NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
84.59 |
86.65 |
2.06 |
2.4% |
80.46 |
| High |
84.59 |
86.65 |
2.06 |
2.4% |
84.59 |
| Low |
84.59 |
85.20 |
0.61 |
0.7% |
79.86 |
| Close |
84.59 |
86.83 |
2.24 |
2.6% |
84.59 |
| Range |
0.00 |
1.45 |
1.45 |
|
4.73 |
| ATR |
0.84 |
0.93 |
0.09 |
10.4% |
0.00 |
| Volume |
3,698 |
1,531 |
-2,167 |
-58.6% |
6,529 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.58 |
90.15 |
87.63 |
|
| R3 |
89.13 |
88.70 |
87.23 |
|
| R2 |
87.68 |
87.68 |
87.10 |
|
| R1 |
87.25 |
87.25 |
86.96 |
87.47 |
| PP |
86.23 |
86.23 |
86.23 |
86.33 |
| S1 |
85.80 |
85.80 |
86.70 |
86.02 |
| S2 |
84.78 |
84.78 |
86.56 |
|
| S3 |
83.33 |
84.35 |
86.43 |
|
| S4 |
81.88 |
82.90 |
86.03 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.20 |
95.63 |
87.19 |
|
| R3 |
92.47 |
90.90 |
85.89 |
|
| R2 |
87.74 |
87.74 |
85.46 |
|
| R1 |
86.17 |
86.17 |
85.02 |
86.96 |
| PP |
83.01 |
83.01 |
83.01 |
83.41 |
| S1 |
81.44 |
81.44 |
84.16 |
82.23 |
| S2 |
78.28 |
78.28 |
83.72 |
|
| S3 |
73.55 |
76.71 |
83.29 |
|
| S4 |
68.82 |
71.98 |
81.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.81 |
|
2.618 |
90.45 |
|
1.618 |
89.00 |
|
1.000 |
88.10 |
|
0.618 |
87.55 |
|
HIGH |
86.65 |
|
0.618 |
86.10 |
|
0.500 |
85.93 |
|
0.382 |
85.75 |
|
LOW |
85.20 |
|
0.618 |
84.30 |
|
1.000 |
83.75 |
|
1.618 |
82.85 |
|
2.618 |
81.40 |
|
4.250 |
79.04 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.53 |
86.24 |
| PP |
86.23 |
85.66 |
| S1 |
85.93 |
85.07 |
|