NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
75.28 |
76.93 |
1.65 |
2.2% |
72.33 |
| High |
75.28 |
76.93 |
1.65 |
2.2% |
74.30 |
| Low |
75.28 |
76.93 |
1.65 |
2.2% |
72.25 |
| Close |
75.90 |
76.93 |
1.03 |
1.4% |
73.95 |
| Range |
|
|
|
|
|
| ATR |
0.42 |
0.46 |
0.04 |
10.4% |
0.00 |
| Volume |
1,509 |
1,171 |
-338 |
-22.4% |
4,320 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.93 |
76.93 |
76.93 |
|
| R3 |
76.93 |
76.93 |
76.93 |
|
| R2 |
76.93 |
76.93 |
76.93 |
|
| R1 |
76.93 |
76.93 |
76.93 |
76.93 |
| PP |
76.93 |
76.93 |
76.93 |
76.93 |
| S1 |
76.93 |
76.93 |
76.93 |
76.93 |
| S2 |
76.93 |
76.93 |
76.93 |
|
| S3 |
76.93 |
76.93 |
76.93 |
|
| S4 |
76.93 |
76.93 |
76.93 |
|
|
| 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 |
76.93 |
|
2.618 |
76.93 |
|
1.618 |
76.93 |
|
1.000 |
76.93 |
|
0.618 |
76.93 |
|
HIGH |
76.93 |
|
0.618 |
76.93 |
|
0.500 |
76.93 |
|
0.382 |
76.93 |
|
LOW |
76.93 |
|
0.618 |
76.93 |
|
1.000 |
76.93 |
|
1.618 |
76.93 |
|
2.618 |
76.93 |
|
4.250 |
76.93 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.93 |
76.58 |
| PP |
76.93 |
76.22 |
| S1 |
76.93 |
75.87 |
|