NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
95.800 |
95.975 |
0.175 |
0.2% |
95.925 |
High |
97.700 |
96.675 |
-1.025 |
-1.0% |
98.600 |
Low |
94.900 |
94.550 |
-0.350 |
-0.4% |
93.725 |
Close |
95.460 |
96.320 |
0.860 |
0.9% |
96.320 |
Range |
2.800 |
2.125 |
-0.675 |
-24.1% |
4.875 |
ATR |
2.813 |
2.764 |
-0.049 |
-1.7% |
0.000 |
Volume |
44,512 |
27,157 |
-17,355 |
-39.0% |
122,874 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.223 |
101.397 |
97.489 |
|
R3 |
100.098 |
99.272 |
96.904 |
|
R2 |
97.973 |
97.973 |
96.710 |
|
R1 |
97.147 |
97.147 |
96.515 |
97.560 |
PP |
95.848 |
95.848 |
95.848 |
96.055 |
S1 |
95.022 |
95.022 |
96.125 |
95.435 |
S2 |
93.723 |
93.723 |
95.930 |
|
S3 |
91.598 |
92.897 |
95.736 |
|
S4 |
89.473 |
90.772 |
95.151 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.840 |
108.455 |
99.001 |
|
R3 |
105.965 |
103.580 |
97.661 |
|
R2 |
101.090 |
101.090 |
97.214 |
|
R1 |
98.705 |
98.705 |
96.767 |
99.898 |
PP |
96.215 |
96.215 |
96.215 |
96.811 |
S1 |
93.830 |
93.830 |
95.873 |
95.023 |
S2 |
91.340 |
91.340 |
95.426 |
|
S3 |
86.465 |
88.955 |
94.979 |
|
S4 |
81.590 |
84.080 |
93.639 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.600 |
93.725 |
4.875 |
5.1% |
2.800 |
2.9% |
53% |
False |
False |
24,574 |
10 |
98.600 |
88.900 |
9.700 |
10.1% |
3.408 |
3.5% |
76% |
False |
False |
24,701 |
20 |
98.600 |
82.525 |
16.075 |
16.7% |
2.953 |
3.1% |
86% |
False |
False |
17,965 |
40 |
98.600 |
76.500 |
22.100 |
22.9% |
2.371 |
2.5% |
90% |
False |
False |
9,227 |
60 |
98.600 |
68.425 |
30.175 |
31.3% |
1.909 |
2.0% |
92% |
False |
False |
6,159 |
80 |
98.600 |
68.425 |
30.175 |
31.3% |
1.658 |
1.7% |
92% |
False |
False |
4,621 |
100 |
98.600 |
68.425 |
30.175 |
31.3% |
1.353 |
1.4% |
92% |
False |
False |
3,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.706 |
2.618 |
102.238 |
1.618 |
100.113 |
1.000 |
98.800 |
0.618 |
97.988 |
HIGH |
96.675 |
0.618 |
95.863 |
0.500 |
95.613 |
0.382 |
95.362 |
LOW |
94.550 |
0.618 |
93.237 |
1.000 |
92.425 |
1.618 |
91.112 |
2.618 |
88.987 |
4.250 |
85.519 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
96.084 |
96.575 |
PP |
95.848 |
96.490 |
S1 |
95.613 |
96.405 |
|