NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
88.19 |
88.54 |
0.35 |
0.4% |
88.30 |
| High |
88.19 |
89.08 |
0.89 |
1.0% |
88.45 |
| Low |
88.19 |
86.01 |
-2.18 |
-2.5% |
85.77 |
| Close |
88.19 |
89.08 |
0.89 |
1.0% |
88.19 |
| Range |
0.00 |
3.07 |
3.07 |
|
2.68 |
| ATR |
1.28 |
1.41 |
0.13 |
10.0% |
0.00 |
| Volume |
153 |
633 |
480 |
313.7% |
2,001 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.27 |
96.24 |
90.77 |
|
| R3 |
94.20 |
93.17 |
89.92 |
|
| R2 |
91.13 |
91.13 |
89.64 |
|
| R1 |
90.10 |
90.10 |
89.36 |
90.62 |
| PP |
88.06 |
88.06 |
88.06 |
88.31 |
| S1 |
87.03 |
87.03 |
88.80 |
87.55 |
| S2 |
84.99 |
84.99 |
88.52 |
|
| S3 |
81.92 |
83.96 |
88.24 |
|
| S4 |
78.85 |
80.89 |
87.39 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.51 |
94.53 |
89.66 |
|
| R3 |
92.83 |
91.85 |
88.93 |
|
| R2 |
90.15 |
90.15 |
88.68 |
|
| R1 |
89.17 |
89.17 |
88.44 |
88.32 |
| PP |
87.47 |
87.47 |
87.47 |
87.05 |
| S1 |
86.49 |
86.49 |
87.94 |
85.64 |
| S2 |
84.79 |
84.79 |
87.70 |
|
| S3 |
82.11 |
83.81 |
87.45 |
|
| S4 |
79.43 |
81.13 |
86.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.13 |
|
2.618 |
97.12 |
|
1.618 |
94.05 |
|
1.000 |
92.15 |
|
0.618 |
90.98 |
|
HIGH |
89.08 |
|
0.618 |
87.91 |
|
0.500 |
87.55 |
|
0.382 |
87.18 |
|
LOW |
86.01 |
|
0.618 |
84.11 |
|
1.000 |
82.94 |
|
1.618 |
81.04 |
|
2.618 |
77.97 |
|
4.250 |
72.96 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.57 |
88.57 |
| PP |
88.06 |
88.06 |
| S1 |
87.55 |
87.55 |
|