NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
88.54 |
91.78 |
3.24 |
3.7% |
88.30 |
High |
89.08 |
91.90 |
2.82 |
3.2% |
88.45 |
Low |
86.01 |
89.73 |
3.72 |
4.3% |
85.77 |
Close |
89.08 |
91.90 |
2.82 |
3.2% |
88.19 |
Range |
3.07 |
2.17 |
-0.90 |
-29.3% |
2.68 |
ATR |
1.41 |
1.51 |
0.10 |
7.2% |
0.00 |
Volume |
633 |
628 |
-5 |
-0.8% |
2,001 |
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.69 |
96.96 |
93.09 |
|
R3 |
95.52 |
94.79 |
92.50 |
|
R2 |
93.35 |
93.35 |
92.30 |
|
R1 |
92.62 |
92.62 |
92.10 |
92.99 |
PP |
91.18 |
91.18 |
91.18 |
91.36 |
S1 |
90.45 |
90.45 |
91.70 |
90.82 |
S2 |
89.01 |
89.01 |
91.50 |
|
S3 |
86.84 |
88.28 |
91.30 |
|
S4 |
84.67 |
86.11 |
90.71 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.51 |
94.53 |
89.66 |
|
R3 |
92.83 |
91.85 |
88.93 |
|
R2 |
90.15 |
90.15 |
88.68 |
|
R1 |
89.17 |
89.17 |
88.44 |
88.32 |
PP |
87.47 |
87.47 |
87.47 |
87.05 |
S1 |
86.49 |
86.49 |
87.94 |
85.64 |
S2 |
84.79 |
84.79 |
87.70 |
|
S3 |
82.11 |
83.81 |
87.45 |
|
S4 |
79.43 |
81.13 |
86.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.12 |
2.618 |
97.58 |
1.618 |
95.41 |
1.000 |
94.07 |
0.618 |
93.24 |
HIGH |
91.90 |
0.618 |
91.07 |
0.500 |
90.82 |
0.382 |
90.56 |
LOW |
89.73 |
0.618 |
88.39 |
1.000 |
87.56 |
1.618 |
86.22 |
2.618 |
84.05 |
4.250 |
80.51 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
90.92 |
PP |
91.18 |
89.94 |
S1 |
90.82 |
88.96 |
|