NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
82.62 |
83.36 |
0.74 |
0.9% |
78.90 |
| High |
82.62 |
83.85 |
1.23 |
1.5% |
82.62 |
| Low |
82.62 |
83.36 |
0.74 |
0.9% |
78.79 |
| Close |
82.62 |
84.90 |
2.28 |
2.8% |
82.62 |
| Range |
0.00 |
0.49 |
0.49 |
|
3.83 |
| ATR |
0.72 |
0.75 |
0.04 |
5.1% |
0.00 |
| Volume |
156 |
2,252 |
2,096 |
1,343.6% |
3,390 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.51 |
85.69 |
85.17 |
|
| R3 |
85.02 |
85.20 |
85.03 |
|
| R2 |
84.53 |
84.53 |
84.99 |
|
| R1 |
84.71 |
84.71 |
84.94 |
84.62 |
| PP |
84.04 |
84.04 |
84.04 |
83.99 |
| S1 |
84.22 |
84.22 |
84.86 |
84.13 |
| S2 |
83.55 |
83.55 |
84.81 |
|
| S3 |
83.06 |
83.73 |
84.77 |
|
| S4 |
82.57 |
83.24 |
84.63 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.83 |
91.56 |
84.73 |
|
| R3 |
89.00 |
87.73 |
83.67 |
|
| R2 |
85.17 |
85.17 |
83.32 |
|
| R1 |
83.90 |
83.90 |
82.97 |
84.54 |
| PP |
81.34 |
81.34 |
81.34 |
81.66 |
| S1 |
80.07 |
80.07 |
82.27 |
80.71 |
| S2 |
77.51 |
77.51 |
81.92 |
|
| S3 |
73.68 |
76.24 |
81.57 |
|
| S4 |
69.85 |
72.41 |
80.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.93 |
|
2.618 |
85.13 |
|
1.618 |
84.64 |
|
1.000 |
84.34 |
|
0.618 |
84.15 |
|
HIGH |
83.85 |
|
0.618 |
83.66 |
|
0.500 |
83.61 |
|
0.382 |
83.55 |
|
LOW |
83.36 |
|
0.618 |
83.06 |
|
1.000 |
82.87 |
|
1.618 |
82.57 |
|
2.618 |
82.08 |
|
4.250 |
81.28 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
84.47 |
83.95 |
| PP |
84.04 |
83.00 |
| S1 |
83.61 |
82.05 |
|