NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
75.89 |
74.82 |
-1.07 |
-1.4% |
74.12 |
| High |
75.89 |
75.89 |
0.00 |
0.0% |
77.15 |
| Low |
75.89 |
74.82 |
-1.07 |
-1.4% |
74.12 |
| Close |
75.89 |
75.41 |
-0.48 |
-0.6% |
77.15 |
| Range |
0.00 |
1.07 |
1.07 |
|
3.03 |
| ATR |
0.48 |
0.52 |
0.04 |
8.8% |
0.00 |
| Volume |
528 |
841 |
313 |
59.3% |
4,824 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.58 |
78.07 |
76.00 |
|
| R3 |
77.51 |
77.00 |
75.70 |
|
| R2 |
76.44 |
76.44 |
75.61 |
|
| R1 |
75.93 |
75.93 |
75.51 |
76.19 |
| PP |
75.37 |
75.37 |
75.37 |
75.50 |
| S1 |
74.86 |
74.86 |
75.31 |
75.12 |
| S2 |
74.30 |
74.30 |
75.21 |
|
| S3 |
73.23 |
73.79 |
75.12 |
|
| S4 |
72.16 |
72.72 |
74.82 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.23 |
84.22 |
78.82 |
|
| R3 |
82.20 |
81.19 |
77.98 |
|
| R2 |
79.17 |
79.17 |
77.71 |
|
| R1 |
78.16 |
78.16 |
77.43 |
78.67 |
| PP |
76.14 |
76.14 |
76.14 |
76.39 |
| S1 |
75.13 |
75.13 |
76.87 |
75.64 |
| S2 |
73.11 |
73.11 |
76.59 |
|
| S3 |
70.08 |
72.10 |
76.32 |
|
| S4 |
67.05 |
69.07 |
75.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.44 |
|
2.618 |
78.69 |
|
1.618 |
77.62 |
|
1.000 |
76.96 |
|
0.618 |
76.55 |
|
HIGH |
75.89 |
|
0.618 |
75.48 |
|
0.500 |
75.36 |
|
0.382 |
75.23 |
|
LOW |
74.82 |
|
0.618 |
74.16 |
|
1.000 |
73.75 |
|
1.618 |
73.09 |
|
2.618 |
72.02 |
|
4.250 |
70.27 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
75.39 |
76.08 |
| PP |
75.37 |
75.86 |
| S1 |
75.36 |
75.63 |
|