NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
92.500 |
91.375 |
-1.125 |
-1.2% |
88.300 |
| High |
93.375 |
91.900 |
-1.475 |
-1.6% |
94.850 |
| Low |
90.550 |
89.500 |
-1.050 |
-1.2% |
87.100 |
| Close |
91.270 |
90.630 |
-0.640 |
-0.7% |
91.270 |
| Range |
2.825 |
2.400 |
-0.425 |
-15.0% |
7.750 |
| ATR |
3.241 |
3.181 |
-0.060 |
-1.9% |
0.000 |
| Volume |
17,094 |
16,926 |
-168 |
-1.0% |
87,546 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.877 |
96.653 |
91.950 |
|
| R3 |
95.477 |
94.253 |
91.290 |
|
| R2 |
93.077 |
93.077 |
91.070 |
|
| R1 |
91.853 |
91.853 |
90.850 |
91.265 |
| PP |
90.677 |
90.677 |
90.677 |
90.383 |
| S1 |
89.453 |
89.453 |
90.410 |
88.865 |
| S2 |
88.277 |
88.277 |
90.190 |
|
| S3 |
85.877 |
87.053 |
89.970 |
|
| S4 |
83.477 |
84.653 |
89.310 |
|
|
| 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 |
88.000 |
6.850 |
7.6% |
3.275 |
3.6% |
38% |
False |
False |
17,531 |
| 10 |
94.850 |
85.850 |
9.000 |
9.9% |
3.368 |
3.7% |
53% |
False |
False |
18,618 |
| 20 |
99.200 |
85.850 |
13.350 |
14.7% |
3.335 |
3.7% |
36% |
False |
False |
18,471 |
| 40 |
99.200 |
83.975 |
15.225 |
16.8% |
3.099 |
3.4% |
44% |
False |
False |
10,085 |
| 60 |
99.200 |
76.750 |
22.450 |
24.8% |
2.516 |
2.8% |
62% |
False |
False |
6,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.100 |
|
2.618 |
98.183 |
|
1.618 |
95.783 |
|
1.000 |
94.300 |
|
0.618 |
93.383 |
|
HIGH |
91.900 |
|
0.618 |
90.983 |
|
0.500 |
90.700 |
|
0.382 |
90.417 |
|
LOW |
89.500 |
|
0.618 |
88.017 |
|
1.000 |
87.100 |
|
1.618 |
85.617 |
|
2.618 |
83.217 |
|
4.250 |
79.300 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
90.700 |
92.175 |
| PP |
90.677 |
91.660 |
| S1 |
90.653 |
91.145 |
|