NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 10-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
90.525 |
88.300 |
-2.225 |
-2.5% |
88.800 |
High |
90.625 |
89.775 |
-0.850 |
-0.9% |
90.700 |
Low |
87.075 |
87.100 |
0.025 |
0.0% |
85.850 |
Close |
88.280 |
87.860 |
-0.420 |
-0.5% |
88.280 |
Range |
3.550 |
2.675 |
-0.875 |
-24.6% |
4.850 |
ATR |
3.186 |
3.150 |
-0.037 |
-1.1% |
0.000 |
Volume |
21,353 |
16,814 |
-4,539 |
-21.3% |
102,895 |
|
Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.270 |
94.740 |
89.331 |
|
R3 |
93.595 |
92.065 |
88.596 |
|
R2 |
90.920 |
90.920 |
88.350 |
|
R1 |
89.390 |
89.390 |
88.105 |
88.818 |
PP |
88.245 |
88.245 |
88.245 |
87.959 |
S1 |
86.715 |
86.715 |
87.615 |
86.143 |
S2 |
85.570 |
85.570 |
87.370 |
|
S3 |
82.895 |
84.040 |
87.124 |
|
S4 |
80.220 |
81.365 |
86.389 |
|
|
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% |
3.460 |
3.9% |
41% |
False |
False |
19,705 |
10 |
97.300 |
85.850 |
11.450 |
13.0% |
3.598 |
4.1% |
18% |
False |
False |
20,681 |
20 |
99.200 |
85.850 |
13.350 |
15.2% |
3.284 |
3.7% |
15% |
False |
False |
15,389 |
40 |
99.200 |
81.575 |
17.625 |
20.1% |
2.956 |
3.4% |
36% |
False |
False |
7,900 |
60 |
99.200 |
76.700 |
22.500 |
25.6% |
2.247 |
2.6% |
50% |
False |
False |
5,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.144 |
2.618 |
96.778 |
1.618 |
94.103 |
1.000 |
92.450 |
0.618 |
91.428 |
HIGH |
89.775 |
0.618 |
88.753 |
0.500 |
88.438 |
0.382 |
88.122 |
LOW |
87.100 |
0.618 |
85.447 |
1.000 |
84.425 |
1.618 |
82.772 |
2.618 |
80.097 |
4.250 |
75.731 |
|
|
Fisher Pivots for day following 10-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
88.438 |
88.275 |
PP |
88.245 |
88.137 |
S1 |
88.053 |
87.998 |
|