NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 26-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
91.35 |
91.85 |
0.50 |
0.5% |
87.97 |
High |
91.35 |
91.85 |
0.50 |
0.5% |
91.35 |
Low |
91.35 |
91.16 |
-0.19 |
-0.2% |
87.50 |
Close |
91.53 |
91.16 |
-0.37 |
-0.4% |
91.53 |
Range |
0.00 |
0.69 |
0.69 |
|
3.85 |
ATR |
1.22 |
1.18 |
-0.04 |
-3.1% |
0.00 |
Volume |
312 |
123 |
-189 |
-60.6% |
2,890 |
|
Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.46 |
93.00 |
91.54 |
|
R3 |
92.77 |
92.31 |
91.35 |
|
R2 |
92.08 |
92.08 |
91.29 |
|
R1 |
91.62 |
91.62 |
91.22 |
91.51 |
PP |
91.39 |
91.39 |
91.39 |
91.33 |
S1 |
90.93 |
90.93 |
91.10 |
90.82 |
S2 |
90.70 |
90.70 |
91.03 |
|
S3 |
90.01 |
90.24 |
90.97 |
|
S4 |
89.32 |
89.55 |
90.78 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
100.45 |
93.65 |
|
R3 |
97.83 |
96.60 |
92.59 |
|
R2 |
93.98 |
93.98 |
92.24 |
|
R1 |
92.75 |
92.75 |
91.88 |
93.37 |
PP |
90.13 |
90.13 |
90.13 |
90.43 |
S1 |
88.90 |
88.90 |
91.18 |
89.52 |
S2 |
86.28 |
86.28 |
90.82 |
|
S3 |
82.43 |
85.05 |
90.47 |
|
S4 |
78.58 |
81.20 |
89.41 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.78 |
2.618 |
93.66 |
1.618 |
92.97 |
1.000 |
92.54 |
0.618 |
92.28 |
HIGH |
91.85 |
0.618 |
91.59 |
0.500 |
91.51 |
0.382 |
91.42 |
LOW |
91.16 |
0.618 |
90.73 |
1.000 |
90.47 |
1.618 |
90.04 |
2.618 |
89.35 |
4.250 |
88.23 |
|
|
Fisher Pivots for day following 26-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
91.51 |
91.18 |
PP |
91.39 |
91.17 |
S1 |
91.28 |
91.17 |
|