NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 20-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
74.90 |
76.60 |
1.70 |
2.3% |
72.19 |
High |
74.90 |
76.60 |
1.70 |
2.3% |
73.90 |
Low |
74.90 |
76.60 |
1.70 |
2.3% |
72.10 |
Close |
75.58 |
76.60 |
1.02 |
1.3% |
73.68 |
Range |
|
|
|
|
|
ATR |
0.37 |
0.41 |
0.05 |
12.7% |
0.00 |
Volume |
17 |
112 |
95 |
558.8% |
1,294 |
|
Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.60 |
76.60 |
76.60 |
|
R3 |
76.60 |
76.60 |
76.60 |
|
R2 |
76.60 |
76.60 |
76.60 |
|
R1 |
76.60 |
76.60 |
76.60 |
76.60 |
PP |
76.60 |
76.60 |
76.60 |
76.60 |
S1 |
76.60 |
76.60 |
76.60 |
76.60 |
S2 |
76.60 |
76.60 |
76.60 |
|
S3 |
76.60 |
76.60 |
76.60 |
|
S4 |
76.60 |
76.60 |
76.60 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.63 |
77.95 |
74.67 |
|
R3 |
76.83 |
76.15 |
74.18 |
|
R2 |
75.03 |
75.03 |
74.01 |
|
R1 |
74.35 |
74.35 |
73.85 |
74.69 |
PP |
73.23 |
73.23 |
73.23 |
73.40 |
S1 |
72.55 |
72.55 |
73.52 |
72.89 |
S2 |
71.43 |
71.43 |
73.35 |
|
S3 |
69.63 |
70.75 |
73.19 |
|
S4 |
67.83 |
68.95 |
72.69 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.60 |
2.618 |
76.60 |
1.618 |
76.60 |
1.000 |
76.60 |
0.618 |
76.60 |
HIGH |
76.60 |
0.618 |
76.60 |
0.500 |
76.60 |
0.382 |
76.60 |
LOW |
76.60 |
0.618 |
76.60 |
1.000 |
76.60 |
1.618 |
76.60 |
2.618 |
76.60 |
4.250 |
76.60 |
|
|
Fisher Pivots for day following 20-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
76.60 |
76.30 |
PP |
76.60 |
76.00 |
S1 |
76.60 |
75.70 |
|