NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
78.35 |
80.83 |
2.48 |
3.2% |
75.35 |
| High |
78.35 |
80.92 |
2.57 |
3.3% |
78.35 |
| Low |
78.35 |
80.83 |
2.48 |
3.2% |
75.35 |
| Close |
80.12 |
80.92 |
0.80 |
1.0% |
78.35 |
| Range |
0.00 |
0.09 |
0.09 |
|
3.00 |
| ATR |
0.56 |
0.58 |
0.02 |
3.0% |
0.00 |
| Volume |
67 |
398 |
331 |
494.0% |
1,422 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.16 |
81.13 |
80.97 |
|
| R3 |
81.07 |
81.04 |
80.94 |
|
| R2 |
80.98 |
80.98 |
80.94 |
|
| R1 |
80.95 |
80.95 |
80.93 |
80.97 |
| PP |
80.89 |
80.89 |
80.89 |
80.90 |
| S1 |
80.86 |
80.86 |
80.91 |
80.88 |
| S2 |
80.80 |
80.80 |
80.90 |
|
| S3 |
80.71 |
80.77 |
80.90 |
|
| S4 |
80.62 |
80.68 |
80.87 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.35 |
85.35 |
80.00 |
|
| R3 |
83.35 |
82.35 |
79.18 |
|
| R2 |
80.35 |
80.35 |
78.90 |
|
| R1 |
79.35 |
79.35 |
78.63 |
79.85 |
| PP |
77.35 |
77.35 |
77.35 |
77.60 |
| S1 |
76.35 |
76.35 |
78.08 |
76.85 |
| S2 |
74.35 |
74.35 |
77.80 |
|
| S3 |
71.35 |
73.35 |
77.53 |
|
| S4 |
68.35 |
70.35 |
76.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.30 |
|
2.618 |
81.16 |
|
1.618 |
81.07 |
|
1.000 |
81.01 |
|
0.618 |
80.98 |
|
HIGH |
80.92 |
|
0.618 |
80.89 |
|
0.500 |
80.88 |
|
0.382 |
80.86 |
|
LOW |
80.83 |
|
0.618 |
80.77 |
|
1.000 |
80.74 |
|
1.618 |
80.68 |
|
2.618 |
80.59 |
|
4.250 |
80.45 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
80.91 |
80.49 |
| PP |
80.89 |
80.06 |
| S1 |
80.88 |
79.64 |
|