NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
76.47 |
74.80 |
-1.67 |
-2.2% |
74.17 |
| High |
76.47 |
74.82 |
-1.65 |
-2.2% |
76.85 |
| Low |
76.46 |
74.80 |
-1.66 |
-2.2% |
74.17 |
| Close |
75.69 |
75.18 |
-0.51 |
-0.7% |
76.85 |
| Range |
0.01 |
0.02 |
0.01 |
100.0% |
2.68 |
| ATR |
0.49 |
0.52 |
0.03 |
5.8% |
0.00 |
| Volume |
495 |
642 |
147 |
29.7% |
15,905 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.99 |
75.11 |
75.19 |
|
| R3 |
74.97 |
75.09 |
75.19 |
|
| R2 |
74.95 |
74.95 |
75.18 |
|
| R1 |
75.07 |
75.07 |
75.18 |
75.01 |
| PP |
74.93 |
74.93 |
74.93 |
74.91 |
| S1 |
75.05 |
75.05 |
75.18 |
74.99 |
| S2 |
74.91 |
74.91 |
75.18 |
|
| S3 |
74.89 |
75.03 |
75.17 |
|
| S4 |
74.87 |
75.01 |
75.17 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.00 |
83.10 |
78.32 |
|
| R3 |
81.32 |
80.42 |
77.59 |
|
| R2 |
78.64 |
78.64 |
77.34 |
|
| R1 |
77.74 |
77.74 |
77.10 |
78.19 |
| PP |
75.96 |
75.96 |
75.96 |
76.18 |
| S1 |
75.06 |
75.06 |
76.60 |
75.51 |
| S2 |
73.28 |
73.28 |
76.36 |
|
| S3 |
70.60 |
72.38 |
76.11 |
|
| S4 |
67.92 |
69.70 |
75.38 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.91 |
|
2.618 |
74.87 |
|
1.618 |
74.85 |
|
1.000 |
74.84 |
|
0.618 |
74.83 |
|
HIGH |
74.82 |
|
0.618 |
74.81 |
|
0.500 |
74.81 |
|
0.382 |
74.81 |
|
LOW |
74.80 |
|
0.618 |
74.79 |
|
1.000 |
74.78 |
|
1.618 |
74.77 |
|
2.618 |
74.75 |
|
4.250 |
74.72 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
75.06 |
75.97 |
| PP |
74.93 |
75.70 |
| S1 |
74.81 |
75.44 |
|