NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 25-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
85.075 |
87.600 |
2.525 |
3.0% |
82.800 |
High |
87.750 |
90.525 |
2.775 |
3.2% |
88.475 |
Low |
84.700 |
87.550 |
2.850 |
3.4% |
82.525 |
Close |
87.100 |
90.460 |
3.360 |
3.9% |
86.950 |
Range |
3.050 |
2.975 |
-0.075 |
-2.5% |
5.950 |
ATR |
2.033 |
2.132 |
0.099 |
4.9% |
0.000 |
Volume |
14,156 |
20,888 |
6,732 |
47.6% |
23,758 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.437 |
97.423 |
92.096 |
|
R3 |
95.462 |
94.448 |
91.278 |
|
R2 |
92.487 |
92.487 |
91.005 |
|
R1 |
91.473 |
91.473 |
90.733 |
91.980 |
PP |
89.512 |
89.512 |
89.512 |
89.765 |
S1 |
88.498 |
88.498 |
90.187 |
89.005 |
S2 |
86.537 |
86.537 |
89.915 |
|
S3 |
83.562 |
85.523 |
89.642 |
|
S4 |
80.587 |
82.548 |
88.824 |
|
|
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 |
90.525 |
84.700 |
5.825 |
6.4% |
2.495 |
2.8% |
99% |
True |
False |
16,308 |
10 |
90.525 |
81.825 |
8.700 |
9.6% |
2.413 |
2.7% |
99% |
True |
False |
9,653 |
20 |
90.525 |
77.800 |
12.725 |
14.1% |
2.178 |
2.4% |
99% |
True |
False |
5,100 |
40 |
90.525 |
71.900 |
18.625 |
20.6% |
1.713 |
1.9% |
100% |
True |
False |
2,633 |
60 |
90.525 |
68.425 |
22.100 |
24.4% |
1.500 |
1.7% |
100% |
True |
False |
1,760 |
80 |
90.525 |
68.425 |
22.100 |
24.4% |
1.221 |
1.3% |
100% |
True |
False |
1,321 |
100 |
90.525 |
67.980 |
22.545 |
24.9% |
1.003 |
1.1% |
100% |
True |
False |
1,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.169 |
2.618 |
98.314 |
1.618 |
95.339 |
1.000 |
93.500 |
0.618 |
92.364 |
HIGH |
90.525 |
0.618 |
89.389 |
0.500 |
89.038 |
0.382 |
88.686 |
LOW |
87.550 |
0.618 |
85.711 |
1.000 |
84.575 |
1.618 |
82.736 |
2.618 |
79.761 |
4.250 |
74.906 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
89.986 |
89.511 |
PP |
89.512 |
88.562 |
S1 |
89.038 |
87.613 |
|