NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
94.050 |
92.500 |
-1.550 |
-1.6% |
88.300 |
| High |
94.850 |
93.375 |
-1.475 |
-1.6% |
94.850 |
| Low |
91.825 |
90.550 |
-1.275 |
-1.4% |
87.100 |
| Close |
92.250 |
91.270 |
-0.980 |
-1.1% |
91.270 |
| Range |
3.025 |
2.825 |
-0.200 |
-6.6% |
7.750 |
| ATR |
3.273 |
3.241 |
-0.032 |
-1.0% |
0.000 |
| Volume |
23,038 |
17,094 |
-5,944 |
-25.8% |
87,546 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.207 |
98.563 |
92.824 |
|
| R3 |
97.382 |
95.738 |
92.047 |
|
| R2 |
94.557 |
94.557 |
91.788 |
|
| R1 |
92.913 |
92.913 |
91.529 |
92.323 |
| PP |
91.732 |
91.732 |
91.732 |
91.436 |
| S1 |
90.088 |
90.088 |
91.011 |
89.498 |
| S2 |
88.907 |
88.907 |
90.752 |
|
| S3 |
86.082 |
87.263 |
90.493 |
|
| S4 |
83.257 |
84.438 |
89.716 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.323 |
110.547 |
95.533 |
|
| R3 |
106.573 |
102.797 |
93.401 |
|
| R2 |
98.823 |
98.823 |
92.691 |
|
| R1 |
95.047 |
95.047 |
91.980 |
96.935 |
| PP |
91.073 |
91.073 |
91.073 |
92.018 |
| S1 |
87.297 |
87.297 |
90.560 |
89.185 |
| S2 |
83.323 |
83.323 |
89.849 |
|
| S3 |
75.573 |
79.547 |
89.139 |
|
| S4 |
67.823 |
71.797 |
87.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.850 |
87.100 |
7.750 |
8.5% |
3.330 |
3.6% |
54% |
False |
False |
17,509 |
| 10 |
94.850 |
85.850 |
9.000 |
9.9% |
3.410 |
3.7% |
60% |
False |
False |
19,044 |
| 20 |
99.200 |
85.850 |
13.350 |
14.6% |
3.345 |
3.7% |
41% |
False |
False |
18,301 |
| 40 |
99.200 |
83.975 |
15.225 |
16.7% |
3.083 |
3.4% |
48% |
False |
False |
9,662 |
| 60 |
99.200 |
76.750 |
22.450 |
24.6% |
2.476 |
2.7% |
65% |
False |
False |
6,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.381 |
|
2.618 |
100.771 |
|
1.618 |
97.946 |
|
1.000 |
96.200 |
|
0.618 |
95.121 |
|
HIGH |
93.375 |
|
0.618 |
92.296 |
|
0.500 |
91.963 |
|
0.382 |
91.629 |
|
LOW |
90.550 |
|
0.618 |
88.804 |
|
1.000 |
87.725 |
|
1.618 |
85.979 |
|
2.618 |
83.154 |
|
4.250 |
78.544 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
91.963 |
92.050 |
| PP |
91.732 |
91.790 |
| S1 |
91.501 |
91.530 |
|