NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
78.775 |
79.675 |
0.900 |
1.1% |
79.750 |
High |
79.850 |
81.425 |
1.575 |
2.0% |
80.100 |
Low |
78.650 |
79.675 |
1.025 |
1.3% |
77.275 |
Close |
79.940 |
81.490 |
1.550 |
1.9% |
79.940 |
Range |
1.200 |
1.750 |
0.550 |
45.8% |
2.825 |
ATR |
0.992 |
1.046 |
0.054 |
5.5% |
0.000 |
Volume |
8 |
5 |
-3 |
-37.5% |
61 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.113 |
85.552 |
82.453 |
|
R3 |
84.363 |
83.802 |
81.971 |
|
R2 |
82.613 |
82.613 |
81.811 |
|
R1 |
82.052 |
82.052 |
81.650 |
82.333 |
PP |
80.863 |
80.863 |
80.863 |
81.004 |
S1 |
80.302 |
80.302 |
81.330 |
80.583 |
S2 |
79.113 |
79.113 |
81.169 |
|
S3 |
77.363 |
78.552 |
81.009 |
|
S4 |
75.613 |
76.802 |
80.528 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.580 |
86.585 |
81.494 |
|
R3 |
84.755 |
83.760 |
80.717 |
|
R2 |
81.930 |
81.930 |
80.458 |
|
R1 |
80.935 |
80.935 |
80.199 |
81.433 |
PP |
79.105 |
79.105 |
79.105 |
79.354 |
S1 |
78.110 |
78.110 |
79.681 |
78.608 |
S2 |
76.280 |
76.280 |
79.422 |
|
S3 |
73.455 |
75.285 |
79.163 |
|
S4 |
70.630 |
72.460 |
78.386 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.863 |
2.618 |
86.007 |
1.618 |
84.257 |
1.000 |
83.175 |
0.618 |
82.507 |
HIGH |
81.425 |
0.618 |
80.757 |
0.500 |
80.550 |
0.382 |
80.344 |
LOW |
79.675 |
0.618 |
78.594 |
1.000 |
77.925 |
1.618 |
76.844 |
2.618 |
75.094 |
4.250 |
72.238 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
81.177 |
80.781 |
PP |
80.863 |
80.072 |
S1 |
80.550 |
79.363 |
|