NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
76.85 |
77.10 |
0.25 |
0.3% |
74.17 |
| High |
76.85 |
77.13 |
0.28 |
0.4% |
76.85 |
| Low |
76.85 |
77.03 |
0.18 |
0.2% |
74.17 |
| Close |
76.85 |
77.11 |
0.26 |
0.3% |
76.85 |
| Range |
0.00 |
0.10 |
0.10 |
|
2.68 |
| ATR |
0.49 |
0.48 |
-0.02 |
-3.1% |
0.00 |
| Volume |
2,150 |
562 |
-1,588 |
-73.9% |
15,905 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.39 |
77.35 |
77.17 |
|
| R3 |
77.29 |
77.25 |
77.14 |
|
| R2 |
77.19 |
77.19 |
77.13 |
|
| R1 |
77.15 |
77.15 |
77.12 |
77.17 |
| PP |
77.09 |
77.09 |
77.09 |
77.10 |
| S1 |
77.05 |
77.05 |
77.10 |
77.07 |
| S2 |
76.99 |
76.99 |
77.09 |
|
| S3 |
76.89 |
76.95 |
77.08 |
|
| S4 |
76.79 |
76.85 |
77.06 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.00 |
83.10 |
78.32 |
|
| R3 |
81.32 |
80.42 |
77.59 |
|
| R2 |
78.64 |
78.64 |
77.34 |
|
| R1 |
77.74 |
77.74 |
77.10 |
78.19 |
| PP |
75.96 |
75.96 |
75.96 |
76.18 |
| S1 |
75.06 |
75.06 |
76.60 |
75.51 |
| S2 |
73.28 |
73.28 |
76.36 |
|
| S3 |
70.60 |
72.38 |
76.11 |
|
| S4 |
67.92 |
69.70 |
75.38 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.56 |
|
2.618 |
77.39 |
|
1.618 |
77.29 |
|
1.000 |
77.23 |
|
0.618 |
77.19 |
|
HIGH |
77.13 |
|
0.618 |
77.09 |
|
0.500 |
77.08 |
|
0.382 |
77.07 |
|
LOW |
77.03 |
|
0.618 |
76.97 |
|
1.000 |
76.93 |
|
1.618 |
76.87 |
|
2.618 |
76.77 |
|
4.250 |
76.61 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
77.10 |
76.93 |
| PP |
77.09 |
76.74 |
| S1 |
77.08 |
76.56 |
|