NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
76.83 |
76.83 |
0.00 |
0.0% |
77.34 |
| High |
76.83 |
76.83 |
0.00 |
0.0% |
77.34 |
| Low |
76.83 |
76.77 |
-0.06 |
-0.1% |
74.82 |
| Close |
76.83 |
76.18 |
-0.65 |
-0.8% |
76.18 |
| Range |
0.00 |
0.06 |
0.06 |
|
2.52 |
| ATR |
0.59 |
0.55 |
-0.04 |
-6.4% |
0.00 |
| Volume |
402 |
867 |
465 |
115.7% |
3,072 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.77 |
76.54 |
76.21 |
|
| R3 |
76.71 |
76.48 |
76.20 |
|
| R2 |
76.65 |
76.65 |
76.19 |
|
| R1 |
76.42 |
76.42 |
76.19 |
76.51 |
| PP |
76.59 |
76.59 |
76.59 |
76.64 |
| S1 |
76.36 |
76.36 |
76.17 |
76.45 |
| S2 |
76.53 |
76.53 |
76.17 |
|
| S3 |
76.47 |
76.30 |
76.16 |
|
| S4 |
76.41 |
76.24 |
76.15 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.67 |
82.45 |
77.57 |
|
| R3 |
81.15 |
79.93 |
76.87 |
|
| R2 |
78.63 |
78.63 |
76.64 |
|
| R1 |
77.41 |
77.41 |
76.41 |
76.76 |
| PP |
76.11 |
76.11 |
76.11 |
75.79 |
| S1 |
74.89 |
74.89 |
75.95 |
74.24 |
| S2 |
73.59 |
73.59 |
75.72 |
|
| S3 |
71.07 |
72.37 |
75.49 |
|
| S4 |
68.55 |
69.85 |
74.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.09 |
|
2.618 |
76.99 |
|
1.618 |
76.93 |
|
1.000 |
76.89 |
|
0.618 |
76.87 |
|
HIGH |
76.83 |
|
0.618 |
76.81 |
|
0.500 |
76.80 |
|
0.382 |
76.79 |
|
LOW |
76.77 |
|
0.618 |
76.73 |
|
1.000 |
76.71 |
|
1.618 |
76.67 |
|
2.618 |
76.61 |
|
4.250 |
76.52 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.80 |
76.06 |
| PP |
76.59 |
75.94 |
| S1 |
76.39 |
75.83 |
|