NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
90.225 |
91.725 |
1.500 |
1.7% |
86.875 |
| High |
92.200 |
93.700 |
1.500 |
1.6% |
92.200 |
| Low |
90.175 |
91.500 |
1.325 |
1.5% |
84.700 |
| Close |
91.860 |
93.530 |
1.670 |
1.8% |
91.860 |
| Range |
2.025 |
2.200 |
0.175 |
8.6% |
7.500 |
| ATR |
2.124 |
2.130 |
0.005 |
0.3% |
0.000 |
| Volume |
17,063 |
18,808 |
1,745 |
10.2% |
88,539 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.510 |
98.720 |
94.740 |
|
| R3 |
97.310 |
96.520 |
94.135 |
|
| R2 |
95.110 |
95.110 |
93.933 |
|
| R1 |
94.320 |
94.320 |
93.732 |
94.715 |
| PP |
92.910 |
92.910 |
92.910 |
93.108 |
| S1 |
92.120 |
92.120 |
93.328 |
92.515 |
| S2 |
90.710 |
90.710 |
93.127 |
|
| S3 |
88.510 |
89.920 |
92.925 |
|
| S4 |
86.310 |
87.720 |
92.320 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.087 |
109.473 |
95.985 |
|
| R3 |
104.587 |
101.973 |
93.923 |
|
| R2 |
97.087 |
97.087 |
93.235 |
|
| R1 |
94.473 |
94.473 |
92.548 |
95.780 |
| PP |
89.587 |
89.587 |
89.587 |
90.240 |
| S1 |
86.973 |
86.973 |
91.173 |
88.280 |
| S2 |
82.087 |
82.087 |
90.485 |
|
| S3 |
74.587 |
79.473 |
89.798 |
|
| S4 |
67.087 |
71.973 |
87.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.700 |
84.700 |
9.000 |
9.6% |
2.445 |
2.6% |
98% |
True |
False |
17,940 |
| 10 |
93.700 |
84.700 |
9.000 |
9.6% |
2.410 |
2.6% |
98% |
True |
False |
13,034 |
| 20 |
93.700 |
77.800 |
15.900 |
17.0% |
2.166 |
2.3% |
99% |
True |
False |
6,816 |
| 40 |
93.700 |
72.225 |
21.475 |
23.0% |
1.788 |
1.9% |
99% |
True |
False |
3,529 |
| 60 |
93.700 |
68.425 |
25.275 |
27.0% |
1.537 |
1.6% |
99% |
True |
False |
2,358 |
| 80 |
93.700 |
68.425 |
25.275 |
27.0% |
1.274 |
1.4% |
99% |
True |
False |
1,769 |
| 100 |
93.700 |
68.425 |
25.275 |
27.0% |
1.045 |
1.1% |
99% |
True |
False |
1,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.050 |
|
2.618 |
99.460 |
|
1.618 |
97.260 |
|
1.000 |
95.900 |
|
0.618 |
95.060 |
|
HIGH |
93.700 |
|
0.618 |
92.860 |
|
0.500 |
92.600 |
|
0.382 |
92.340 |
|
LOW |
91.500 |
|
0.618 |
90.140 |
|
1.000 |
89.300 |
|
1.618 |
87.940 |
|
2.618 |
85.740 |
|
4.250 |
82.150 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.220 |
92.562 |
| PP |
92.910 |
91.593 |
| S1 |
92.600 |
90.625 |
|