NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
85.45 |
84.40 |
-1.05 |
-1.2% |
83.36 |
| High |
85.45 |
86.00 |
0.55 |
0.6% |
85.45 |
| Low |
85.45 |
84.31 |
-1.14 |
-1.3% |
83.36 |
| Close |
85.68 |
84.51 |
-1.17 |
-1.4% |
85.68 |
| Range |
0.00 |
1.69 |
1.69 |
|
2.09 |
| ATR |
0.92 |
0.98 |
0.05 |
5.9% |
0.00 |
| Volume |
152 |
171 |
19 |
12.5% |
3,536 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.01 |
88.95 |
85.44 |
|
| R3 |
88.32 |
87.26 |
84.97 |
|
| R2 |
86.63 |
86.63 |
84.82 |
|
| R1 |
85.57 |
85.57 |
84.66 |
86.10 |
| PP |
84.94 |
84.94 |
84.94 |
85.21 |
| S1 |
83.88 |
83.88 |
84.36 |
84.41 |
| S2 |
83.25 |
83.25 |
84.20 |
|
| S3 |
81.56 |
82.19 |
84.05 |
|
| S4 |
79.87 |
80.50 |
83.58 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.10 |
90.48 |
86.83 |
|
| R3 |
89.01 |
88.39 |
86.25 |
|
| R2 |
86.92 |
86.92 |
86.06 |
|
| R1 |
86.30 |
86.30 |
85.87 |
86.61 |
| PP |
84.83 |
84.83 |
84.83 |
84.99 |
| S1 |
84.21 |
84.21 |
85.49 |
84.52 |
| S2 |
82.74 |
82.74 |
85.30 |
|
| S3 |
80.65 |
82.12 |
85.11 |
|
| S4 |
78.56 |
80.03 |
84.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.18 |
|
2.618 |
90.42 |
|
1.618 |
88.73 |
|
1.000 |
87.69 |
|
0.618 |
87.04 |
|
HIGH |
86.00 |
|
0.618 |
85.35 |
|
0.500 |
85.16 |
|
0.382 |
84.96 |
|
LOW |
84.31 |
|
0.618 |
83.27 |
|
1.000 |
82.62 |
|
1.618 |
81.58 |
|
2.618 |
79.89 |
|
4.250 |
77.13 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
85.16 |
84.85 |
| PP |
84.94 |
84.74 |
| S1 |
84.73 |
84.62 |
|