NYMEX miNY Light Sweet Crude Oil Future December 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 |
80.375 |
78.375 |
-2.000 |
-2.5% |
80.425 |
| High |
80.400 |
80.225 |
-0.175 |
-0.2% |
80.925 |
| Low |
77.825 |
77.800 |
-0.025 |
0.0% |
77.950 |
| Close |
78.400 |
79.540 |
1.140 |
1.5% |
80.620 |
| Range |
2.575 |
2.425 |
-0.150 |
-5.8% |
2.975 |
| ATR |
1.621 |
1.679 |
0.057 |
3.5% |
0.000 |
| Volume |
273 |
748 |
475 |
174.0% |
2,257 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.463 |
85.427 |
80.874 |
|
| R3 |
84.038 |
83.002 |
80.207 |
|
| R2 |
81.613 |
81.613 |
79.985 |
|
| R1 |
80.577 |
80.577 |
79.762 |
81.095 |
| PP |
79.188 |
79.188 |
79.188 |
79.448 |
| S1 |
78.152 |
78.152 |
79.318 |
78.670 |
| S2 |
76.763 |
76.763 |
79.095 |
|
| S3 |
74.338 |
75.727 |
78.873 |
|
| S4 |
71.913 |
73.302 |
78.206 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.757 |
87.663 |
82.256 |
|
| R3 |
85.782 |
84.688 |
81.438 |
|
| R2 |
82.807 |
82.807 |
81.165 |
|
| R1 |
81.713 |
81.713 |
80.893 |
82.260 |
| PP |
79.832 |
79.832 |
79.832 |
80.105 |
| S1 |
78.738 |
78.738 |
80.347 |
79.285 |
| S2 |
76.857 |
76.857 |
80.075 |
|
| S3 |
73.882 |
75.763 |
79.802 |
|
| S4 |
70.907 |
72.788 |
78.984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.925 |
77.800 |
3.125 |
3.9% |
1.950 |
2.5% |
56% |
False |
True |
420 |
| 10 |
82.425 |
77.350 |
5.075 |
6.4% |
2.045 |
2.6% |
43% |
False |
False |
538 |
| 20 |
82.425 |
75.450 |
6.975 |
8.8% |
1.711 |
2.2% |
59% |
False |
False |
355 |
| 40 |
82.425 |
68.425 |
14.000 |
17.6% |
1.401 |
1.8% |
79% |
False |
False |
187 |
| 60 |
82.425 |
68.425 |
14.000 |
17.6% |
1.163 |
1.5% |
79% |
False |
False |
127 |
| 80 |
82.425 |
68.425 |
14.000 |
17.6% |
0.900 |
1.1% |
79% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.531 |
|
2.618 |
86.574 |
|
1.618 |
84.149 |
|
1.000 |
82.650 |
|
0.618 |
81.724 |
|
HIGH |
80.225 |
|
0.618 |
79.299 |
|
0.500 |
79.013 |
|
0.382 |
78.726 |
|
LOW |
77.800 |
|
0.618 |
76.301 |
|
1.000 |
75.375 |
|
1.618 |
73.876 |
|
2.618 |
71.451 |
|
4.250 |
67.494 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
79.364 |
79.477 |
| PP |
79.188 |
79.413 |
| S1 |
79.013 |
79.350 |
|