NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
88.275 |
86.875 |
-1.400 |
-1.6% |
82.800 |
High |
88.475 |
86.975 |
-1.500 |
-1.7% |
88.475 |
Low |
86.250 |
84.725 |
-1.525 |
-1.8% |
82.525 |
Close |
86.950 |
86.020 |
-0.930 |
-1.1% |
86.950 |
Range |
2.225 |
2.250 |
0.025 |
1.1% |
5.950 |
ATR |
1.930 |
1.953 |
0.023 |
1.2% |
0.000 |
Volume |
10,066 |
17,646 |
7,580 |
75.3% |
23,758 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.657 |
91.588 |
87.258 |
|
R3 |
90.407 |
89.338 |
86.639 |
|
R2 |
88.157 |
88.157 |
86.433 |
|
R1 |
87.088 |
87.088 |
86.226 |
86.498 |
PP |
85.907 |
85.907 |
85.907 |
85.611 |
S1 |
84.838 |
84.838 |
85.814 |
84.248 |
S2 |
83.657 |
83.657 |
85.608 |
|
S3 |
81.407 |
82.588 |
85.401 |
|
S4 |
79.157 |
80.338 |
84.783 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.833 |
101.342 |
90.223 |
|
R3 |
97.883 |
95.392 |
88.586 |
|
R2 |
91.933 |
91.933 |
88.041 |
|
R1 |
89.442 |
89.442 |
87.495 |
90.688 |
PP |
85.983 |
85.983 |
85.983 |
86.606 |
S1 |
83.492 |
83.492 |
86.405 |
84.738 |
S2 |
80.033 |
80.033 |
85.859 |
|
S3 |
74.083 |
77.542 |
85.314 |
|
S4 |
68.133 |
71.592 |
83.678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.475 |
84.725 |
3.750 |
4.4% |
2.375 |
2.8% |
35% |
False |
True |
8,128 |
10 |
88.475 |
77.800 |
10.675 |
12.4% |
2.233 |
2.6% |
77% |
False |
False |
4,494 |
20 |
88.475 |
77.350 |
11.125 |
12.9% |
2.095 |
2.4% |
78% |
False |
False |
2,494 |
40 |
88.475 |
70.100 |
18.375 |
21.4% |
1.608 |
1.9% |
87% |
False |
False |
1,289 |
60 |
88.475 |
68.425 |
20.050 |
23.3% |
1.396 |
1.6% |
88% |
False |
False |
863 |
80 |
88.475 |
68.425 |
20.050 |
23.3% |
1.121 |
1.3% |
88% |
False |
False |
648 |
100 |
88.475 |
67.980 |
20.495 |
23.8% |
0.923 |
1.1% |
88% |
False |
False |
519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.538 |
2.618 |
92.866 |
1.618 |
90.616 |
1.000 |
89.225 |
0.618 |
88.366 |
HIGH |
86.975 |
0.618 |
86.116 |
0.500 |
85.850 |
0.382 |
85.585 |
LOW |
84.725 |
0.618 |
83.335 |
1.000 |
82.475 |
1.618 |
81.085 |
2.618 |
78.835 |
4.250 |
75.163 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
85.963 |
86.600 |
PP |
85.907 |
86.407 |
S1 |
85.850 |
86.213 |
|