NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 30-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
90.850 |
92.900 |
2.050 |
2.3% |
85.925 |
High |
92.750 |
92.900 |
0.150 |
0.2% |
90.900 |
Low |
90.550 |
88.750 |
-1.800 |
-2.0% |
83.975 |
Close |
92.630 |
89.590 |
-3.040 |
-3.3% |
90.740 |
Range |
2.200 |
4.150 |
1.950 |
88.6% |
6.925 |
ATR |
1.685 |
1.861 |
0.176 |
10.4% |
0.000 |
Volume |
377 |
373 |
-4 |
-1.1% |
1,037 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.863 |
100.377 |
91.873 |
|
R3 |
98.713 |
96.227 |
90.731 |
|
R2 |
94.563 |
94.563 |
90.351 |
|
R1 |
92.077 |
92.077 |
89.970 |
91.245 |
PP |
90.413 |
90.413 |
90.413 |
89.998 |
S1 |
87.927 |
87.927 |
89.210 |
87.095 |
S2 |
86.263 |
86.263 |
88.829 |
|
S3 |
82.113 |
83.777 |
88.449 |
|
S4 |
77.963 |
79.627 |
87.308 |
|
|
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 |
110.538 |
2.618 |
103.765 |
1.618 |
99.615 |
1.000 |
97.050 |
0.618 |
95.465 |
HIGH |
92.900 |
0.618 |
91.315 |
0.500 |
90.825 |
0.382 |
90.335 |
LOW |
88.750 |
0.618 |
86.185 |
1.000 |
84.600 |
1.618 |
82.035 |
2.618 |
77.885 |
4.250 |
71.113 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
90.825 |
90.825 |
PP |
90.413 |
90.413 |
S1 |
90.002 |
90.002 |
|