NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
72.25 |
73.20 |
0.95 |
1.3% |
70.84 |
| High |
72.60 |
73.22 |
0.62 |
0.9% |
71.75 |
| Low |
72.25 |
73.20 |
0.95 |
1.3% |
70.45 |
| Close |
73.10 |
74.27 |
1.17 |
1.6% |
71.88 |
| Range |
0.35 |
0.02 |
-0.33 |
-94.3% |
1.30 |
| ATR |
0.00 |
0.44 |
0.44 |
|
0.00 |
| Volume |
269 |
874 |
605 |
224.9% |
4,922 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.62 |
73.97 |
74.28 |
|
| R3 |
73.60 |
73.95 |
74.28 |
|
| R2 |
73.58 |
73.58 |
74.27 |
|
| R1 |
73.93 |
73.93 |
74.27 |
73.76 |
| PP |
73.56 |
73.56 |
73.56 |
73.48 |
| S1 |
73.91 |
73.91 |
74.27 |
73.74 |
| S2 |
73.54 |
73.54 |
74.27 |
|
| S3 |
73.52 |
73.89 |
74.26 |
|
| S4 |
73.50 |
73.87 |
74.26 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.26 |
74.87 |
72.60 |
|
| R3 |
73.96 |
73.57 |
72.24 |
|
| R2 |
72.66 |
72.66 |
72.12 |
|
| R1 |
72.27 |
72.27 |
72.00 |
72.47 |
| PP |
71.36 |
71.36 |
71.36 |
71.46 |
| S1 |
70.97 |
70.97 |
71.76 |
71.17 |
| S2 |
70.06 |
70.06 |
71.64 |
|
| S3 |
68.76 |
69.67 |
71.52 |
|
| S4 |
67.46 |
68.37 |
71.17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.31 |
|
2.618 |
73.27 |
|
1.618 |
73.25 |
|
1.000 |
73.24 |
|
0.618 |
73.23 |
|
HIGH |
73.22 |
|
0.618 |
73.21 |
|
0.500 |
73.21 |
|
0.382 |
73.21 |
|
LOW |
73.20 |
|
0.618 |
73.19 |
|
1.000 |
73.18 |
|
1.618 |
73.17 |
|
2.618 |
73.15 |
|
4.250 |
73.12 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
73.92 |
73.76 |
| PP |
73.56 |
73.25 |
| S1 |
73.21 |
72.74 |
|