NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
90.15 |
90.19 |
0.04 |
0.0% |
90.37 |
| High |
90.89 |
91.46 |
0.57 |
0.6% |
91.60 |
| Low |
89.79 |
90.12 |
0.33 |
0.4% |
88.77 |
| Close |
89.82 |
91.15 |
1.33 |
1.5% |
91.15 |
| Range |
1.10 |
1.34 |
0.24 |
21.8% |
2.83 |
| ATR |
2.27 |
2.22 |
-0.04 |
-2.0% |
0.00 |
| Volume |
2,111 |
4,524 |
2,413 |
114.3% |
14,405 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.93 |
94.38 |
91.89 |
|
| R3 |
93.59 |
93.04 |
91.52 |
|
| R2 |
92.25 |
92.25 |
91.40 |
|
| R1 |
91.70 |
91.70 |
91.27 |
91.98 |
| PP |
90.91 |
90.91 |
90.91 |
91.05 |
| S1 |
90.36 |
90.36 |
91.03 |
90.64 |
| S2 |
89.57 |
89.57 |
90.90 |
|
| S3 |
88.23 |
89.02 |
90.78 |
|
| S4 |
86.89 |
87.68 |
90.41 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.00 |
97.90 |
92.71 |
|
| R3 |
96.17 |
95.07 |
91.93 |
|
| R2 |
93.34 |
93.34 |
91.67 |
|
| R1 |
92.24 |
92.24 |
91.41 |
92.79 |
| PP |
90.51 |
90.51 |
90.51 |
90.78 |
| S1 |
89.41 |
89.41 |
90.89 |
89.96 |
| S2 |
87.68 |
87.68 |
90.63 |
|
| S3 |
84.85 |
86.58 |
90.37 |
|
| S4 |
82.02 |
83.75 |
89.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.60 |
88.77 |
2.83 |
3.1% |
1.54 |
1.7% |
84% |
False |
False |
2,881 |
| 10 |
92.24 |
86.09 |
6.15 |
6.7% |
1.88 |
2.1% |
82% |
False |
False |
2,583 |
| 20 |
94.71 |
85.12 |
9.59 |
10.5% |
2.40 |
2.6% |
63% |
False |
False |
2,558 |
| 40 |
94.71 |
84.95 |
9.76 |
10.7% |
1.69 |
1.9% |
64% |
False |
False |
2,043 |
| 60 |
94.71 |
75.05 |
19.66 |
21.6% |
1.25 |
1.4% |
82% |
False |
False |
1,728 |
| 80 |
94.71 |
69.68 |
25.03 |
27.5% |
0.97 |
1.1% |
86% |
False |
False |
1,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.16 |
|
2.618 |
94.97 |
|
1.618 |
93.63 |
|
1.000 |
92.80 |
|
0.618 |
92.29 |
|
HIGH |
91.46 |
|
0.618 |
90.95 |
|
0.500 |
90.79 |
|
0.382 |
90.63 |
|
LOW |
90.12 |
|
0.618 |
89.29 |
|
1.000 |
88.78 |
|
1.618 |
87.95 |
|
2.618 |
86.61 |
|
4.250 |
84.43 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
91.03 |
90.91 |
| PP |
90.91 |
90.67 |
| S1 |
90.79 |
90.43 |
|