NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 30-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
86.40 |
87.15 |
0.75 |
0.9% |
81.74 |
High |
87.29 |
87.15 |
-0.14 |
-0.2% |
85.65 |
Low |
86.33 |
84.95 |
-1.38 |
-1.6% |
81.04 |
Close |
87.99 |
85.39 |
-2.60 |
-3.0% |
85.77 |
Range |
0.96 |
2.20 |
1.24 |
129.2% |
4.61 |
ATR |
0.82 |
0.98 |
0.16 |
19.3% |
0.00 |
Volume |
2,501 |
2,415 |
-86 |
-3.4% |
3,607 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.43 |
91.11 |
86.60 |
|
R3 |
90.23 |
88.91 |
86.00 |
|
R2 |
88.03 |
88.03 |
85.79 |
|
R1 |
86.71 |
86.71 |
85.59 |
86.27 |
PP |
85.83 |
85.83 |
85.83 |
85.61 |
S1 |
84.51 |
84.51 |
85.19 |
84.07 |
S2 |
83.63 |
83.63 |
84.99 |
|
S3 |
81.43 |
82.31 |
84.79 |
|
S4 |
79.23 |
80.11 |
84.18 |
|
|
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 |
96.50 |
2.618 |
92.91 |
1.618 |
90.71 |
1.000 |
89.35 |
0.618 |
88.51 |
HIGH |
87.15 |
0.618 |
86.31 |
0.500 |
86.05 |
0.382 |
85.79 |
LOW |
84.95 |
0.618 |
83.59 |
1.000 |
82.75 |
1.618 |
81.39 |
2.618 |
79.19 |
4.250 |
75.60 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
86.05 |
86.12 |
PP |
85.83 |
85.88 |
S1 |
85.61 |
85.63 |
|