NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 31-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
93.650 |
89.650 |
-4.000 |
-4.3% |
86.875 |
High |
93.900 |
95.275 |
1.375 |
1.5% |
92.200 |
Low |
89.550 |
88.900 |
-0.650 |
-0.7% |
84.700 |
Close |
90.380 |
94.530 |
4.150 |
4.6% |
91.860 |
Range |
4.350 |
6.375 |
2.025 |
46.6% |
7.500 |
ATR |
2.288 |
2.580 |
0.292 |
12.8% |
0.000 |
Volume |
19,050 |
22,618 |
3,568 |
18.7% |
88,539 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.027 |
109.653 |
98.036 |
|
R3 |
105.652 |
103.278 |
96.283 |
|
R2 |
99.277 |
99.277 |
95.699 |
|
R1 |
96.903 |
96.903 |
95.114 |
98.090 |
PP |
92.902 |
92.902 |
92.902 |
93.495 |
S1 |
90.528 |
90.528 |
93.946 |
91.715 |
S2 |
86.527 |
86.527 |
93.361 |
|
S3 |
80.152 |
84.153 |
92.777 |
|
S4 |
73.777 |
77.778 |
91.024 |
|
|
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 |
95.275 |
87.550 |
7.725 |
8.2% |
3.585 |
3.8% |
90% |
True |
False |
19,685 |
10 |
95.275 |
84.700 |
10.575 |
11.2% |
2.990 |
3.2% |
93% |
True |
False |
16,575 |
20 |
95.275 |
77.800 |
17.475 |
18.5% |
2.578 |
2.7% |
96% |
True |
False |
8,863 |
40 |
95.275 |
73.475 |
21.800 |
23.1% |
2.014 |
2.1% |
97% |
True |
False |
4,570 |
60 |
95.275 |
68.425 |
26.850 |
28.4% |
1.696 |
1.8% |
97% |
True |
False |
3,052 |
80 |
95.275 |
68.425 |
26.850 |
28.4% |
1.408 |
1.5% |
97% |
True |
False |
2,290 |
100 |
95.275 |
68.425 |
26.850 |
28.4% |
1.152 |
1.2% |
97% |
True |
False |
1,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.369 |
2.618 |
111.965 |
1.618 |
105.590 |
1.000 |
101.650 |
0.618 |
99.215 |
HIGH |
95.275 |
0.618 |
92.840 |
0.500 |
92.088 |
0.382 |
91.335 |
LOW |
88.900 |
0.618 |
84.960 |
1.000 |
82.525 |
1.618 |
78.585 |
2.618 |
72.210 |
4.250 |
61.806 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
93.716 |
93.716 |
PP |
92.902 |
92.902 |
S1 |
92.088 |
92.088 |
|