NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
76.12 |
76.50 |
0.38 |
0.5% |
77.10 |
| High |
76.14 |
76.50 |
0.36 |
0.5% |
77.13 |
| Low |
76.05 |
76.00 |
-0.05 |
-0.1% |
74.80 |
| Close |
76.50 |
75.85 |
-0.65 |
-0.8% |
75.85 |
| Range |
0.09 |
0.50 |
0.41 |
455.6% |
2.33 |
| ATR |
0.55 |
0.55 |
0.00 |
-0.7% |
0.00 |
| Volume |
321 |
1,651 |
1,330 |
414.3% |
3,671 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.62 |
77.23 |
76.13 |
|
| R3 |
77.12 |
76.73 |
75.99 |
|
| R2 |
76.62 |
76.62 |
75.94 |
|
| R1 |
76.23 |
76.23 |
75.90 |
76.18 |
| PP |
76.12 |
76.12 |
76.12 |
76.09 |
| S1 |
75.73 |
75.73 |
75.80 |
75.68 |
| S2 |
75.62 |
75.62 |
75.76 |
|
| S3 |
75.12 |
75.23 |
75.71 |
|
| S4 |
74.62 |
74.73 |
75.58 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.92 |
81.71 |
77.13 |
|
| R3 |
80.59 |
79.38 |
76.49 |
|
| R2 |
78.26 |
78.26 |
76.28 |
|
| R1 |
77.05 |
77.05 |
76.06 |
76.49 |
| PP |
75.93 |
75.93 |
75.93 |
75.65 |
| S1 |
74.72 |
74.72 |
75.64 |
74.16 |
| S2 |
73.60 |
73.60 |
75.42 |
|
| S3 |
71.27 |
72.39 |
75.21 |
|
| S4 |
68.94 |
70.06 |
74.57 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.63 |
|
2.618 |
77.81 |
|
1.618 |
77.31 |
|
1.000 |
77.00 |
|
0.618 |
76.81 |
|
HIGH |
76.50 |
|
0.618 |
76.31 |
|
0.500 |
76.25 |
|
0.382 |
76.19 |
|
LOW |
76.00 |
|
0.618 |
75.69 |
|
1.000 |
75.50 |
|
1.618 |
75.19 |
|
2.618 |
74.69 |
|
4.250 |
73.88 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.25 |
75.78 |
| PP |
76.12 |
75.72 |
| S1 |
75.98 |
75.65 |
|