NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
84.53 |
83.35 |
-1.18 |
-1.4% |
84.40 |
| High |
85.55 |
85.55 |
0.00 |
0.0% |
88.40 |
| Low |
84.30 |
83.14 |
-1.16 |
-1.4% |
84.31 |
| Close |
84.97 |
84.18 |
-0.79 |
-0.9% |
87.05 |
| Range |
1.25 |
2.41 |
1.16 |
92.8% |
4.09 |
| ATR |
1.42 |
1.49 |
0.07 |
5.0% |
0.00 |
| Volume |
179 |
1,039 |
860 |
480.4% |
3,348 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.52 |
90.26 |
85.51 |
|
| R3 |
89.11 |
87.85 |
84.84 |
|
| R2 |
86.70 |
86.70 |
84.62 |
|
| R1 |
85.44 |
85.44 |
84.40 |
86.07 |
| PP |
84.29 |
84.29 |
84.29 |
84.61 |
| S1 |
83.03 |
83.03 |
83.96 |
83.66 |
| S2 |
81.88 |
81.88 |
83.74 |
|
| S3 |
79.47 |
80.62 |
83.52 |
|
| S4 |
77.06 |
78.21 |
82.85 |
|
|
| 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 |
95.79 |
|
2.618 |
91.86 |
|
1.618 |
89.45 |
|
1.000 |
87.96 |
|
0.618 |
87.04 |
|
HIGH |
85.55 |
|
0.618 |
84.63 |
|
0.500 |
84.35 |
|
0.382 |
84.06 |
|
LOW |
83.14 |
|
0.618 |
81.65 |
|
1.000 |
80.73 |
|
1.618 |
79.24 |
|
2.618 |
76.83 |
|
4.250 |
72.90 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
84.35 |
84.12 |
| PP |
84.29 |
84.06 |
| S1 |
84.24 |
84.01 |
|