NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
80.925 |
79.125 |
-1.800 |
-2.2% |
81.575 |
High |
81.300 |
81.075 |
-0.225 |
-0.3% |
82.000 |
Low |
78.350 |
78.400 |
0.050 |
0.1% |
78.875 |
Close |
79.020 |
80.260 |
1.240 |
1.6% |
81.220 |
Range |
2.950 |
2.675 |
-0.275 |
-9.3% |
3.125 |
ATR |
1.860 |
1.918 |
0.058 |
3.1% |
0.000 |
Volume |
13,214 |
18,847 |
5,633 |
42.6% |
93,659 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.937 |
86.773 |
81.731 |
|
R3 |
85.262 |
84.098 |
80.996 |
|
R2 |
82.587 |
82.587 |
80.750 |
|
R1 |
81.423 |
81.423 |
80.505 |
82.005 |
PP |
79.912 |
79.912 |
79.912 |
80.203 |
S1 |
78.748 |
78.748 |
80.015 |
79.330 |
S2 |
77.237 |
77.237 |
79.770 |
|
S3 |
74.562 |
76.073 |
79.524 |
|
S4 |
71.887 |
73.398 |
78.789 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.073 |
88.772 |
82.939 |
|
R3 |
86.948 |
85.647 |
82.079 |
|
R2 |
83.823 |
83.823 |
81.793 |
|
R1 |
82.522 |
82.522 |
81.506 |
81.610 |
PP |
80.698 |
80.698 |
80.698 |
80.243 |
S1 |
79.397 |
79.397 |
80.934 |
78.485 |
S2 |
77.573 |
77.573 |
80.647 |
|
S3 |
74.448 |
76.272 |
80.361 |
|
S4 |
71.323 |
73.147 |
79.501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.750 |
78.350 |
3.400 |
4.2% |
2.195 |
2.7% |
56% |
False |
False |
17,001 |
10 |
83.750 |
78.350 |
5.400 |
6.7% |
2.233 |
2.8% |
35% |
False |
False |
18,949 |
20 |
83.750 |
76.875 |
6.875 |
8.6% |
1.951 |
2.4% |
49% |
False |
False |
12,734 |
40 |
83.750 |
68.525 |
15.225 |
19.0% |
1.671 |
2.1% |
77% |
False |
False |
6,492 |
60 |
83.750 |
68.525 |
15.225 |
19.0% |
1.406 |
1.8% |
77% |
False |
False |
4,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.444 |
2.618 |
88.078 |
1.618 |
85.403 |
1.000 |
83.750 |
0.618 |
82.728 |
HIGH |
81.075 |
0.618 |
80.053 |
0.500 |
79.738 |
0.382 |
79.422 |
LOW |
78.400 |
0.618 |
76.747 |
1.000 |
75.725 |
1.618 |
74.072 |
2.618 |
71.397 |
4.250 |
67.031 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
80.086 |
80.178 |
PP |
79.912 |
80.095 |
S1 |
79.738 |
80.013 |
|