NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
90.69 |
91.50 |
0.81 |
0.9% |
88.75 |
High |
92.58 |
92.60 |
0.02 |
0.0% |
89.24 |
Low |
90.69 |
91.48 |
0.79 |
0.9% |
85.75 |
Close |
92.58 |
91.95 |
-0.63 |
-0.7% |
88.79 |
Range |
1.89 |
1.12 |
-0.77 |
-40.7% |
3.49 |
ATR |
1.51 |
1.48 |
-0.03 |
-1.8% |
0.00 |
Volume |
668 |
2,499 |
1,831 |
274.1% |
6,247 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.37 |
94.78 |
92.57 |
|
R3 |
94.25 |
93.66 |
92.26 |
|
R2 |
93.13 |
93.13 |
92.16 |
|
R1 |
92.54 |
92.54 |
92.05 |
92.84 |
PP |
92.01 |
92.01 |
92.01 |
92.16 |
S1 |
91.42 |
91.42 |
91.85 |
91.72 |
S2 |
90.89 |
90.89 |
91.74 |
|
S3 |
89.77 |
90.30 |
91.64 |
|
S4 |
88.65 |
89.18 |
91.33 |
|
|
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 |
92.60 |
86.33 |
6.27 |
6.8% |
1.19 |
1.3% |
90% |
True |
False |
1,410 |
10 |
92.60 |
85.75 |
6.85 |
7.4% |
0.93 |
1.0% |
91% |
True |
False |
1,424 |
20 |
92.60 |
83.14 |
9.46 |
10.3% |
0.99 |
1.1% |
93% |
True |
False |
1,498 |
40 |
92.60 |
75.05 |
17.55 |
19.1% |
0.68 |
0.7% |
96% |
True |
False |
1,321 |
60 |
92.60 |
69.68 |
22.92 |
24.9% |
0.48 |
0.5% |
97% |
True |
False |
1,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.36 |
2.618 |
95.53 |
1.618 |
94.41 |
1.000 |
93.72 |
0.618 |
93.29 |
HIGH |
92.60 |
0.618 |
92.17 |
0.500 |
92.04 |
0.382 |
91.91 |
LOW |
91.48 |
0.618 |
90.79 |
1.000 |
90.36 |
1.618 |
89.67 |
2.618 |
88.55 |
4.250 |
86.72 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
92.04 |
91.51 |
PP |
92.01 |
91.08 |
S1 |
91.98 |
90.64 |
|