NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
74.47 |
76.18 |
1.71 |
2.3% |
74.70 |
| High |
74.53 |
76.60 |
2.07 |
2.8% |
76.60 |
| Low |
74.47 |
76.18 |
1.71 |
2.3% |
74.47 |
| Close |
76.40 |
76.95 |
0.55 |
0.7% |
76.95 |
| Range |
0.06 |
0.42 |
0.36 |
600.0% |
2.13 |
| ATR |
0.52 |
0.51 |
-0.01 |
-1.4% |
0.00 |
| Volume |
433 |
313 |
-120 |
-27.7% |
2,382 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.84 |
77.81 |
77.18 |
|
| R3 |
77.42 |
77.39 |
77.07 |
|
| R2 |
77.00 |
77.00 |
77.03 |
|
| R1 |
76.97 |
76.97 |
76.99 |
76.99 |
| PP |
76.58 |
76.58 |
76.58 |
76.58 |
| S1 |
76.55 |
76.55 |
76.91 |
76.57 |
| S2 |
76.16 |
76.16 |
76.87 |
|
| S3 |
75.74 |
76.13 |
76.83 |
|
| S4 |
75.32 |
75.71 |
76.72 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.40 |
81.80 |
78.12 |
|
| R3 |
80.27 |
79.67 |
77.54 |
|
| R2 |
78.14 |
78.14 |
77.34 |
|
| R1 |
77.54 |
77.54 |
77.15 |
77.84 |
| PP |
76.01 |
76.01 |
76.01 |
76.16 |
| S1 |
75.41 |
75.41 |
76.75 |
75.71 |
| S2 |
73.88 |
73.88 |
76.56 |
|
| S3 |
71.75 |
73.28 |
76.36 |
|
| S4 |
69.62 |
71.15 |
75.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.39 |
|
2.618 |
77.70 |
|
1.618 |
77.28 |
|
1.000 |
77.02 |
|
0.618 |
76.86 |
|
HIGH |
76.60 |
|
0.618 |
76.44 |
|
0.500 |
76.39 |
|
0.382 |
76.34 |
|
LOW |
76.18 |
|
0.618 |
75.92 |
|
1.000 |
75.76 |
|
1.618 |
75.50 |
|
2.618 |
75.08 |
|
4.250 |
74.40 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.76 |
76.48 |
| PP |
76.58 |
76.01 |
| S1 |
76.39 |
75.54 |
|