NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
88.72 |
88.68 |
-0.04 |
0.0% |
88.75 |
High |
89.10 |
89.68 |
0.58 |
0.7% |
89.24 |
Low |
88.40 |
88.68 |
0.28 |
0.3% |
85.75 |
Close |
88.79 |
89.68 |
0.89 |
1.0% |
88.79 |
Range |
0.70 |
1.00 |
0.30 |
42.9% |
3.49 |
ATR |
1.44 |
1.40 |
-0.03 |
-2.2% |
0.00 |
Volume |
1,179 |
1,532 |
353 |
29.9% |
6,247 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.35 |
92.01 |
90.23 |
|
R3 |
91.35 |
91.01 |
89.96 |
|
R2 |
90.35 |
90.35 |
89.86 |
|
R1 |
90.01 |
90.01 |
89.77 |
90.18 |
PP |
89.35 |
89.35 |
89.35 |
89.43 |
S1 |
89.01 |
89.01 |
89.59 |
89.18 |
S2 |
88.35 |
88.35 |
89.50 |
|
S3 |
87.35 |
88.01 |
89.41 |
|
S4 |
86.35 |
87.01 |
89.13 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.40 |
97.08 |
90.71 |
|
R3 |
94.91 |
93.59 |
89.75 |
|
R2 |
91.42 |
91.42 |
89.43 |
|
R1 |
90.10 |
90.10 |
89.11 |
90.76 |
PP |
87.93 |
87.93 |
87.93 |
88.26 |
S1 |
86.61 |
86.61 |
88.47 |
87.27 |
S2 |
84.44 |
84.44 |
88.15 |
|
S3 |
80.95 |
83.12 |
87.83 |
|
S4 |
77.46 |
79.63 |
86.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.68 |
85.75 |
3.93 |
4.4% |
0.86 |
1.0% |
100% |
True |
False |
1,176 |
10 |
91.95 |
85.75 |
6.20 |
6.9% |
0.80 |
0.9% |
63% |
False |
False |
1,290 |
20 |
91.95 |
81.04 |
10.91 |
12.2% |
0.90 |
1.0% |
79% |
False |
False |
1,386 |
40 |
91.95 |
75.05 |
16.90 |
18.8% |
0.61 |
0.7% |
87% |
False |
False |
1,284 |
60 |
91.95 |
69.18 |
22.77 |
25.4% |
0.43 |
0.5% |
90% |
False |
False |
1,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.93 |
2.618 |
92.30 |
1.618 |
91.30 |
1.000 |
90.68 |
0.618 |
90.30 |
HIGH |
89.68 |
0.618 |
89.30 |
0.500 |
89.18 |
0.382 |
89.06 |
LOW |
88.68 |
0.618 |
88.06 |
1.000 |
87.68 |
1.618 |
87.06 |
2.618 |
86.06 |
4.250 |
84.43 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
89.51 |
89.12 |
PP |
89.35 |
88.56 |
S1 |
89.18 |
88.01 |
|