NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
72.33 |
72.25 |
-0.08 |
-0.1% |
70.84 |
| High |
72.33 |
72.60 |
0.27 |
0.4% |
71.75 |
| Low |
72.33 |
72.25 |
-0.08 |
-0.1% |
70.45 |
| Close |
72.33 |
73.10 |
0.77 |
1.1% |
71.88 |
| Range |
0.00 |
0.35 |
0.35 |
|
1.30 |
| ATR |
|
|
|
|
|
| Volume |
682 |
269 |
-413 |
-60.6% |
4,922 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.70 |
73.75 |
73.29 |
|
| R3 |
73.35 |
73.40 |
73.20 |
|
| R2 |
73.00 |
73.00 |
73.16 |
|
| R1 |
73.05 |
73.05 |
73.13 |
73.03 |
| PP |
72.65 |
72.65 |
72.65 |
72.64 |
| S1 |
72.70 |
72.70 |
73.07 |
72.68 |
| S2 |
72.30 |
72.30 |
73.04 |
|
| S3 |
71.95 |
72.35 |
73.00 |
|
| S4 |
71.60 |
72.00 |
72.91 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.26 |
74.87 |
72.60 |
|
| R3 |
73.96 |
73.57 |
72.24 |
|
| R2 |
72.66 |
72.66 |
72.12 |
|
| R1 |
72.27 |
72.27 |
72.00 |
72.47 |
| PP |
71.36 |
71.36 |
71.36 |
71.46 |
| S1 |
70.97 |
70.97 |
71.76 |
71.17 |
| S2 |
70.06 |
70.06 |
71.64 |
|
| S3 |
68.76 |
69.67 |
71.52 |
|
| S4 |
67.46 |
68.37 |
71.17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.09 |
|
2.618 |
73.52 |
|
1.618 |
73.17 |
|
1.000 |
72.95 |
|
0.618 |
72.82 |
|
HIGH |
72.60 |
|
0.618 |
72.47 |
|
0.500 |
72.43 |
|
0.382 |
72.38 |
|
LOW |
72.25 |
|
0.618 |
72.03 |
|
1.000 |
71.90 |
|
1.618 |
71.68 |
|
2.618 |
71.33 |
|
4.250 |
70.76 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
72.88 |
72.79 |
| PP |
72.65 |
72.48 |
| S1 |
72.43 |
72.18 |
|