NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
87.10 |
85.49 |
-1.61 |
-1.8% |
84.40 |
| High |
87.10 |
87.00 |
-0.10 |
-0.1% |
88.40 |
| Low |
87.10 |
85.38 |
-1.72 |
-2.0% |
84.31 |
| Close |
87.05 |
85.49 |
-1.56 |
-1.8% |
87.05 |
| Range |
0.00 |
1.62 |
1.62 |
|
4.09 |
| ATR |
1.20 |
1.23 |
0.03 |
2.8% |
0.00 |
| Volume |
50 |
101 |
51 |
102.0% |
3,348 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.82 |
89.77 |
86.38 |
|
| R3 |
89.20 |
88.15 |
85.94 |
|
| R2 |
87.58 |
87.58 |
85.79 |
|
| R1 |
86.53 |
86.53 |
85.64 |
86.30 |
| PP |
85.96 |
85.96 |
85.96 |
85.84 |
| S1 |
84.91 |
84.91 |
85.34 |
84.68 |
| S2 |
84.34 |
84.34 |
85.19 |
|
| S3 |
82.72 |
83.29 |
85.04 |
|
| S4 |
81.10 |
81.67 |
84.60 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
97.04 |
89.30 |
|
| R3 |
94.77 |
92.95 |
88.17 |
|
| R2 |
90.68 |
90.68 |
87.80 |
|
| R1 |
88.86 |
88.86 |
87.42 |
89.77 |
| PP |
86.59 |
86.59 |
86.59 |
87.04 |
| S1 |
84.77 |
84.77 |
86.68 |
85.68 |
| S2 |
82.50 |
82.50 |
86.30 |
|
| S3 |
78.41 |
80.68 |
85.93 |
|
| S4 |
74.32 |
76.59 |
84.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.89 |
|
2.618 |
91.24 |
|
1.618 |
89.62 |
|
1.000 |
88.62 |
|
0.618 |
88.00 |
|
HIGH |
87.00 |
|
0.618 |
86.38 |
|
0.500 |
86.19 |
|
0.382 |
86.00 |
|
LOW |
85.38 |
|
0.618 |
84.38 |
|
1.000 |
83.76 |
|
1.618 |
82.76 |
|
2.618 |
81.14 |
|
4.250 |
78.50 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.19 |
86.89 |
| PP |
85.96 |
86.42 |
| S1 |
85.72 |
85.96 |
|