NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 07-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
87.275 |
90.525 |
3.250 |
3.7% |
88.800 |
High |
90.700 |
90.625 |
-0.075 |
-0.1% |
90.700 |
Low |
85.850 |
87.075 |
1.225 |
1.4% |
85.850 |
Close |
90.230 |
88.280 |
-1.950 |
-2.2% |
88.280 |
Range |
4.850 |
3.550 |
-1.300 |
-26.8% |
4.850 |
ATR |
3.158 |
3.186 |
0.028 |
0.9% |
0.000 |
Volume |
21,267 |
21,353 |
86 |
0.4% |
102,895 |
|
Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.310 |
97.345 |
90.233 |
|
R3 |
95.760 |
93.795 |
89.256 |
|
R2 |
92.210 |
92.210 |
88.931 |
|
R1 |
90.245 |
90.245 |
88.605 |
89.453 |
PP |
88.660 |
88.660 |
88.660 |
88.264 |
S1 |
86.695 |
86.695 |
87.955 |
85.903 |
S2 |
85.110 |
85.110 |
87.629 |
|
S3 |
81.560 |
83.145 |
87.304 |
|
S4 |
78.010 |
79.595 |
86.328 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.827 |
100.403 |
90.948 |
|
R3 |
97.977 |
95.553 |
89.614 |
|
R2 |
93.127 |
93.127 |
89.169 |
|
R1 |
90.703 |
90.703 |
88.725 |
89.490 |
PP |
88.277 |
88.277 |
88.277 |
87.670 |
S1 |
85.853 |
85.853 |
87.835 |
84.640 |
S2 |
83.427 |
83.427 |
87.391 |
|
S3 |
78.577 |
81.003 |
86.946 |
|
S4 |
73.727 |
76.153 |
85.613 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.700 |
85.850 |
4.850 |
5.5% |
3.490 |
4.0% |
50% |
False |
False |
20,579 |
10 |
99.100 |
85.850 |
13.250 |
15.0% |
3.588 |
4.1% |
18% |
False |
False |
19,773 |
20 |
99.200 |
85.850 |
13.350 |
15.1% |
3.241 |
3.7% |
18% |
False |
False |
14,593 |
40 |
99.200 |
80.950 |
18.250 |
20.7% |
2.919 |
3.3% |
40% |
False |
False |
7,480 |
60 |
99.200 |
76.150 |
23.050 |
26.1% |
2.203 |
2.5% |
53% |
False |
False |
4,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.713 |
2.618 |
99.919 |
1.618 |
96.369 |
1.000 |
94.175 |
0.618 |
92.819 |
HIGH |
90.625 |
0.618 |
89.269 |
0.500 |
88.850 |
0.382 |
88.431 |
LOW |
87.075 |
0.618 |
84.881 |
1.000 |
83.525 |
1.618 |
81.331 |
2.618 |
77.781 |
4.250 |
71.988 |
|
|
Fisher Pivots for day following 07-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
88.850 |
88.278 |
PP |
88.660 |
88.277 |
S1 |
88.470 |
88.275 |
|