NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
81.575 |
84.525 |
2.950 |
3.6% |
79.000 |
High |
84.800 |
85.925 |
1.125 |
1.3% |
82.150 |
Low |
81.575 |
84.225 |
2.650 |
3.2% |
77.300 |
Close |
84.250 |
85.580 |
1.330 |
1.6% |
81.930 |
Range |
3.225 |
1.700 |
-1.525 |
-47.3% |
4.850 |
ATR |
1.212 |
1.247 |
0.035 |
2.9% |
0.000 |
Volume |
15 |
16 |
1 |
6.7% |
34 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.343 |
89.662 |
86.515 |
|
R3 |
88.643 |
87.962 |
86.048 |
|
R2 |
86.943 |
86.943 |
85.892 |
|
R1 |
86.262 |
86.262 |
85.736 |
86.603 |
PP |
85.243 |
85.243 |
85.243 |
85.414 |
S1 |
84.562 |
84.562 |
85.424 |
84.903 |
S2 |
83.543 |
83.543 |
85.268 |
|
S3 |
81.843 |
82.862 |
85.113 |
|
S4 |
80.143 |
81.162 |
84.645 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.010 |
93.320 |
84.598 |
|
R3 |
90.160 |
88.470 |
83.264 |
|
R2 |
85.310 |
85.310 |
82.819 |
|
R1 |
83.620 |
83.620 |
82.375 |
84.465 |
PP |
80.460 |
80.460 |
80.460 |
80.883 |
S1 |
78.770 |
78.770 |
81.485 |
79.615 |
S2 |
75.610 |
75.610 |
81.041 |
|
S3 |
70.760 |
73.920 |
80.596 |
|
S4 |
65.910 |
69.070 |
79.263 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.150 |
2.618 |
90.376 |
1.618 |
88.676 |
1.000 |
87.625 |
0.618 |
86.976 |
HIGH |
85.925 |
0.618 |
85.276 |
0.500 |
85.075 |
0.382 |
84.874 |
LOW |
84.225 |
0.618 |
83.174 |
1.000 |
82.525 |
1.618 |
81.474 |
2.618 |
79.774 |
4.250 |
77.000 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
85.412 |
84.866 |
PP |
85.243 |
84.152 |
S1 |
85.075 |
83.438 |
|