NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
73.20 |
74.00 |
0.80 |
1.1% |
70.84 |
| High |
73.22 |
74.25 |
1.03 |
1.4% |
71.75 |
| Low |
73.20 |
73.75 |
0.55 |
0.8% |
70.45 |
| Close |
74.27 |
74.13 |
-0.14 |
-0.2% |
71.88 |
| Range |
0.02 |
0.50 |
0.48 |
2,400.0% |
1.30 |
| ATR |
0.44 |
0.44 |
0.01 |
1.4% |
0.00 |
| Volume |
874 |
1,369 |
495 |
56.6% |
4,922 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.54 |
75.34 |
74.41 |
|
| R3 |
75.04 |
74.84 |
74.27 |
|
| R2 |
74.54 |
74.54 |
74.22 |
|
| R1 |
74.34 |
74.34 |
74.18 |
74.44 |
| PP |
74.04 |
74.04 |
74.04 |
74.10 |
| S1 |
73.84 |
73.84 |
74.08 |
73.94 |
| S2 |
73.54 |
73.54 |
74.04 |
|
| S3 |
73.04 |
73.34 |
73.99 |
|
| S4 |
72.54 |
72.84 |
73.86 |
|
|
| 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 |
76.38 |
|
2.618 |
75.56 |
|
1.618 |
75.06 |
|
1.000 |
74.75 |
|
0.618 |
74.56 |
|
HIGH |
74.25 |
|
0.618 |
74.06 |
|
0.500 |
74.00 |
|
0.382 |
73.94 |
|
LOW |
73.75 |
|
0.618 |
73.44 |
|
1.000 |
73.25 |
|
1.618 |
72.94 |
|
2.618 |
72.44 |
|
4.250 |
71.63 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
74.09 |
73.84 |
| PP |
74.04 |
73.54 |
| S1 |
74.00 |
73.25 |
|