NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 26-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
86.500 |
89.600 |
3.100 |
3.6% |
85.925 |
High |
89.250 |
90.900 |
1.650 |
1.8% |
90.900 |
Low |
86.475 |
89.075 |
2.600 |
3.0% |
83.975 |
Close |
89.240 |
90.740 |
1.500 |
1.7% |
90.740 |
Range |
2.775 |
1.825 |
-0.950 |
-34.2% |
6.925 |
ATR |
1.632 |
1.646 |
0.014 |
0.8% |
0.000 |
Volume |
248 |
332 |
84 |
33.9% |
1,037 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.713 |
95.052 |
91.744 |
|
R3 |
93.888 |
93.227 |
91.242 |
|
R2 |
92.063 |
92.063 |
91.075 |
|
R1 |
91.402 |
91.402 |
90.907 |
91.733 |
PP |
90.238 |
90.238 |
90.238 |
90.404 |
S1 |
89.577 |
89.577 |
90.573 |
89.908 |
S2 |
88.413 |
88.413 |
90.405 |
|
S3 |
86.588 |
87.752 |
90.238 |
|
S4 |
84.763 |
85.927 |
89.736 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.313 |
106.952 |
94.549 |
|
R3 |
102.388 |
100.027 |
92.644 |
|
R2 |
95.463 |
95.463 |
92.010 |
|
R1 |
93.102 |
93.102 |
91.375 |
94.283 |
PP |
88.538 |
88.538 |
88.538 |
89.129 |
S1 |
86.177 |
86.177 |
90.105 |
87.358 |
S2 |
81.613 |
81.613 |
89.470 |
|
S3 |
74.688 |
79.252 |
88.836 |
|
S4 |
67.763 |
72.327 |
86.931 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.656 |
2.618 |
95.678 |
1.618 |
93.853 |
1.000 |
92.725 |
0.618 |
92.028 |
HIGH |
90.900 |
0.618 |
90.203 |
0.500 |
89.988 |
0.382 |
89.772 |
LOW |
89.075 |
0.618 |
87.947 |
1.000 |
87.250 |
1.618 |
86.122 |
2.618 |
84.297 |
4.250 |
81.319 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
90.489 |
89.639 |
PP |
90.238 |
88.538 |
S1 |
89.988 |
87.438 |
|