NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 30-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
91.725 |
93.650 |
1.925 |
2.1% |
86.875 |
High |
93.700 |
93.900 |
0.200 |
0.2% |
92.200 |
Low |
91.500 |
89.550 |
-1.950 |
-2.1% |
84.700 |
Close |
93.530 |
90.380 |
-3.150 |
-3.4% |
91.860 |
Range |
2.200 |
4.350 |
2.150 |
97.7% |
7.500 |
ATR |
2.130 |
2.288 |
0.159 |
7.4% |
0.000 |
Volume |
18,808 |
19,050 |
242 |
1.3% |
88,539 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.327 |
101.703 |
92.773 |
|
R3 |
99.977 |
97.353 |
91.576 |
|
R2 |
95.627 |
95.627 |
91.178 |
|
R1 |
93.003 |
93.003 |
90.779 |
92.140 |
PP |
91.277 |
91.277 |
91.277 |
90.845 |
S1 |
88.653 |
88.653 |
89.981 |
87.790 |
S2 |
86.927 |
86.927 |
89.583 |
|
S3 |
82.577 |
84.303 |
89.184 |
|
S4 |
78.227 |
79.953 |
87.988 |
|
|
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 |
93.900 |
84.700 |
9.200 |
10.2% |
2.920 |
3.2% |
62% |
True |
False |
17,993 |
10 |
93.900 |
84.700 |
9.200 |
10.2% |
2.540 |
2.8% |
62% |
True |
False |
14,752 |
20 |
93.900 |
77.800 |
16.100 |
17.8% |
2.311 |
2.6% |
78% |
True |
False |
7,752 |
40 |
93.900 |
72.800 |
21.100 |
23.3% |
1.872 |
2.1% |
83% |
True |
False |
4,005 |
60 |
93.900 |
68.425 |
25.475 |
28.2% |
1.591 |
1.8% |
86% |
True |
False |
2,675 |
80 |
93.900 |
68.425 |
25.475 |
28.2% |
1.328 |
1.5% |
86% |
True |
False |
2,007 |
100 |
93.900 |
68.425 |
25.475 |
28.2% |
1.089 |
1.2% |
86% |
True |
False |
1,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.388 |
2.618 |
105.288 |
1.618 |
100.938 |
1.000 |
98.250 |
0.618 |
96.588 |
HIGH |
93.900 |
0.618 |
92.238 |
0.500 |
91.725 |
0.382 |
91.212 |
LOW |
89.550 |
0.618 |
86.862 |
1.000 |
85.200 |
1.618 |
82.512 |
2.618 |
78.162 |
4.250 |
71.063 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
91.725 |
91.725 |
PP |
91.277 |
91.277 |
S1 |
90.828 |
90.828 |
|