NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
84.40 |
86.00 |
1.60 |
1.9% |
83.36 |
| High |
86.00 |
87.21 |
1.21 |
1.4% |
85.45 |
| Low |
84.31 |
85.30 |
0.99 |
1.2% |
83.36 |
| Close |
84.51 |
86.53 |
2.02 |
2.4% |
85.68 |
| Range |
1.69 |
1.91 |
0.22 |
13.0% |
2.09 |
| ATR |
0.98 |
1.10 |
0.12 |
12.5% |
0.00 |
| Volume |
171 |
1,036 |
865 |
505.8% |
3,536 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.08 |
91.21 |
87.58 |
|
| R3 |
90.17 |
89.30 |
87.06 |
|
| R2 |
88.26 |
88.26 |
86.88 |
|
| R1 |
87.39 |
87.39 |
86.71 |
87.83 |
| PP |
86.35 |
86.35 |
86.35 |
86.56 |
| S1 |
85.48 |
85.48 |
86.35 |
85.92 |
| S2 |
84.44 |
84.44 |
86.18 |
|
| S3 |
82.53 |
83.57 |
86.00 |
|
| S4 |
80.62 |
81.66 |
85.48 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.10 |
90.48 |
86.83 |
|
| R3 |
89.01 |
88.39 |
86.25 |
|
| R2 |
86.92 |
86.92 |
86.06 |
|
| R1 |
86.30 |
86.30 |
85.87 |
86.61 |
| PP |
84.83 |
84.83 |
84.83 |
84.99 |
| S1 |
84.21 |
84.21 |
85.49 |
84.52 |
| S2 |
82.74 |
82.74 |
85.30 |
|
| S3 |
80.65 |
82.12 |
85.11 |
|
| S4 |
78.56 |
80.03 |
84.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.33 |
|
2.618 |
92.21 |
|
1.618 |
90.30 |
|
1.000 |
89.12 |
|
0.618 |
88.39 |
|
HIGH |
87.21 |
|
0.618 |
86.48 |
|
0.500 |
86.26 |
|
0.382 |
86.03 |
|
LOW |
85.30 |
|
0.618 |
84.12 |
|
1.000 |
83.39 |
|
1.618 |
82.21 |
|
2.618 |
80.30 |
|
4.250 |
77.18 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.44 |
86.27 |
| PP |
86.35 |
86.02 |
| S1 |
86.26 |
85.76 |
|