NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 29-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
85.31 |
86.40 |
1.09 |
1.3% |
81.74 |
High |
85.65 |
87.29 |
1.64 |
1.9% |
85.65 |
Low |
85.01 |
86.33 |
1.32 |
1.6% |
81.04 |
Close |
85.77 |
87.99 |
2.22 |
2.6% |
85.77 |
Range |
0.64 |
0.96 |
0.32 |
50.0% |
4.61 |
ATR |
0.77 |
0.82 |
0.05 |
7.0% |
0.00 |
Volume |
1,637 |
2,501 |
864 |
52.8% |
3,607 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.08 |
90.00 |
88.52 |
|
R3 |
89.12 |
89.04 |
88.25 |
|
R2 |
88.16 |
88.16 |
88.17 |
|
R1 |
88.08 |
88.08 |
88.08 |
88.12 |
PP |
87.20 |
87.20 |
87.20 |
87.23 |
S1 |
87.12 |
87.12 |
87.90 |
87.16 |
S2 |
86.24 |
86.24 |
87.81 |
|
S3 |
85.28 |
86.16 |
87.73 |
|
S4 |
84.32 |
85.20 |
87.46 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.98 |
96.49 |
88.31 |
|
R3 |
93.37 |
91.88 |
87.04 |
|
R2 |
88.76 |
88.76 |
86.62 |
|
R1 |
87.27 |
87.27 |
86.19 |
88.02 |
PP |
84.15 |
84.15 |
84.15 |
84.53 |
S1 |
82.66 |
82.66 |
85.35 |
83.41 |
S2 |
79.54 |
79.54 |
84.92 |
|
S3 |
74.93 |
78.05 |
84.50 |
|
S4 |
70.32 |
73.44 |
83.23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.37 |
2.618 |
89.80 |
1.618 |
88.84 |
1.000 |
88.25 |
0.618 |
87.88 |
HIGH |
87.29 |
0.618 |
86.92 |
0.500 |
86.81 |
0.382 |
86.70 |
LOW |
86.33 |
0.618 |
85.74 |
1.000 |
85.37 |
1.618 |
84.78 |
2.618 |
83.82 |
4.250 |
82.25 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
87.60 |
87.07 |
PP |
87.20 |
86.14 |
S1 |
86.81 |
85.22 |
|