NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
85.34 |
86.48 |
1.14 |
1.3% |
85.49 |
| High |
85.68 |
87.15 |
1.47 |
1.7% |
87.00 |
| Low |
84.70 |
85.12 |
0.42 |
0.5% |
82.46 |
| Close |
85.59 |
86.48 |
0.89 |
1.0% |
85.59 |
| Range |
0.98 |
2.03 |
1.05 |
107.1% |
4.54 |
| ATR |
1.49 |
1.53 |
0.04 |
2.6% |
0.00 |
| Volume |
711 |
1,118 |
407 |
57.2% |
2,045 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.34 |
91.44 |
87.60 |
|
| R3 |
90.31 |
89.41 |
87.04 |
|
| R2 |
88.28 |
88.28 |
86.85 |
|
| R1 |
87.38 |
87.38 |
86.67 |
87.50 |
| PP |
86.25 |
86.25 |
86.25 |
86.31 |
| S1 |
85.35 |
85.35 |
86.29 |
85.47 |
| S2 |
84.22 |
84.22 |
86.11 |
|
| S3 |
82.19 |
83.32 |
85.92 |
|
| S4 |
80.16 |
81.29 |
85.36 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.64 |
96.65 |
88.09 |
|
| R3 |
94.10 |
92.11 |
86.84 |
|
| R2 |
89.56 |
89.56 |
86.42 |
|
| R1 |
87.57 |
87.57 |
86.01 |
88.57 |
| PP |
85.02 |
85.02 |
85.02 |
85.51 |
| S1 |
83.03 |
83.03 |
85.17 |
84.03 |
| S2 |
80.48 |
80.48 |
84.76 |
|
| S3 |
75.94 |
78.49 |
84.34 |
|
| S4 |
71.40 |
73.95 |
83.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
92.46 |
|
1.618 |
90.43 |
|
1.000 |
89.18 |
|
0.618 |
88.40 |
|
HIGH |
87.15 |
|
0.618 |
86.37 |
|
0.500 |
86.14 |
|
0.382 |
85.90 |
|
LOW |
85.12 |
|
0.618 |
83.87 |
|
1.000 |
83.09 |
|
1.618 |
81.84 |
|
2.618 |
79.81 |
|
4.250 |
76.49 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.37 |
86.04 |
| PP |
86.25 |
85.59 |
| S1 |
86.14 |
85.15 |
|