NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
86.64 |
86.30 |
-0.34 |
-0.4% |
92.43 |
| High |
87.72 |
87.49 |
-0.23 |
-0.3% |
92.43 |
| Low |
86.20 |
85.59 |
-0.61 |
-0.7% |
86.20 |
| Close |
86.39 |
87.49 |
1.10 |
1.3% |
86.39 |
| Range |
1.52 |
1.90 |
0.38 |
25.0% |
6.23 |
| ATR |
1.58 |
1.60 |
0.02 |
1.4% |
0.00 |
| Volume |
1,980 |
2,230 |
250 |
12.6% |
8,271 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.56 |
91.92 |
88.54 |
|
| R3 |
90.66 |
90.02 |
88.01 |
|
| R2 |
88.76 |
88.76 |
87.84 |
|
| R1 |
88.12 |
88.12 |
87.66 |
88.44 |
| PP |
86.86 |
86.86 |
86.86 |
87.02 |
| S1 |
86.22 |
86.22 |
87.32 |
86.54 |
| S2 |
84.96 |
84.96 |
87.14 |
|
| S3 |
83.06 |
84.32 |
86.97 |
|
| S4 |
81.16 |
82.42 |
86.45 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.03 |
102.94 |
89.82 |
|
| R3 |
100.80 |
96.71 |
88.10 |
|
| R2 |
94.57 |
94.57 |
87.53 |
|
| R1 |
90.48 |
90.48 |
86.96 |
89.41 |
| PP |
88.34 |
88.34 |
88.34 |
87.81 |
| S1 |
84.25 |
84.25 |
85.82 |
83.18 |
| S2 |
82.11 |
82.11 |
85.25 |
|
| S3 |
75.88 |
78.02 |
84.68 |
|
| S4 |
69.65 |
71.79 |
82.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.78 |
85.59 |
6.19 |
7.1% |
1.77 |
2.0% |
31% |
False |
True |
2,046 |
| 10 |
92.82 |
85.59 |
7.23 |
8.3% |
1.48 |
1.7% |
26% |
False |
True |
1,620 |
| 20 |
92.82 |
85.59 |
7.23 |
8.3% |
1.13 |
1.3% |
26% |
False |
True |
1,519 |
| 40 |
92.82 |
75.69 |
17.13 |
19.6% |
0.88 |
1.0% |
69% |
False |
False |
1,466 |
| 60 |
92.82 |
72.25 |
20.57 |
23.5% |
0.66 |
0.7% |
74% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.57 |
|
2.618 |
92.46 |
|
1.618 |
90.56 |
|
1.000 |
89.39 |
|
0.618 |
88.66 |
|
HIGH |
87.49 |
|
0.618 |
86.76 |
|
0.500 |
86.54 |
|
0.382 |
86.32 |
|
LOW |
85.59 |
|
0.618 |
84.42 |
|
1.000 |
83.69 |
|
1.618 |
82.52 |
|
2.618 |
80.62 |
|
4.250 |
77.52 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.17 |
87.34 |
| PP |
86.86 |
87.19 |
| S1 |
86.54 |
87.05 |
|