NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
83.850 |
86.450 |
2.600 |
3.1% |
80.925 |
High |
86.675 |
88.150 |
1.475 |
1.7% |
83.975 |
Low |
83.500 |
86.125 |
2.625 |
3.1% |
78.350 |
Close |
86.130 |
87.425 |
1.295 |
1.5% |
83.690 |
Range |
3.175 |
2.025 |
-1.150 |
-36.2% |
5.625 |
ATR |
1.981 |
1.984 |
0.003 |
0.2% |
0.000 |
Volume |
13,566 |
16,152 |
2,586 |
19.1% |
83,275 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.308 |
92.392 |
88.539 |
|
R3 |
91.283 |
90.367 |
87.982 |
|
R2 |
89.258 |
89.258 |
87.796 |
|
R1 |
88.342 |
88.342 |
87.611 |
88.800 |
PP |
87.233 |
87.233 |
87.233 |
87.463 |
S1 |
86.317 |
86.317 |
87.239 |
86.775 |
S2 |
85.208 |
85.208 |
87.054 |
|
S3 |
83.183 |
84.292 |
86.868 |
|
S4 |
81.158 |
82.267 |
86.311 |
|
|
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 |
88.150 |
79.700 |
8.450 |
9.7% |
2.110 |
2.4% |
91% |
True |
False |
16,186 |
10 |
88.150 |
78.350 |
9.800 |
11.2% |
2.153 |
2.5% |
93% |
True |
False |
16,594 |
20 |
88.150 |
78.350 |
9.800 |
11.2% |
2.028 |
2.3% |
93% |
True |
False |
16,492 |
40 |
88.150 |
68.525 |
19.625 |
22.4% |
1.748 |
2.0% |
96% |
True |
False |
8,510 |
60 |
88.150 |
68.525 |
19.625 |
22.4% |
1.535 |
1.8% |
96% |
True |
False |
5,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.756 |
2.618 |
93.451 |
1.618 |
91.426 |
1.000 |
90.175 |
0.618 |
89.401 |
HIGH |
88.150 |
0.618 |
87.376 |
0.500 |
87.138 |
0.382 |
86.899 |
LOW |
86.125 |
0.618 |
84.874 |
1.000 |
84.100 |
1.618 |
82.849 |
2.618 |
80.824 |
4.250 |
77.519 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
87.329 |
86.758 |
PP |
87.233 |
86.092 |
S1 |
87.138 |
85.425 |
|