NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
74.00 |
73.83 |
-0.17 |
-0.2% |
72.33 |
| High |
74.25 |
74.30 |
0.05 |
0.1% |
74.30 |
| Low |
73.75 |
73.83 |
0.08 |
0.1% |
72.25 |
| Close |
74.13 |
73.95 |
-0.18 |
-0.2% |
73.95 |
| Range |
0.50 |
0.47 |
-0.03 |
-6.0% |
2.05 |
| ATR |
0.44 |
0.44 |
0.00 |
0.5% |
0.00 |
| Volume |
1,369 |
1,126 |
-243 |
-17.8% |
4,320 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.44 |
75.16 |
74.21 |
|
| R3 |
74.97 |
74.69 |
74.08 |
|
| R2 |
74.50 |
74.50 |
74.04 |
|
| R1 |
74.22 |
74.22 |
73.99 |
74.36 |
| PP |
74.03 |
74.03 |
74.03 |
74.10 |
| S1 |
73.75 |
73.75 |
73.91 |
73.89 |
| S2 |
73.56 |
73.56 |
73.86 |
|
| S3 |
73.09 |
73.28 |
73.82 |
|
| S4 |
72.62 |
72.81 |
73.69 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.65 |
78.85 |
75.08 |
|
| R3 |
77.60 |
76.80 |
74.51 |
|
| R2 |
75.55 |
75.55 |
74.33 |
|
| R1 |
74.75 |
74.75 |
74.14 |
75.15 |
| PP |
73.50 |
73.50 |
73.50 |
73.70 |
| S1 |
72.70 |
72.70 |
73.76 |
73.10 |
| S2 |
71.45 |
71.45 |
73.57 |
|
| S3 |
69.40 |
70.65 |
73.39 |
|
| S4 |
67.35 |
68.60 |
72.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.30 |
|
2.618 |
75.53 |
|
1.618 |
75.06 |
|
1.000 |
74.77 |
|
0.618 |
74.59 |
|
HIGH |
74.30 |
|
0.618 |
74.12 |
|
0.500 |
74.07 |
|
0.382 |
74.01 |
|
LOW |
73.83 |
|
0.618 |
73.54 |
|
1.000 |
73.36 |
|
1.618 |
73.07 |
|
2.618 |
72.60 |
|
4.250 |
71.83 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
74.07 |
73.88 |
| PP |
74.03 |
73.82 |
| S1 |
73.99 |
73.75 |
|