 |
88.83 |
88.65 |
88.55 |
|
|
| 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 |
89.41 |
|
2.618 |
89.33 |
|
1.618 |
89.28 |
|
1.000 |
89.25 |
|
0.618 |
89.23 |
|
HIGH |
89.20 |
|
0.618 |
89.18 |
|
0.500 |
89.18 |
|
0.382 |
89.17 |
|
LOW |
89.15 |
|
0.618 |
89.12 |
|
1.000 |
89.10 |
|
1.618 |
89.07 |
|
2.618 |
89.02 |
|
4.250 |
88.94 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
89.18 |
88.53 |
| PP |
88.98 |
88.49 |
| S1 |
88.78 |
88.44 |
|