NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 30-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
87.10 |
86.44 |
-0.66 |
-0.8% |
91.85 |
High |
87.10 |
86.44 |
-0.66 |
-0.8% |
91.85 |
Low |
87.10 |
85.60 |
-1.50 |
-1.7% |
85.60 |
Close |
87.10 |
85.79 |
-1.31 |
-1.5% |
85.79 |
Range |
0.00 |
0.84 |
0.84 |
|
6.25 |
ATR |
1.29 |
1.31 |
0.01 |
1.2% |
0.00 |
Volume |
4,259 |
370 |
-3,889 |
-91.3% |
6,760 |
|
Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.46 |
87.97 |
86.25 |
|
R3 |
87.62 |
87.13 |
86.02 |
|
R2 |
86.78 |
86.78 |
85.94 |
|
R1 |
86.29 |
86.29 |
85.87 |
86.12 |
PP |
85.94 |
85.94 |
85.94 |
85.86 |
S1 |
85.45 |
85.45 |
85.71 |
85.28 |
S2 |
85.10 |
85.10 |
85.64 |
|
S3 |
84.26 |
84.61 |
85.56 |
|
S4 |
83.42 |
83.77 |
85.33 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.50 |
102.39 |
89.23 |
|
R3 |
100.25 |
96.14 |
87.51 |
|
R2 |
94.00 |
94.00 |
86.94 |
|
R1 |
89.89 |
89.89 |
86.36 |
88.82 |
PP |
87.75 |
87.75 |
87.75 |
87.21 |
S1 |
83.64 |
83.64 |
85.22 |
82.57 |
S2 |
81.50 |
81.50 |
84.64 |
|
S3 |
75.25 |
77.39 |
84.07 |
|
S4 |
69.00 |
71.14 |
82.35 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.01 |
2.618 |
88.64 |
1.618 |
87.80 |
1.000 |
87.28 |
0.618 |
86.96 |
HIGH |
86.44 |
0.618 |
86.12 |
0.500 |
86.02 |
0.382 |
85.92 |
LOW |
85.60 |
0.618 |
85.08 |
1.000 |
84.76 |
1.618 |
84.24 |
2.618 |
83.40 |
4.250 |
82.03 |
|
|
Fisher Pivots for day following 30-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
86.02 |
86.57 |
PP |
85.94 |
86.31 |
S1 |
85.87 |
86.05 |
|