NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
88.00 |
86.64 |
-1.36 |
-1.5% |
92.43 |
| High |
88.50 |
87.72 |
-0.78 |
-0.9% |
92.43 |
| Low |
87.63 |
86.20 |
-1.43 |
-1.6% |
86.20 |
| Close |
87.90 |
86.39 |
-1.51 |
-1.7% |
86.39 |
| Range |
0.87 |
1.52 |
0.65 |
74.7% |
6.23 |
| ATR |
1.57 |
1.58 |
0.01 |
0.6% |
0.00 |
| Volume |
2,563 |
1,980 |
-583 |
-22.7% |
8,271 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.33 |
90.38 |
87.23 |
|
| R3 |
89.81 |
88.86 |
86.81 |
|
| R2 |
88.29 |
88.29 |
86.67 |
|
| R1 |
87.34 |
87.34 |
86.53 |
87.06 |
| PP |
86.77 |
86.77 |
86.77 |
86.63 |
| S1 |
85.82 |
85.82 |
86.25 |
85.54 |
| S2 |
85.25 |
85.25 |
86.11 |
|
| S3 |
83.73 |
84.30 |
85.97 |
|
| S4 |
82.21 |
82.78 |
85.55 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.03 |
102.94 |
89.82 |
|
| R3 |
100.80 |
96.71 |
88.10 |
|
| R2 |
94.57 |
94.57 |
87.53 |
|
| R1 |
90.48 |
90.48 |
86.96 |
89.41 |
| PP |
88.34 |
88.34 |
88.34 |
87.81 |
| S1 |
84.25 |
84.25 |
85.82 |
83.18 |
| S2 |
82.11 |
82.11 |
85.25 |
|
| S3 |
75.88 |
78.02 |
84.68 |
|
| S4 |
69.65 |
71.79 |
82.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.18 |
|
2.618 |
91.70 |
|
1.618 |
90.18 |
|
1.000 |
89.24 |
|
0.618 |
88.66 |
|
HIGH |
87.72 |
|
0.618 |
87.14 |
|
0.500 |
86.96 |
|
0.382 |
86.78 |
|
LOW |
86.20 |
|
0.618 |
85.26 |
|
1.000 |
84.68 |
|
1.618 |
83.74 |
|
2.618 |
82.22 |
|
4.250 |
79.74 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.96 |
88.08 |
| PP |
86.77 |
87.51 |
| S1 |
86.58 |
86.95 |
|