NYMEX Light Sweet Crude Oil Future September 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 |
85.24 |
87.00 |
1.76 |
2.1% |
86.42 |
| High |
85.24 |
87.00 |
1.76 |
2.1% |
90.12 |
| Low |
85.24 |
85.50 |
0.26 |
0.3% |
86.40 |
| Close |
85.24 |
87.00 |
1.76 |
2.1% |
89.46 |
| Range |
0.00 |
1.50 |
1.50 |
|
3.72 |
| ATR |
1.13 |
1.18 |
0.04 |
3.9% |
0.00 |
| Volume |
455 |
439 |
-16 |
-3.5% |
10,580 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.00 |
90.50 |
87.83 |
|
| R3 |
89.50 |
89.00 |
87.41 |
|
| R2 |
88.00 |
88.00 |
87.28 |
|
| R1 |
87.50 |
87.50 |
87.14 |
87.75 |
| PP |
86.50 |
86.50 |
86.50 |
86.63 |
| S1 |
86.00 |
86.00 |
86.86 |
86.25 |
| S2 |
85.00 |
85.00 |
86.73 |
|
| S3 |
83.50 |
84.50 |
86.59 |
|
| S4 |
82.00 |
83.00 |
86.18 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.82 |
98.36 |
91.51 |
|
| R3 |
96.10 |
94.64 |
90.48 |
|
| R2 |
92.38 |
92.38 |
90.14 |
|
| R1 |
90.92 |
90.92 |
89.80 |
91.65 |
| PP |
88.66 |
88.66 |
88.66 |
89.03 |
| S1 |
87.20 |
87.20 |
89.12 |
87.93 |
| S2 |
84.94 |
84.94 |
88.78 |
|
| S3 |
81.22 |
83.48 |
88.44 |
|
| S4 |
77.50 |
79.76 |
87.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.38 |
|
2.618 |
90.93 |
|
1.618 |
89.43 |
|
1.000 |
88.50 |
|
0.618 |
87.93 |
|
HIGH |
87.00 |
|
0.618 |
86.43 |
|
0.500 |
86.25 |
|
0.382 |
86.07 |
|
LOW |
85.50 |
|
0.618 |
84.57 |
|
1.000 |
84.00 |
|
1.618 |
83.07 |
|
2.618 |
81.57 |
|
4.250 |
79.13 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.75 |
87.32 |
| PP |
86.50 |
87.21 |
| S1 |
86.25 |
87.11 |
|