NYMEX Light Sweet Crude Oil Future August 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 |
87.50 |
87.61 |
0.11 |
0.1% |
85.71 |
| High |
87.50 |
87.70 |
0.20 |
0.2% |
88.52 |
| Low |
85.59 |
85.90 |
0.31 |
0.4% |
85.59 |
| Close |
86.68 |
86.55 |
-0.13 |
-0.1% |
86.68 |
| Range |
1.91 |
1.80 |
-0.11 |
-5.8% |
2.93 |
| ATR |
1.72 |
1.73 |
0.01 |
0.3% |
0.00 |
| Volume |
1,571 |
1,909 |
338 |
21.5% |
10,471 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.12 |
91.13 |
87.54 |
|
| R3 |
90.32 |
89.33 |
87.05 |
|
| R2 |
88.52 |
88.52 |
86.88 |
|
| R1 |
87.53 |
87.53 |
86.72 |
87.13 |
| PP |
86.72 |
86.72 |
86.72 |
86.51 |
| S1 |
85.73 |
85.73 |
86.39 |
85.33 |
| S2 |
84.92 |
84.92 |
86.22 |
|
| S3 |
83.12 |
83.93 |
86.06 |
|
| S4 |
81.32 |
82.13 |
85.56 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.72 |
94.13 |
88.29 |
|
| R3 |
92.79 |
91.20 |
87.49 |
|
| R2 |
89.86 |
89.86 |
87.22 |
|
| R1 |
88.27 |
88.27 |
86.95 |
89.07 |
| PP |
86.93 |
86.93 |
86.93 |
87.33 |
| S1 |
85.34 |
85.34 |
86.41 |
86.14 |
| S2 |
84.00 |
84.00 |
86.14 |
|
| S3 |
81.07 |
82.41 |
85.87 |
|
| S4 |
78.14 |
79.48 |
85.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.52 |
85.59 |
2.93 |
3.4% |
1.43 |
1.6% |
33% |
False |
False |
2,400 |
| 10 |
90.00 |
85.59 |
4.41 |
5.1% |
1.39 |
1.6% |
22% |
False |
False |
1,561 |
| 20 |
92.10 |
85.59 |
6.51 |
7.5% |
1.18 |
1.4% |
15% |
False |
False |
1,041 |
| 40 |
92.10 |
78.35 |
13.75 |
15.9% |
0.65 |
0.8% |
60% |
False |
False |
1,119 |
| 60 |
92.10 |
74.12 |
17.98 |
20.8% |
0.47 |
0.5% |
69% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.35 |
|
2.618 |
92.41 |
|
1.618 |
90.61 |
|
1.000 |
89.50 |
|
0.618 |
88.81 |
|
HIGH |
87.70 |
|
0.618 |
87.01 |
|
0.500 |
86.80 |
|
0.382 |
86.59 |
|
LOW |
85.90 |
|
0.618 |
84.79 |
|
1.000 |
84.10 |
|
1.618 |
82.99 |
|
2.618 |
81.19 |
|
4.250 |
78.25 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.80 |
86.84 |
| PP |
86.72 |
86.74 |
| S1 |
86.63 |
86.65 |
|