NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
88.34 |
88.05 |
-0.29 |
-0.3% |
86.30 |
| High |
88.34 |
88.20 |
-0.14 |
-0.2% |
94.71 |
| Low |
85.67 |
86.09 |
0.42 |
0.5% |
85.12 |
| Close |
86.92 |
86.75 |
-0.17 |
-0.2% |
86.92 |
| Range |
2.67 |
2.11 |
-0.56 |
-21.0% |
9.59 |
| ATR |
2.47 |
2.45 |
-0.03 |
-1.0% |
0.00 |
| Volume |
2,795 |
1,954 |
-841 |
-30.1% |
17,058 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.34 |
92.16 |
87.91 |
|
| R3 |
91.23 |
90.05 |
87.33 |
|
| R2 |
89.12 |
89.12 |
87.14 |
|
| R1 |
87.94 |
87.94 |
86.94 |
87.48 |
| PP |
87.01 |
87.01 |
87.01 |
86.78 |
| S1 |
85.83 |
85.83 |
86.56 |
85.37 |
| S2 |
84.90 |
84.90 |
86.36 |
|
| S3 |
82.79 |
83.72 |
86.17 |
|
| S4 |
80.68 |
81.61 |
85.59 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.69 |
111.89 |
92.19 |
|
| R3 |
108.10 |
102.30 |
89.56 |
|
| R2 |
98.51 |
98.51 |
88.68 |
|
| R1 |
92.71 |
92.71 |
87.80 |
95.61 |
| PP |
88.92 |
88.92 |
88.92 |
90.37 |
| S1 |
83.12 |
83.12 |
86.04 |
86.02 |
| S2 |
79.33 |
79.33 |
85.16 |
|
| S3 |
69.74 |
73.53 |
84.28 |
|
| S4 |
60.15 |
63.94 |
81.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.71 |
85.12 |
9.59 |
11.1% |
4.30 |
5.0% |
17% |
False |
False |
3,356 |
| 10 |
94.71 |
85.12 |
9.59 |
11.1% |
3.04 |
3.5% |
17% |
False |
False |
2,701 |
| 20 |
94.71 |
85.12 |
9.59 |
11.1% |
2.00 |
2.3% |
17% |
False |
False |
1,961 |
| 40 |
94.71 |
80.55 |
14.16 |
16.3% |
1.37 |
1.6% |
44% |
False |
False |
1,717 |
| 60 |
94.71 |
74.70 |
20.01 |
23.1% |
0.99 |
1.1% |
60% |
False |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.17 |
|
2.618 |
93.72 |
|
1.618 |
91.61 |
|
1.000 |
90.31 |
|
0.618 |
89.50 |
|
HIGH |
88.20 |
|
0.618 |
87.39 |
|
0.500 |
87.15 |
|
0.382 |
86.90 |
|
LOW |
86.09 |
|
0.618 |
84.79 |
|
1.000 |
83.98 |
|
1.618 |
82.68 |
|
2.618 |
80.57 |
|
4.250 |
77.12 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.15 |
89.92 |
| PP |
87.01 |
88.86 |
| S1 |
86.88 |
87.81 |
|