NYMEX Light Sweet Crude Oil Future September 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 |
74.60 |
75.98 |
1.38 |
1.8% |
71.45 |
| High |
74.60 |
75.98 |
1.38 |
1.8% |
73.89 |
| Low |
74.50 |
75.98 |
1.48 |
2.0% |
71.45 |
| Close |
75.28 |
76.28 |
1.00 |
1.3% |
73.42 |
| Range |
0.10 |
0.00 |
-0.10 |
-100.0% |
2.44 |
| ATR |
0.47 |
0.49 |
0.02 |
3.4% |
0.00 |
| Volume |
10,415 |
2,664 |
-7,751 |
-74.4% |
2,590 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.08 |
76.18 |
76.28 |
|
| R3 |
76.08 |
76.18 |
76.28 |
|
| R2 |
76.08 |
76.08 |
76.28 |
|
| R1 |
76.18 |
76.18 |
76.28 |
76.13 |
| PP |
76.08 |
76.08 |
76.08 |
76.06 |
| S1 |
76.18 |
76.18 |
76.28 |
76.13 |
| S2 |
76.08 |
76.08 |
76.28 |
|
| S3 |
76.08 |
76.18 |
76.28 |
|
| S4 |
76.08 |
76.18 |
76.28 |
|
|
| 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 |
75.98 |
|
2.618 |
75.98 |
|
1.618 |
75.98 |
|
1.000 |
75.98 |
|
0.618 |
75.98 |
|
HIGH |
75.98 |
|
0.618 |
75.98 |
|
0.500 |
75.98 |
|
0.382 |
75.98 |
|
LOW |
75.98 |
|
0.618 |
75.98 |
|
1.000 |
75.98 |
|
1.618 |
75.98 |
|
2.618 |
75.98 |
|
4.250 |
75.98 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.18 |
75.93 |
| PP |
76.08 |
75.59 |
| S1 |
75.98 |
75.24 |
|