NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
90.00 |
87.85 |
-2.15 |
-2.4% |
88.54 |
| High |
90.00 |
88.30 |
-1.70 |
-1.9% |
92.10 |
| Low |
86.85 |
87.09 |
0.24 |
0.3% |
86.01 |
| Close |
86.85 |
87.50 |
0.65 |
0.7% |
92.15 |
| Range |
3.15 |
1.21 |
-1.94 |
-61.6% |
6.09 |
| ATR |
1.62 |
1.61 |
-0.01 |
-0.7% |
0.00 |
| Volume |
672 |
1,153 |
481 |
71.6% |
3,100 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.26 |
90.59 |
88.17 |
|
| R3 |
90.05 |
89.38 |
87.83 |
|
| R2 |
88.84 |
88.84 |
87.72 |
|
| R1 |
88.17 |
88.17 |
87.61 |
87.90 |
| PP |
87.63 |
87.63 |
87.63 |
87.50 |
| S1 |
86.96 |
86.96 |
87.39 |
86.69 |
| S2 |
86.42 |
86.42 |
87.28 |
|
| S3 |
85.21 |
85.75 |
87.17 |
|
| S4 |
84.00 |
84.54 |
86.83 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.36 |
106.34 |
95.50 |
|
| R3 |
102.27 |
100.25 |
93.82 |
|
| R2 |
96.18 |
96.18 |
93.27 |
|
| R1 |
94.16 |
94.16 |
92.71 |
95.17 |
| PP |
90.09 |
90.09 |
90.09 |
90.59 |
| S1 |
88.07 |
88.07 |
91.59 |
89.08 |
| S2 |
84.00 |
84.00 |
91.03 |
|
| S3 |
77.91 |
81.98 |
90.48 |
|
| S4 |
71.82 |
75.89 |
88.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.44 |
|
2.618 |
91.47 |
|
1.618 |
90.26 |
|
1.000 |
89.51 |
|
0.618 |
89.05 |
|
HIGH |
88.30 |
|
0.618 |
87.84 |
|
0.500 |
87.70 |
|
0.382 |
87.55 |
|
LOW |
87.09 |
|
0.618 |
86.34 |
|
1.000 |
85.88 |
|
1.618 |
85.13 |
|
2.618 |
83.92 |
|
4.250 |
81.95 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.70 |
88.43 |
| PP |
87.63 |
88.12 |
| S1 |
87.57 |
87.81 |
|