NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
83.14 |
85.31 |
2.17 |
2.6% |
81.74 |
| High |
84.20 |
85.65 |
1.45 |
1.7% |
85.65 |
| Low |
83.14 |
85.01 |
1.87 |
2.2% |
81.04 |
| Close |
84.57 |
85.77 |
1.20 |
1.4% |
85.77 |
| Range |
1.06 |
0.64 |
-0.42 |
-39.6% |
4.61 |
| ATR |
0.74 |
0.77 |
0.02 |
3.2% |
0.00 |
| Volume |
391 |
1,637 |
1,246 |
318.7% |
3,607 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.40 |
87.22 |
86.12 |
|
| R3 |
86.76 |
86.58 |
85.95 |
|
| R2 |
86.12 |
86.12 |
85.89 |
|
| R1 |
85.94 |
85.94 |
85.83 |
86.03 |
| PP |
85.48 |
85.48 |
85.48 |
85.52 |
| S1 |
85.30 |
85.30 |
85.71 |
85.39 |
| S2 |
84.84 |
84.84 |
85.65 |
|
| S3 |
84.20 |
84.66 |
85.59 |
|
| S4 |
83.56 |
84.02 |
85.42 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.98 |
96.49 |
88.31 |
|
| R3 |
93.37 |
91.88 |
87.04 |
|
| R2 |
88.76 |
88.76 |
86.62 |
|
| R1 |
87.27 |
87.27 |
86.19 |
88.02 |
| PP |
84.15 |
84.15 |
84.15 |
84.53 |
| S1 |
82.66 |
82.66 |
85.35 |
83.41 |
| S2 |
79.54 |
79.54 |
84.92 |
|
| S3 |
74.93 |
78.05 |
84.50 |
|
| S4 |
70.32 |
73.44 |
83.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.37 |
|
2.618 |
87.33 |
|
1.618 |
86.69 |
|
1.000 |
86.29 |
|
0.618 |
86.05 |
|
HIGH |
85.65 |
|
0.618 |
85.41 |
|
0.500 |
85.33 |
|
0.382 |
85.25 |
|
LOW |
85.01 |
|
0.618 |
84.61 |
|
1.000 |
84.37 |
|
1.618 |
83.97 |
|
2.618 |
83.33 |
|
4.250 |
82.29 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
85.62 |
84.98 |
| PP |
85.48 |
84.19 |
| S1 |
85.33 |
83.40 |
|