NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
86.875 |
85.925 |
-0.950 |
-1.1% |
81.575 |
High |
87.175 |
85.975 |
-1.200 |
-1.4% |
87.175 |
Low |
85.400 |
84.300 |
-1.100 |
-1.3% |
81.575 |
Close |
85.920 |
85.210 |
-0.710 |
-0.8% |
85.920 |
Range |
1.775 |
1.675 |
-0.100 |
-5.6% |
5.600 |
ATR |
1.379 |
1.400 |
0.021 |
1.5% |
0.000 |
Volume |
25 |
76 |
51 |
204.0% |
257 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.187 |
89.373 |
86.131 |
|
R3 |
88.512 |
87.698 |
85.671 |
|
R2 |
86.837 |
86.837 |
85.517 |
|
R1 |
86.023 |
86.023 |
85.364 |
85.593 |
PP |
85.162 |
85.162 |
85.162 |
84.946 |
S1 |
84.348 |
84.348 |
85.056 |
83.918 |
S2 |
83.487 |
83.487 |
84.903 |
|
S3 |
81.812 |
82.673 |
84.749 |
|
S4 |
80.137 |
80.998 |
84.289 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.690 |
99.405 |
89.000 |
|
R3 |
96.090 |
93.805 |
87.460 |
|
R2 |
90.490 |
90.490 |
86.947 |
|
R1 |
88.205 |
88.205 |
86.433 |
89.348 |
PP |
84.890 |
84.890 |
84.890 |
85.461 |
S1 |
82.605 |
82.605 |
85.407 |
83.748 |
S2 |
79.290 |
79.290 |
84.893 |
|
S3 |
73.690 |
77.005 |
84.380 |
|
S4 |
68.090 |
71.405 |
82.840 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.094 |
2.618 |
90.360 |
1.618 |
88.685 |
1.000 |
87.650 |
0.618 |
87.010 |
HIGH |
85.975 |
0.618 |
85.335 |
0.500 |
85.138 |
0.382 |
84.940 |
LOW |
84.300 |
0.618 |
83.265 |
1.000 |
82.625 |
1.618 |
81.590 |
2.618 |
79.915 |
4.250 |
77.181 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
85.186 |
85.738 |
PP |
85.162 |
85.562 |
S1 |
85.138 |
85.386 |
|