NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
82.950 |
83.850 |
0.900 |
1.1% |
80.925 |
High |
83.975 |
86.675 |
2.700 |
3.2% |
83.975 |
Low |
82.700 |
83.500 |
0.800 |
1.0% |
78.350 |
Close |
83.690 |
86.130 |
2.440 |
2.9% |
83.690 |
Range |
1.275 |
3.175 |
1.900 |
149.0% |
5.625 |
ATR |
1.889 |
1.981 |
0.092 |
4.9% |
0.000 |
Volume |
18,591 |
13,566 |
-5,025 |
-27.0% |
83,275 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.960 |
93.720 |
87.876 |
|
R3 |
91.785 |
90.545 |
87.003 |
|
R2 |
88.610 |
88.610 |
86.712 |
|
R1 |
87.370 |
87.370 |
86.421 |
87.990 |
PP |
85.435 |
85.435 |
85.435 |
85.745 |
S1 |
84.195 |
84.195 |
85.839 |
84.815 |
S2 |
82.260 |
82.260 |
85.548 |
|
S3 |
79.085 |
81.020 |
85.257 |
|
S4 |
75.910 |
77.845 |
84.384 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.880 |
96.910 |
86.784 |
|
R3 |
93.255 |
91.285 |
85.237 |
|
R2 |
87.630 |
87.630 |
84.721 |
|
R1 |
85.660 |
85.660 |
84.206 |
86.645 |
PP |
82.005 |
82.005 |
82.005 |
82.498 |
S1 |
80.035 |
80.035 |
83.174 |
81.020 |
S2 |
76.380 |
76.380 |
82.659 |
|
S3 |
70.755 |
74.410 |
82.143 |
|
S4 |
65.130 |
68.785 |
80.596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.675 |
78.400 |
8.275 |
9.6% |
2.240 |
2.6% |
93% |
True |
False |
16,725 |
10 |
86.675 |
78.350 |
8.325 |
9.7% |
2.103 |
2.4% |
93% |
True |
False |
16,766 |
20 |
86.675 |
78.350 |
8.325 |
9.7% |
2.034 |
2.4% |
93% |
True |
False |
15,813 |
40 |
86.675 |
68.525 |
18.150 |
21.1% |
1.759 |
2.0% |
97% |
True |
False |
8,110 |
60 |
86.675 |
68.525 |
18.150 |
21.1% |
1.527 |
1.8% |
97% |
True |
False |
5,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.169 |
2.618 |
94.987 |
1.618 |
91.812 |
1.000 |
89.850 |
0.618 |
88.637 |
HIGH |
86.675 |
0.618 |
85.462 |
0.500 |
85.088 |
0.382 |
84.713 |
LOW |
83.500 |
0.618 |
81.538 |
1.000 |
80.325 |
1.618 |
78.363 |
2.618 |
75.188 |
4.250 |
70.006 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
85.783 |
85.408 |
PP |
85.435 |
84.685 |
S1 |
85.088 |
83.963 |
|