NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
79.525 |
80.575 |
1.050 |
1.3% |
80.425 |
High |
80.625 |
82.800 |
2.175 |
2.7% |
80.925 |
Low |
79.075 |
80.575 |
1.500 |
1.9% |
77.950 |
Close |
80.610 |
82.260 |
1.650 |
2.0% |
80.620 |
Range |
1.550 |
2.225 |
0.675 |
43.5% |
2.975 |
ATR |
1.669 |
1.709 |
0.040 |
2.4% |
0.000 |
Volume |
736 |
755 |
19 |
2.6% |
2,257 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.553 |
87.632 |
83.484 |
|
R3 |
86.328 |
85.407 |
82.872 |
|
R2 |
84.103 |
84.103 |
82.668 |
|
R1 |
83.182 |
83.182 |
82.464 |
83.643 |
PP |
81.878 |
81.878 |
81.878 |
82.109 |
S1 |
80.957 |
80.957 |
82.056 |
81.418 |
S2 |
79.653 |
79.653 |
81.852 |
|
S3 |
77.428 |
78.732 |
81.648 |
|
S4 |
75.203 |
76.507 |
81.036 |
|
|
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 |
82.800 |
77.800 |
5.000 |
6.1% |
1.950 |
2.4% |
89% |
True |
False |
566 |
10 |
82.800 |
77.800 |
5.000 |
6.1% |
1.943 |
2.4% |
89% |
True |
False |
548 |
20 |
82.800 |
76.500 |
6.300 |
7.7% |
1.780 |
2.2% |
91% |
True |
False |
425 |
40 |
82.800 |
68.425 |
14.375 |
17.5% |
1.389 |
1.7% |
96% |
True |
False |
224 |
60 |
82.800 |
68.425 |
14.375 |
17.5% |
1.211 |
1.5% |
96% |
True |
False |
152 |
80 |
82.800 |
68.425 |
14.375 |
17.5% |
0.938 |
1.1% |
96% |
True |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.256 |
2.618 |
88.625 |
1.618 |
86.400 |
1.000 |
85.025 |
0.618 |
84.175 |
HIGH |
82.800 |
0.618 |
81.950 |
0.500 |
81.688 |
0.382 |
81.425 |
LOW |
80.575 |
0.618 |
79.200 |
1.000 |
78.350 |
1.618 |
76.975 |
2.618 |
74.750 |
4.250 |
71.119 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
82.069 |
81.607 |
PP |
81.878 |
80.953 |
S1 |
81.688 |
80.300 |
|