NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
85.84 |
84.82 |
-1.02 |
-1.2% |
89.04 |
| High |
87.18 |
85.50 |
-1.68 |
-1.9% |
89.67 |
| Low |
85.18 |
84.74 |
-0.44 |
-0.5% |
84.74 |
| Close |
85.63 |
84.67 |
-0.96 |
-1.1% |
84.67 |
| Range |
2.00 |
0.76 |
-1.24 |
-62.0% |
4.93 |
| ATR |
1.54 |
1.49 |
-0.05 |
-3.0% |
0.00 |
| Volume |
464 |
22 |
-442 |
-95.3% |
4,024 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.25 |
86.72 |
85.09 |
|
| R3 |
86.49 |
85.96 |
84.88 |
|
| R2 |
85.73 |
85.73 |
84.81 |
|
| R1 |
85.20 |
85.20 |
84.74 |
85.09 |
| PP |
84.97 |
84.97 |
84.97 |
84.91 |
| S1 |
84.44 |
84.44 |
84.60 |
84.33 |
| S2 |
84.21 |
84.21 |
84.53 |
|
| S3 |
83.45 |
83.68 |
84.46 |
|
| S4 |
82.69 |
82.92 |
84.25 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.15 |
97.84 |
87.38 |
|
| R3 |
96.22 |
92.91 |
86.03 |
|
| R2 |
91.29 |
91.29 |
85.57 |
|
| R1 |
87.98 |
87.98 |
85.12 |
87.17 |
| PP |
86.36 |
86.36 |
86.36 |
85.96 |
| S1 |
83.05 |
83.05 |
84.22 |
82.24 |
| S2 |
81.43 |
81.43 |
83.77 |
|
| S3 |
76.50 |
78.12 |
83.31 |
|
| S4 |
71.57 |
73.19 |
81.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.73 |
|
2.618 |
87.49 |
|
1.618 |
86.73 |
|
1.000 |
86.26 |
|
0.618 |
85.97 |
|
HIGH |
85.50 |
|
0.618 |
85.21 |
|
0.500 |
85.12 |
|
0.382 |
85.03 |
|
LOW |
84.74 |
|
0.618 |
84.27 |
|
1.000 |
83.98 |
|
1.618 |
83.51 |
|
2.618 |
82.75 |
|
4.250 |
81.51 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
85.12 |
85.96 |
| PP |
84.97 |
85.53 |
| S1 |
84.82 |
85.10 |
|