NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
89.500 |
94.050 |
4.550 |
5.1% |
88.800 |
| High |
94.825 |
94.850 |
0.025 |
0.0% |
90.700 |
| Low |
89.250 |
91.825 |
2.575 |
2.9% |
85.850 |
| Close |
94.390 |
92.250 |
-2.140 |
-2.3% |
88.280 |
| Range |
5.575 |
3.025 |
-2.550 |
-45.7% |
4.850 |
| ATR |
3.292 |
3.273 |
-0.019 |
-0.6% |
0.000 |
| Volume |
13,508 |
23,038 |
9,530 |
70.6% |
102,895 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.050 |
100.175 |
93.914 |
|
| R3 |
99.025 |
97.150 |
93.082 |
|
| R2 |
96.000 |
96.000 |
92.805 |
|
| R1 |
94.125 |
94.125 |
92.527 |
93.550 |
| PP |
92.975 |
92.975 |
92.975 |
92.688 |
| S1 |
91.100 |
91.100 |
91.973 |
90.525 |
| S2 |
89.950 |
89.950 |
91.695 |
|
| S3 |
86.925 |
88.075 |
91.418 |
|
| S4 |
83.900 |
85.050 |
90.586 |
|
|
| 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 |
94.850 |
87.075 |
7.775 |
8.4% |
3.475 |
3.8% |
67% |
True |
False |
18,361 |
| 10 |
94.850 |
85.850 |
9.000 |
9.8% |
3.438 |
3.7% |
71% |
True |
False |
20,290 |
| 20 |
99.200 |
85.850 |
13.350 |
14.5% |
3.345 |
3.6% |
48% |
False |
False |
17,664 |
| 40 |
99.200 |
83.975 |
15.225 |
16.5% |
3.067 |
3.3% |
54% |
False |
False |
9,235 |
| 60 |
99.200 |
76.750 |
22.450 |
24.3% |
2.433 |
2.6% |
69% |
False |
False |
6,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.706 |
|
2.618 |
102.769 |
|
1.618 |
99.744 |
|
1.000 |
97.875 |
|
0.618 |
96.719 |
|
HIGH |
94.850 |
|
0.618 |
93.694 |
|
0.500 |
93.338 |
|
0.382 |
92.981 |
|
LOW |
91.825 |
|
0.618 |
89.956 |
|
1.000 |
88.800 |
|
1.618 |
86.931 |
|
2.618 |
83.906 |
|
4.250 |
78.969 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
93.338 |
91.975 |
| PP |
92.975 |
91.700 |
| S1 |
92.613 |
91.425 |
|