NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
85.77 |
86.16 |
0.39 |
0.5% |
87.46 |
| High |
85.77 |
87.56 |
1.79 |
2.1% |
90.85 |
| Low |
85.77 |
86.15 |
0.38 |
0.4% |
87.46 |
| Close |
85.77 |
87.56 |
1.79 |
2.1% |
90.13 |
| Range |
0.00 |
1.41 |
1.41 |
|
3.39 |
| ATR |
1.27 |
1.30 |
0.04 |
3.0% |
0.00 |
| Volume |
179 |
664 |
485 |
270.9% |
5,181 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.32 |
90.85 |
88.34 |
|
| R3 |
89.91 |
89.44 |
87.95 |
|
| R2 |
88.50 |
88.50 |
87.82 |
|
| R1 |
88.03 |
88.03 |
87.69 |
88.27 |
| PP |
87.09 |
87.09 |
87.09 |
87.21 |
| S1 |
86.62 |
86.62 |
87.43 |
86.86 |
| S2 |
85.68 |
85.68 |
87.30 |
|
| S3 |
84.27 |
85.21 |
87.17 |
|
| S4 |
82.86 |
83.80 |
86.78 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.65 |
98.28 |
91.99 |
|
| R3 |
96.26 |
94.89 |
91.06 |
|
| R2 |
92.87 |
92.87 |
90.75 |
|
| R1 |
91.50 |
91.50 |
90.44 |
92.19 |
| PP |
89.48 |
89.48 |
89.48 |
89.82 |
| S1 |
88.11 |
88.11 |
89.82 |
88.80 |
| S2 |
86.09 |
86.09 |
89.51 |
|
| S3 |
82.70 |
84.72 |
89.20 |
|
| S4 |
79.31 |
81.33 |
88.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.55 |
|
2.618 |
91.25 |
|
1.618 |
89.84 |
|
1.000 |
88.97 |
|
0.618 |
88.43 |
|
HIGH |
87.56 |
|
0.618 |
87.02 |
|
0.500 |
86.86 |
|
0.382 |
86.69 |
|
LOW |
86.15 |
|
0.618 |
85.28 |
|
1.000 |
84.74 |
|
1.618 |
83.87 |
|
2.618 |
82.46 |
|
4.250 |
80.16 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.33 |
87.41 |
| PP |
87.09 |
87.26 |
| S1 |
86.86 |
87.11 |
|