NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
80.55 |
80.83 |
0.28 |
0.3% |
75.35 |
| High |
80.55 |
81.64 |
1.09 |
1.4% |
78.35 |
| Low |
80.55 |
80.83 |
0.28 |
0.3% |
75.35 |
| Close |
80.34 |
81.71 |
1.37 |
1.7% |
78.35 |
| Range |
0.00 |
0.81 |
0.81 |
|
3.00 |
| ATR |
0.57 |
0.62 |
0.05 |
9.3% |
0.00 |
| Volume |
469 |
4,591 |
4,122 |
878.9% |
1,422 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.82 |
83.58 |
82.16 |
|
| R3 |
83.01 |
82.77 |
81.93 |
|
| R2 |
82.20 |
82.20 |
81.86 |
|
| R1 |
81.96 |
81.96 |
81.78 |
82.08 |
| PP |
81.39 |
81.39 |
81.39 |
81.46 |
| S1 |
81.15 |
81.15 |
81.64 |
81.27 |
| S2 |
80.58 |
80.58 |
81.56 |
|
| S3 |
79.77 |
80.34 |
81.49 |
|
| S4 |
78.96 |
79.53 |
81.26 |
|
|
| 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 |
85.08 |
|
2.618 |
83.76 |
|
1.618 |
82.95 |
|
1.000 |
82.45 |
|
0.618 |
82.14 |
|
HIGH |
81.64 |
|
0.618 |
81.33 |
|
0.500 |
81.24 |
|
0.382 |
81.14 |
|
LOW |
80.83 |
|
0.618 |
80.33 |
|
1.000 |
80.02 |
|
1.618 |
79.52 |
|
2.618 |
78.71 |
|
4.250 |
77.39 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
81.55 |
81.51 |
| PP |
81.39 |
81.30 |
| S1 |
81.24 |
81.10 |
|