NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
91.99 |
91.32 |
-0.67 |
-0.7% |
88.54 |
High |
92.10 |
91.85 |
-0.25 |
-0.3% |
92.10 |
Low |
90.46 |
91.32 |
0.86 |
1.0% |
86.01 |
Close |
91.27 |
92.15 |
0.88 |
1.0% |
92.15 |
Range |
1.64 |
0.53 |
-1.11 |
-67.7% |
6.09 |
ATR |
1.52 |
1.45 |
-0.07 |
-4.4% |
0.00 |
Volume |
1,325 |
514 |
-811 |
-61.2% |
3,100 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.36 |
93.29 |
92.44 |
|
R3 |
92.83 |
92.76 |
92.30 |
|
R2 |
92.30 |
92.30 |
92.25 |
|
R1 |
92.23 |
92.23 |
92.20 |
92.27 |
PP |
91.77 |
91.77 |
91.77 |
91.79 |
S1 |
91.70 |
91.70 |
92.10 |
91.74 |
S2 |
91.24 |
91.24 |
92.05 |
|
S3 |
90.71 |
91.17 |
92.00 |
|
S4 |
90.18 |
90.64 |
91.86 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.36 |
106.34 |
95.50 |
|
R3 |
102.27 |
100.25 |
93.82 |
|
R2 |
96.18 |
96.18 |
93.27 |
|
R1 |
94.16 |
94.16 |
92.71 |
95.17 |
PP |
90.09 |
90.09 |
90.09 |
90.59 |
S1 |
88.07 |
88.07 |
91.59 |
89.08 |
S2 |
84.00 |
84.00 |
91.03 |
|
S3 |
77.91 |
81.98 |
90.48 |
|
S4 |
71.82 |
75.89 |
88.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.10 |
86.01 |
6.09 |
6.6% |
1.48 |
1.6% |
101% |
False |
False |
650 |
10 |
92.10 |
85.77 |
6.33 |
6.9% |
0.90 |
1.0% |
101% |
False |
False |
729 |
20 |
92.10 |
84.86 |
7.24 |
7.9% |
0.51 |
0.6% |
101% |
False |
False |
1,116 |
40 |
92.10 |
74.41 |
17.69 |
19.2% |
0.32 |
0.3% |
100% |
False |
False |
847 |
60 |
92.10 |
69.56 |
22.54 |
24.5% |
0.24 |
0.3% |
100% |
False |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.10 |
2.618 |
93.24 |
1.618 |
92.71 |
1.000 |
92.38 |
0.618 |
92.18 |
HIGH |
91.85 |
0.618 |
91.65 |
0.500 |
91.59 |
0.382 |
91.52 |
LOW |
91.32 |
0.618 |
90.99 |
1.000 |
90.79 |
1.618 |
90.46 |
2.618 |
89.93 |
4.250 |
89.07 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
91.96 |
91.74 |
PP |
91.77 |
91.33 |
S1 |
91.59 |
90.92 |
|