NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 20-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
87.97 |
91.27 |
3.30 |
3.8% |
87.81 |
High |
88.60 |
91.27 |
2.67 |
3.0% |
89.40 |
Low |
87.50 |
91.27 |
3.77 |
4.3% |
85.24 |
Close |
88.51 |
91.27 |
2.76 |
3.1% |
87.62 |
Range |
1.10 |
0.00 |
-1.10 |
-100.0% |
4.16 |
ATR |
1.17 |
1.29 |
0.11 |
9.7% |
0.00 |
Volume |
1,283 |
990 |
-293 |
-22.8% |
2,558 |
|
Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.27 |
91.27 |
91.27 |
|
R3 |
91.27 |
91.27 |
91.27 |
|
R2 |
91.27 |
91.27 |
91.27 |
|
R1 |
91.27 |
91.27 |
91.27 |
91.27 |
PP |
91.27 |
91.27 |
91.27 |
91.27 |
S1 |
91.27 |
91.27 |
91.27 |
91.27 |
S2 |
91.27 |
91.27 |
91.27 |
|
S3 |
91.27 |
91.27 |
91.27 |
|
S4 |
91.27 |
91.27 |
91.27 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.90 |
97.92 |
89.91 |
|
R3 |
95.74 |
93.76 |
88.76 |
|
R2 |
91.58 |
91.58 |
88.38 |
|
R1 |
89.60 |
89.60 |
88.00 |
88.51 |
PP |
87.42 |
87.42 |
87.42 |
86.88 |
S1 |
85.44 |
85.44 |
87.24 |
84.35 |
S2 |
83.26 |
83.26 |
86.86 |
|
S3 |
79.10 |
81.28 |
86.48 |
|
S4 |
74.94 |
77.12 |
85.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.27 |
85.50 |
5.77 |
6.3% |
0.64 |
0.7% |
100% |
True |
False |
760 |
10 |
91.27 |
85.24 |
6.03 |
6.6% |
0.64 |
0.7% |
100% |
True |
False |
1,174 |
20 |
91.27 |
81.51 |
9.76 |
10.7% |
0.52 |
0.6% |
100% |
True |
False |
1,748 |
40 |
91.27 |
74.47 |
16.80 |
18.4% |
0.36 |
0.4% |
100% |
True |
False |
1,301 |
60 |
91.27 |
69.08 |
22.19 |
24.3% |
0.27 |
0.3% |
100% |
True |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.27 |
2.618 |
91.27 |
1.618 |
91.27 |
1.000 |
91.27 |
0.618 |
91.27 |
HIGH |
91.27 |
0.618 |
91.27 |
0.500 |
91.27 |
0.382 |
91.27 |
LOW |
91.27 |
0.618 |
91.27 |
1.000 |
91.27 |
1.618 |
91.27 |
2.618 |
91.27 |
4.250 |
91.27 |
|
|
Fisher Pivots for day following 20-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
91.27 |
90.62 |
PP |
91.27 |
89.96 |
S1 |
91.27 |
89.31 |
|