NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
85.49 |
84.76 |
-0.73 |
-0.9% |
84.40 |
| High |
87.00 |
85.21 |
-1.79 |
-2.1% |
88.40 |
| Low |
85.38 |
82.46 |
-2.92 |
-3.4% |
84.31 |
| Close |
85.49 |
83.35 |
-2.14 |
-2.5% |
87.05 |
| Range |
1.62 |
2.75 |
1.13 |
69.8% |
4.09 |
| ATR |
1.23 |
1.36 |
0.13 |
10.4% |
0.00 |
| Volume |
101 |
15 |
-86 |
-85.1% |
3,348 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.92 |
90.39 |
84.86 |
|
| R3 |
89.17 |
87.64 |
84.11 |
|
| R2 |
86.42 |
86.42 |
83.85 |
|
| R1 |
84.89 |
84.89 |
83.60 |
84.28 |
| PP |
83.67 |
83.67 |
83.67 |
83.37 |
| S1 |
82.14 |
82.14 |
83.10 |
81.53 |
| S2 |
80.92 |
80.92 |
82.85 |
|
| S3 |
78.17 |
79.39 |
82.59 |
|
| S4 |
75.42 |
76.64 |
81.84 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
97.04 |
89.30 |
|
| R3 |
94.77 |
92.95 |
88.17 |
|
| R2 |
90.68 |
90.68 |
87.80 |
|
| R1 |
88.86 |
88.86 |
87.42 |
89.77 |
| PP |
86.59 |
86.59 |
86.59 |
87.04 |
| S1 |
84.77 |
84.77 |
86.68 |
85.68 |
| S2 |
82.50 |
82.50 |
86.30 |
|
| S3 |
78.41 |
80.68 |
85.93 |
|
| S4 |
74.32 |
76.59 |
84.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.90 |
|
2.618 |
92.41 |
|
1.618 |
89.66 |
|
1.000 |
87.96 |
|
0.618 |
86.91 |
|
HIGH |
85.21 |
|
0.618 |
84.16 |
|
0.500 |
83.84 |
|
0.382 |
83.51 |
|
LOW |
82.46 |
|
0.618 |
80.76 |
|
1.000 |
79.71 |
|
1.618 |
78.01 |
|
2.618 |
75.26 |
|
4.250 |
70.77 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
83.84 |
84.78 |
| PP |
83.67 |
84.30 |
| S1 |
83.51 |
83.83 |
|