NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
88.75 |
86.23 |
-2.52 |
-2.8% |
88.83 |
High |
89.24 |
86.33 |
-2.91 |
-3.3% |
91.95 |
Low |
88.75 |
85.75 |
-3.00 |
-3.4% |
88.17 |
Close |
89.10 |
86.33 |
-2.77 |
-3.1% |
90.81 |
Range |
0.49 |
0.58 |
0.09 |
18.4% |
3.78 |
ATR |
1.19 |
1.35 |
0.15 |
12.9% |
0.00 |
Volume |
1,896 |
882 |
-1,014 |
-53.5% |
7,938 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.88 |
87.68 |
86.65 |
|
R3 |
87.30 |
87.10 |
86.49 |
|
R2 |
86.72 |
86.72 |
86.44 |
|
R1 |
86.52 |
86.52 |
86.38 |
86.62 |
PP |
86.14 |
86.14 |
86.14 |
86.19 |
S1 |
85.94 |
85.94 |
86.28 |
86.04 |
S2 |
85.56 |
85.56 |
86.22 |
|
S3 |
84.98 |
85.36 |
86.17 |
|
S4 |
84.40 |
84.78 |
86.01 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
100.01 |
92.89 |
|
R3 |
97.87 |
96.23 |
91.85 |
|
R2 |
94.09 |
94.09 |
91.50 |
|
R1 |
92.45 |
92.45 |
91.16 |
93.27 |
PP |
90.31 |
90.31 |
90.31 |
90.72 |
S1 |
88.67 |
88.67 |
90.46 |
89.49 |
S2 |
86.53 |
86.53 |
90.12 |
|
S3 |
82.75 |
84.89 |
89.77 |
|
S4 |
78.97 |
81.11 |
88.73 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.80 |
2.618 |
87.85 |
1.618 |
87.27 |
1.000 |
86.91 |
0.618 |
86.69 |
HIGH |
86.33 |
0.618 |
86.11 |
0.500 |
86.04 |
0.382 |
85.97 |
LOW |
85.75 |
0.618 |
85.39 |
1.000 |
85.17 |
1.618 |
84.81 |
2.618 |
84.23 |
4.250 |
83.29 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
86.23 |
88.11 |
PP |
86.14 |
87.52 |
S1 |
86.04 |
86.92 |
|