NYMEX miNY Light Sweet Crude Oil Future November 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
80.200 |
81.250 |
1.050 |
1.3% |
81.575 |
| High |
81.350 |
83.675 |
2.325 |
2.9% |
82.000 |
| Low |
79.700 |
81.250 |
1.550 |
1.9% |
78.875 |
| Close |
81.300 |
83.080 |
1.780 |
2.2% |
81.220 |
| Range |
1.650 |
2.425 |
0.775 |
47.0% |
3.125 |
| ATR |
1.899 |
1.936 |
0.038 |
2.0% |
0.000 |
| Volume |
18,684 |
13,939 |
-4,745 |
-25.4% |
93,659 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.943 |
88.937 |
84.414 |
|
| R3 |
87.518 |
86.512 |
83.747 |
|
| R2 |
85.093 |
85.093 |
83.525 |
|
| R1 |
84.087 |
84.087 |
83.302 |
84.590 |
| PP |
82.668 |
82.668 |
82.668 |
82.920 |
| S1 |
81.662 |
81.662 |
82.858 |
82.165 |
| S2 |
80.243 |
80.243 |
82.635 |
|
| S3 |
77.818 |
79.237 |
82.413 |
|
| S4 |
75.393 |
76.812 |
81.746 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.073 |
88.772 |
82.939 |
|
| R3 |
86.948 |
85.647 |
82.079 |
|
| R2 |
83.823 |
83.823 |
81.793 |
|
| R1 |
82.522 |
82.522 |
81.506 |
81.610 |
| PP |
80.698 |
80.698 |
80.698 |
80.243 |
| S1 |
79.397 |
79.397 |
80.934 |
78.485 |
| S2 |
77.573 |
77.573 |
80.647 |
|
| S3 |
74.448 |
76.272 |
80.361 |
|
| S4 |
71.323 |
73.147 |
79.501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.675 |
78.350 |
5.325 |
6.4% |
2.175 |
2.6% |
89% |
True |
False |
17,228 |
| 10 |
83.750 |
78.350 |
5.400 |
6.5% |
2.148 |
2.6% |
88% |
False |
False |
18,002 |
| 20 |
83.750 |
77.275 |
6.475 |
7.8% |
2.009 |
2.4% |
90% |
False |
False |
14,292 |
| 40 |
83.750 |
68.525 |
15.225 |
18.3% |
1.688 |
2.0% |
96% |
False |
False |
7,307 |
| 60 |
83.750 |
68.525 |
15.225 |
18.3% |
1.473 |
1.8% |
96% |
False |
False |
4,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.981 |
|
2.618 |
90.024 |
|
1.618 |
87.599 |
|
1.000 |
86.100 |
|
0.618 |
85.174 |
|
HIGH |
83.675 |
|
0.618 |
82.749 |
|
0.500 |
82.463 |
|
0.382 |
82.176 |
|
LOW |
81.250 |
|
0.618 |
79.751 |
|
1.000 |
78.825 |
|
1.618 |
77.326 |
|
2.618 |
74.901 |
|
4.250 |
70.944 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
82.874 |
82.399 |
| PP |
82.668 |
81.718 |
| S1 |
82.463 |
81.038 |
|