NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
96.925 |
95.800 |
-1.125 |
-1.2% |
91.725 |
High |
98.600 |
97.700 |
-0.900 |
-0.9% |
96.225 |
Low |
94.575 |
94.900 |
0.325 |
0.3% |
88.900 |
Close |
96.370 |
95.460 |
-0.910 |
-0.9% |
95.930 |
Range |
4.025 |
2.800 |
-1.225 |
-30.4% |
7.325 |
ATR |
2.814 |
2.813 |
-0.001 |
0.0% |
0.000 |
Volume |
19,512 |
44,512 |
25,000 |
128.1% |
124,144 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.420 |
102.740 |
97.000 |
|
R3 |
101.620 |
99.940 |
96.230 |
|
R2 |
98.820 |
98.820 |
95.973 |
|
R1 |
97.140 |
97.140 |
95.717 |
96.580 |
PP |
96.020 |
96.020 |
96.020 |
95.740 |
S1 |
94.340 |
94.340 |
95.203 |
93.780 |
S2 |
93.220 |
93.220 |
94.947 |
|
S3 |
90.420 |
91.540 |
94.690 |
|
S4 |
87.620 |
88.740 |
93.920 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.660 |
113.120 |
99.959 |
|
R3 |
108.335 |
105.795 |
97.944 |
|
R2 |
101.010 |
101.010 |
97.273 |
|
R1 |
98.470 |
98.470 |
96.601 |
99.740 |
PP |
93.685 |
93.685 |
93.685 |
94.320 |
S1 |
91.145 |
91.145 |
95.259 |
92.415 |
S2 |
86.360 |
86.360 |
94.587 |
|
S3 |
79.035 |
83.820 |
93.916 |
|
S4 |
71.710 |
76.495 |
91.901 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.600 |
93.050 |
5.550 |
5.8% |
2.970 |
3.1% |
43% |
False |
False |
25,139 |
10 |
98.600 |
88.900 |
9.700 |
10.2% |
3.398 |
3.6% |
68% |
False |
False |
23,692 |
20 |
98.600 |
81.825 |
16.775 |
17.6% |
2.905 |
3.0% |
81% |
False |
False |
16,672 |
40 |
98.600 |
76.500 |
22.100 |
23.2% |
2.343 |
2.5% |
86% |
False |
False |
8,548 |
60 |
98.600 |
68.425 |
30.175 |
31.6% |
1.894 |
2.0% |
90% |
False |
False |
5,707 |
80 |
98.600 |
68.425 |
30.175 |
31.6% |
1.635 |
1.7% |
90% |
False |
False |
4,282 |
100 |
98.600 |
68.425 |
30.175 |
31.6% |
1.332 |
1.4% |
90% |
False |
False |
3,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.600 |
2.618 |
105.030 |
1.618 |
102.230 |
1.000 |
100.500 |
0.618 |
99.430 |
HIGH |
97.700 |
0.618 |
96.630 |
0.500 |
96.300 |
0.382 |
95.970 |
LOW |
94.900 |
0.618 |
93.170 |
1.000 |
92.100 |
1.618 |
90.370 |
2.618 |
87.570 |
4.250 |
83.000 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
96.300 |
96.513 |
PP |
96.020 |
96.162 |
S1 |
95.740 |
95.811 |
|