NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 21-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
91.27 |
91.35 |
0.08 |
0.1% |
87.81 |
High |
91.27 |
91.35 |
0.08 |
0.1% |
89.40 |
Low |
91.27 |
90.50 |
-0.77 |
-0.8% |
85.24 |
Close |
91.27 |
90.64 |
-0.63 |
-0.7% |
87.62 |
Range |
0.00 |
0.85 |
0.85 |
|
4.16 |
ATR |
1.29 |
1.26 |
-0.03 |
-2.4% |
0.00 |
Volume |
990 |
305 |
-685 |
-69.2% |
2,558 |
|
Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.38 |
92.86 |
91.11 |
|
R3 |
92.53 |
92.01 |
90.87 |
|
R2 |
91.68 |
91.68 |
90.80 |
|
R1 |
91.16 |
91.16 |
90.72 |
91.00 |
PP |
90.83 |
90.83 |
90.83 |
90.75 |
S1 |
90.31 |
90.31 |
90.56 |
90.15 |
S2 |
89.98 |
89.98 |
90.48 |
|
S3 |
89.13 |
89.46 |
90.41 |
|
S4 |
88.28 |
88.61 |
90.17 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.96 |
2.618 |
93.58 |
1.618 |
92.73 |
1.000 |
92.20 |
0.618 |
91.88 |
HIGH |
91.35 |
0.618 |
91.03 |
0.500 |
90.93 |
0.382 |
90.82 |
LOW |
90.50 |
0.618 |
89.97 |
1.000 |
89.65 |
1.618 |
89.12 |
2.618 |
88.27 |
4.250 |
86.89 |
|
|
Fisher Pivots for day following 21-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
90.93 |
90.24 |
PP |
90.83 |
89.83 |
S1 |
90.74 |
89.43 |
|