NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
90.84 |
90.37 |
-0.47 |
-0.5% |
88.05 |
| High |
91.20 |
90.49 |
-0.71 |
-0.8% |
92.24 |
| Low |
90.42 |
89.37 |
-1.05 |
-1.2% |
86.09 |
| Close |
90.48 |
90.29 |
-0.19 |
-0.2% |
90.48 |
| Range |
0.78 |
1.12 |
0.34 |
43.6% |
6.15 |
| ATR |
2.49 |
2.39 |
-0.10 |
-3.9% |
0.00 |
| Volume |
2,423 |
4,144 |
1,721 |
71.0% |
11,434 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.41 |
92.97 |
90.91 |
|
| R3 |
92.29 |
91.85 |
90.60 |
|
| R2 |
91.17 |
91.17 |
90.50 |
|
| R1 |
90.73 |
90.73 |
90.39 |
90.39 |
| PP |
90.05 |
90.05 |
90.05 |
89.88 |
| S1 |
89.61 |
89.61 |
90.19 |
89.27 |
| S2 |
88.93 |
88.93 |
90.08 |
|
| S3 |
87.81 |
88.49 |
89.98 |
|
| S4 |
86.69 |
87.37 |
89.67 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.05 |
105.42 |
93.86 |
|
| R3 |
101.90 |
99.27 |
92.17 |
|
| R2 |
95.75 |
95.75 |
91.61 |
|
| R1 |
93.12 |
93.12 |
91.04 |
94.44 |
| PP |
89.60 |
89.60 |
89.60 |
90.26 |
| S1 |
86.97 |
86.97 |
89.92 |
88.29 |
| S2 |
83.45 |
83.45 |
89.35 |
|
| S3 |
77.30 |
80.82 |
88.79 |
|
| S4 |
71.15 |
74.67 |
87.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.24 |
87.62 |
4.62 |
5.1% |
2.02 |
2.2% |
58% |
False |
False |
2,724 |
| 10 |
94.71 |
85.12 |
9.59 |
10.6% |
3.16 |
3.5% |
54% |
False |
False |
3,040 |
| 20 |
94.71 |
85.12 |
9.59 |
10.6% |
2.32 |
2.6% |
54% |
False |
False |
2,330 |
| 40 |
94.71 |
81.04 |
13.67 |
15.1% |
1.59 |
1.8% |
68% |
False |
False |
1,836 |
| 60 |
94.71 |
75.05 |
19.66 |
21.8% |
1.16 |
1.3% |
78% |
False |
False |
1,611 |
| 80 |
94.71 |
69.18 |
25.53 |
28.3% |
0.89 |
1.0% |
83% |
False |
False |
1,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.25 |
|
2.618 |
93.42 |
|
1.618 |
92.30 |
|
1.000 |
91.61 |
|
0.618 |
91.18 |
|
HIGH |
90.49 |
|
0.618 |
90.06 |
|
0.500 |
89.93 |
|
0.382 |
89.80 |
|
LOW |
89.37 |
|
0.618 |
88.68 |
|
1.000 |
88.25 |
|
1.618 |
87.56 |
|
2.618 |
86.44 |
|
4.250 |
84.61 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
90.17 |
90.22 |
| PP |
90.05 |
90.15 |
| S1 |
89.93 |
90.08 |
|