NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
84.96 |
83.70 |
-1.26 |
-1.5% |
78.90 |
| High |
84.96 |
85.00 |
0.04 |
0.0% |
82.62 |
| Low |
84.96 |
83.70 |
-1.26 |
-1.5% |
78.79 |
| Close |
84.96 |
83.96 |
-1.00 |
-1.2% |
82.62 |
| Range |
0.00 |
1.30 |
1.30 |
|
3.83 |
| ATR |
0.85 |
0.88 |
0.03 |
3.8% |
0.00 |
| Volume |
206 |
811 |
605 |
293.7% |
3,390 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.12 |
87.34 |
84.68 |
|
| R3 |
86.82 |
86.04 |
84.32 |
|
| R2 |
85.52 |
85.52 |
84.20 |
|
| R1 |
84.74 |
84.74 |
84.08 |
85.13 |
| PP |
84.22 |
84.22 |
84.22 |
84.42 |
| S1 |
83.44 |
83.44 |
83.84 |
83.83 |
| S2 |
82.92 |
82.92 |
83.72 |
|
| S3 |
81.62 |
82.14 |
83.60 |
|
| S4 |
80.32 |
80.84 |
83.25 |
|
|
| 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 |
90.53 |
|
2.618 |
88.40 |
|
1.618 |
87.10 |
|
1.000 |
86.30 |
|
0.618 |
85.80 |
|
HIGH |
85.00 |
|
0.618 |
84.50 |
|
0.500 |
84.35 |
|
0.382 |
84.20 |
|
LOW |
83.70 |
|
0.618 |
82.90 |
|
1.000 |
82.40 |
|
1.618 |
81.60 |
|
2.618 |
80.30 |
|
4.250 |
78.18 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
84.35 |
84.35 |
| PP |
84.22 |
84.22 |
| S1 |
84.09 |
84.09 |
|