NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
74.50 |
74.60 |
0.10 |
0.1% |
71.45 |
| High |
74.50 |
74.60 |
0.10 |
0.1% |
73.89 |
| Low |
74.50 |
74.50 |
0.00 |
0.0% |
71.45 |
| Close |
74.50 |
75.28 |
0.78 |
1.0% |
73.42 |
| Range |
0.00 |
0.10 |
0.10 |
|
2.44 |
| ATR |
0.50 |
0.47 |
-0.03 |
-5.7% |
0.00 |
| Volume |
661 |
10,415 |
9,754 |
1,475.6% |
2,590 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.09 |
75.29 |
75.34 |
|
| R3 |
74.99 |
75.19 |
75.31 |
|
| R2 |
74.89 |
74.89 |
75.30 |
|
| R1 |
75.09 |
75.09 |
75.29 |
74.99 |
| PP |
74.79 |
74.79 |
74.79 |
74.75 |
| S1 |
74.99 |
74.99 |
75.27 |
74.89 |
| S2 |
74.69 |
74.69 |
75.26 |
|
| S3 |
74.59 |
74.89 |
75.25 |
|
| S4 |
74.49 |
74.79 |
75.23 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.24 |
79.27 |
74.76 |
|
| R3 |
77.80 |
76.83 |
74.09 |
|
| R2 |
75.36 |
75.36 |
73.87 |
|
| R1 |
74.39 |
74.39 |
73.64 |
74.88 |
| PP |
72.92 |
72.92 |
72.92 |
73.16 |
| S1 |
71.95 |
71.95 |
73.20 |
72.44 |
| S2 |
70.48 |
70.48 |
72.97 |
|
| S3 |
68.04 |
69.51 |
72.75 |
|
| S4 |
65.60 |
67.07 |
72.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.03 |
|
2.618 |
74.86 |
|
1.618 |
74.76 |
|
1.000 |
74.70 |
|
0.618 |
74.66 |
|
HIGH |
74.60 |
|
0.618 |
74.56 |
|
0.500 |
74.55 |
|
0.382 |
74.54 |
|
LOW |
74.50 |
|
0.618 |
74.44 |
|
1.000 |
74.40 |
|
1.618 |
74.34 |
|
2.618 |
74.24 |
|
4.250 |
74.08 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
75.04 |
74.98 |
| PP |
74.79 |
74.68 |
| S1 |
74.55 |
74.39 |
|