NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
86.16 |
86.75 |
0.59 |
0.7% |
87.46 |
| High |
87.56 |
86.75 |
-0.81 |
-0.9% |
90.85 |
| Low |
86.15 |
86.75 |
0.60 |
0.7% |
87.46 |
| Close |
87.56 |
86.75 |
-0.81 |
-0.9% |
90.13 |
| Range |
1.41 |
0.00 |
-1.41 |
-100.0% |
3.39 |
| ATR |
1.30 |
1.27 |
-0.04 |
-2.7% |
0.00 |
| Volume |
664 |
805 |
141 |
21.2% |
5,181 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.75 |
86.75 |
86.75 |
|
| R3 |
86.75 |
86.75 |
86.75 |
|
| R2 |
86.75 |
86.75 |
86.75 |
|
| R1 |
86.75 |
86.75 |
86.75 |
86.75 |
| PP |
86.75 |
86.75 |
86.75 |
86.75 |
| S1 |
86.75 |
86.75 |
86.75 |
86.75 |
| S2 |
86.75 |
86.75 |
86.75 |
|
| S3 |
86.75 |
86.75 |
86.75 |
|
| S4 |
86.75 |
86.75 |
86.75 |
|
|
| 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 |
86.75 |
|
2.618 |
86.75 |
|
1.618 |
86.75 |
|
1.000 |
86.75 |
|
0.618 |
86.75 |
|
HIGH |
86.75 |
|
0.618 |
86.75 |
|
0.500 |
86.75 |
|
0.382 |
86.75 |
|
LOW |
86.75 |
|
0.618 |
86.75 |
|
1.000 |
86.75 |
|
1.618 |
86.75 |
|
2.618 |
86.75 |
|
4.250 |
86.75 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.75 |
86.72 |
| PP |
86.75 |
86.69 |
| S1 |
86.75 |
86.67 |
|