NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 04-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
88.800 |
89.525 |
0.725 |
0.8% |
98.175 |
High |
89.975 |
89.975 |
0.000 |
0.0% |
99.100 |
Low |
87.150 |
87.325 |
0.175 |
0.2% |
88.450 |
Close |
89.310 |
88.320 |
-0.990 |
-1.1% |
88.710 |
Range |
2.825 |
2.650 |
-0.175 |
-6.2% |
10.650 |
ATR |
3.012 |
2.986 |
-0.026 |
-0.9% |
0.000 |
Volume |
21,182 |
21,720 |
538 |
2.5% |
94,839 |
|
Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.490 |
95.055 |
89.778 |
|
R3 |
93.840 |
92.405 |
89.049 |
|
R2 |
91.190 |
91.190 |
88.806 |
|
R1 |
89.755 |
89.755 |
88.563 |
89.148 |
PP |
88.540 |
88.540 |
88.540 |
88.236 |
S1 |
87.105 |
87.105 |
88.077 |
86.498 |
S2 |
85.890 |
85.890 |
87.834 |
|
S3 |
83.240 |
84.455 |
87.591 |
|
S4 |
80.590 |
81.805 |
86.863 |
|
|
Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.037 |
117.023 |
94.568 |
|
R3 |
113.387 |
106.373 |
91.639 |
|
R2 |
102.737 |
102.737 |
90.663 |
|
R1 |
95.723 |
95.723 |
89.686 |
93.905 |
PP |
92.087 |
92.087 |
92.087 |
91.178 |
S1 |
85.073 |
85.073 |
87.734 |
83.255 |
S2 |
81.437 |
81.437 |
86.758 |
|
S3 |
70.787 |
74.423 |
85.781 |
|
S4 |
60.137 |
63.773 |
82.853 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.225 |
87.150 |
8.075 |
9.1% |
3.645 |
4.1% |
14% |
False |
False |
22,606 |
10 |
99.200 |
87.150 |
12.050 |
13.6% |
3.370 |
3.8% |
10% |
False |
False |
18,936 |
20 |
99.200 |
87.150 |
12.050 |
13.6% |
3.083 |
3.5% |
10% |
False |
False |
11,737 |
40 |
99.200 |
77.300 |
21.900 |
24.8% |
2.744 |
3.1% |
50% |
False |
False |
5,980 |
60 |
99.200 |
74.700 |
24.500 |
27.7% |
2.003 |
2.3% |
56% |
False |
False |
3,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.238 |
2.618 |
96.913 |
1.618 |
94.263 |
1.000 |
92.625 |
0.618 |
91.613 |
HIGH |
89.975 |
0.618 |
88.963 |
0.500 |
88.650 |
0.382 |
88.337 |
LOW |
87.325 |
0.618 |
85.687 |
1.000 |
84.675 |
1.618 |
83.037 |
2.618 |
80.387 |
4.250 |
76.063 |
|
|
Fisher Pivots for day following 04-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
88.650 |
89.350 |
PP |
88.540 |
89.007 |
S1 |
88.430 |
88.663 |
|