NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
87.425 |
87.150 |
-0.275 |
-0.3% |
80.925 |
High |
88.875 |
89.775 |
0.900 |
1.0% |
83.975 |
Low |
86.900 |
87.125 |
0.225 |
0.3% |
78.350 |
Close |
87.400 |
89.470 |
2.070 |
2.4% |
83.690 |
Range |
1.975 |
2.650 |
0.675 |
34.2% |
5.625 |
ATR |
1.984 |
2.031 |
0.048 |
2.4% |
0.000 |
Volume |
26,054 |
29,165 |
3,111 |
11.9% |
83,275 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.740 |
95.755 |
90.928 |
|
R3 |
94.090 |
93.105 |
90.199 |
|
R2 |
91.440 |
91.440 |
89.956 |
|
R1 |
90.455 |
90.455 |
89.713 |
90.948 |
PP |
88.790 |
88.790 |
88.790 |
89.036 |
S1 |
87.805 |
87.805 |
89.227 |
88.298 |
S2 |
86.140 |
86.140 |
88.984 |
|
S3 |
83.490 |
85.155 |
88.741 |
|
S4 |
80.840 |
82.505 |
88.013 |
|
|
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 |
89.775 |
82.700 |
7.075 |
7.9% |
2.220 |
2.5% |
96% |
True |
False |
20,705 |
10 |
89.775 |
78.350 |
11.425 |
12.8% |
2.198 |
2.5% |
97% |
True |
False |
18,967 |
20 |
89.775 |
78.350 |
11.425 |
12.8% |
2.108 |
2.4% |
97% |
True |
False |
18,231 |
40 |
89.775 |
69.250 |
20.525 |
22.9% |
1.802 |
2.0% |
99% |
True |
False |
9,874 |
60 |
89.775 |
68.525 |
21.250 |
23.8% |
1.546 |
1.7% |
99% |
True |
False |
6,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.038 |
2.618 |
96.713 |
1.618 |
94.063 |
1.000 |
92.425 |
0.618 |
91.413 |
HIGH |
89.775 |
0.618 |
88.763 |
0.500 |
88.450 |
0.382 |
88.137 |
LOW |
87.125 |
0.618 |
85.487 |
1.000 |
84.475 |
1.618 |
82.837 |
2.618 |
80.187 |
4.250 |
75.863 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
89.130 |
88.963 |
PP |
88.790 |
88.457 |
S1 |
88.450 |
87.950 |
|