NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
79.125 |
80.200 |
1.075 |
1.4% |
81.575 |
High |
81.075 |
81.350 |
0.275 |
0.3% |
82.000 |
Low |
78.400 |
79.700 |
1.300 |
1.7% |
78.875 |
Close |
80.260 |
81.300 |
1.040 |
1.3% |
81.220 |
Range |
2.675 |
1.650 |
-1.025 |
-38.3% |
3.125 |
ATR |
1.918 |
1.899 |
-0.019 |
-1.0% |
0.000 |
Volume |
18,847 |
18,684 |
-163 |
-0.9% |
93,659 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.733 |
85.167 |
82.208 |
|
R3 |
84.083 |
83.517 |
81.754 |
|
R2 |
82.433 |
82.433 |
81.603 |
|
R1 |
81.867 |
81.867 |
81.451 |
82.150 |
PP |
80.783 |
80.783 |
80.783 |
80.925 |
S1 |
80.217 |
80.217 |
81.149 |
80.500 |
S2 |
79.133 |
79.133 |
80.998 |
|
S3 |
77.483 |
78.567 |
80.846 |
|
S4 |
75.833 |
76.917 |
80.393 |
|
|
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% |
2.260 |
2.8% |
87% |
False |
False |
17,781 |
10 |
83.750 |
78.350 |
5.400 |
6.6% |
2.160 |
2.7% |
55% |
False |
False |
19,091 |
20 |
83.750 |
77.275 |
6.475 |
8.0% |
1.939 |
2.4% |
62% |
False |
False |
13,634 |
40 |
83.750 |
68.525 |
15.225 |
18.7% |
1.687 |
2.1% |
84% |
False |
False |
6,959 |
60 |
83.750 |
68.525 |
15.225 |
18.7% |
1.433 |
1.8% |
84% |
False |
False |
4,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.363 |
2.618 |
85.670 |
1.618 |
84.020 |
1.000 |
83.000 |
0.618 |
82.370 |
HIGH |
81.350 |
0.618 |
80.720 |
0.500 |
80.525 |
0.382 |
80.330 |
LOW |
79.700 |
0.618 |
78.680 |
1.000 |
78.050 |
1.618 |
77.030 |
2.618 |
75.380 |
4.250 |
72.688 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
81.042 |
80.817 |
PP |
80.783 |
80.333 |
S1 |
80.525 |
79.850 |
|