NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
86.23 |
87.37 |
1.14 |
1.3% |
88.83 |
High |
86.33 |
88.15 |
1.82 |
2.1% |
91.95 |
Low |
85.75 |
87.34 |
1.59 |
1.9% |
88.17 |
Close |
86.33 |
88.15 |
1.82 |
2.1% |
90.81 |
Range |
0.58 |
0.81 |
0.23 |
39.7% |
3.78 |
ATR |
1.35 |
1.38 |
0.03 |
2.5% |
0.00 |
Volume |
882 |
1,117 |
235 |
26.6% |
7,938 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.31 |
90.04 |
88.60 |
|
R3 |
89.50 |
89.23 |
88.37 |
|
R2 |
88.69 |
88.69 |
88.30 |
|
R1 |
88.42 |
88.42 |
88.22 |
88.56 |
PP |
87.88 |
87.88 |
87.88 |
87.95 |
S1 |
87.61 |
87.61 |
88.08 |
87.75 |
S2 |
87.07 |
87.07 |
88.00 |
|
S3 |
86.26 |
86.80 |
87.93 |
|
S4 |
85.45 |
85.99 |
87.70 |
|
|
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 |
91.59 |
2.618 |
90.27 |
1.618 |
89.46 |
1.000 |
88.96 |
0.618 |
88.65 |
HIGH |
88.15 |
0.618 |
87.84 |
0.500 |
87.75 |
0.382 |
87.65 |
LOW |
87.34 |
0.618 |
86.84 |
1.000 |
86.53 |
1.618 |
86.03 |
2.618 |
85.22 |
4.250 |
83.90 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
88.02 |
87.93 |
PP |
87.88 |
87.71 |
S1 |
87.75 |
87.50 |
|