NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
88.05 |
87.62 |
-0.43 |
-0.5% |
86.30 |
| High |
88.20 |
88.67 |
0.47 |
0.5% |
94.71 |
| Low |
86.09 |
87.62 |
1.53 |
1.8% |
85.12 |
| Close |
86.75 |
88.54 |
1.79 |
2.1% |
86.92 |
| Range |
2.11 |
1.05 |
-1.06 |
-50.2% |
9.59 |
| ATR |
2.45 |
2.41 |
-0.04 |
-1.5% |
0.00 |
| Volume |
1,954 |
1,902 |
-52 |
-2.7% |
17,058 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.43 |
91.03 |
89.12 |
|
| R3 |
90.38 |
89.98 |
88.83 |
|
| R2 |
89.33 |
89.33 |
88.73 |
|
| R1 |
88.93 |
88.93 |
88.64 |
89.13 |
| PP |
88.28 |
88.28 |
88.28 |
88.38 |
| S1 |
87.88 |
87.88 |
88.44 |
88.08 |
| S2 |
87.23 |
87.23 |
88.35 |
|
| S3 |
86.18 |
86.83 |
88.25 |
|
| S4 |
85.13 |
85.78 |
87.96 |
|
|
| 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 |
10.8% |
4.33 |
4.9% |
36% |
False |
False |
3,078 |
| 10 |
94.71 |
85.12 |
9.59 |
10.8% |
2.95 |
3.3% |
36% |
False |
False |
2,714 |
| 20 |
94.71 |
85.12 |
9.59 |
10.8% |
2.03 |
2.3% |
36% |
False |
False |
1,962 |
| 40 |
94.71 |
80.73 |
13.98 |
15.8% |
1.40 |
1.6% |
56% |
False |
False |
1,753 |
| 60 |
94.71 |
74.80 |
19.91 |
22.5% |
1.01 |
1.1% |
69% |
False |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.13 |
|
2.618 |
91.42 |
|
1.618 |
90.37 |
|
1.000 |
89.72 |
|
0.618 |
89.32 |
|
HIGH |
88.67 |
|
0.618 |
88.27 |
|
0.500 |
88.15 |
|
0.382 |
88.02 |
|
LOW |
87.62 |
|
0.618 |
86.97 |
|
1.000 |
86.57 |
|
1.618 |
85.92 |
|
2.618 |
84.87 |
|
4.250 |
83.16 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.41 |
88.08 |
| PP |
88.28 |
87.63 |
| S1 |
88.15 |
87.17 |
|