NYMEX miNY Light Sweet Crude Oil Future November 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
81.250 |
82.950 |
1.700 |
2.1% |
80.925 |
| High |
83.675 |
83.975 |
0.300 |
0.4% |
83.975 |
| Low |
81.250 |
82.700 |
1.450 |
1.8% |
78.350 |
| Close |
83.080 |
83.690 |
0.610 |
0.7% |
83.690 |
| Range |
2.425 |
1.275 |
-1.150 |
-47.4% |
5.625 |
| ATR |
1.936 |
1.889 |
-0.047 |
-2.4% |
0.000 |
| Volume |
13,939 |
18,591 |
4,652 |
33.4% |
83,275 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.280 |
86.760 |
84.391 |
|
| R3 |
86.005 |
85.485 |
84.041 |
|
| R2 |
84.730 |
84.730 |
83.924 |
|
| R1 |
84.210 |
84.210 |
83.807 |
84.470 |
| PP |
83.455 |
83.455 |
83.455 |
83.585 |
| S1 |
82.935 |
82.935 |
83.573 |
83.195 |
| S2 |
82.180 |
82.180 |
83.456 |
|
| S3 |
80.905 |
81.660 |
83.339 |
|
| S4 |
79.630 |
80.385 |
82.989 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.880 |
96.910 |
86.784 |
|
| R3 |
93.255 |
91.285 |
85.237 |
|
| R2 |
87.630 |
87.630 |
84.721 |
|
| R1 |
85.660 |
85.660 |
84.206 |
86.645 |
| PP |
82.005 |
82.005 |
82.005 |
82.498 |
| S1 |
80.035 |
80.035 |
83.174 |
81.020 |
| S2 |
76.380 |
76.380 |
82.659 |
|
| S3 |
70.755 |
74.410 |
82.143 |
|
| S4 |
65.130 |
68.785 |
80.596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.975 |
78.350 |
5.625 |
6.7% |
2.195 |
2.6% |
95% |
True |
False |
16,655 |
| 10 |
83.975 |
78.350 |
5.625 |
6.7% |
2.040 |
2.4% |
95% |
True |
False |
17,693 |
| 20 |
83.975 |
77.275 |
6.700 |
8.0% |
2.006 |
2.4% |
96% |
True |
False |
15,184 |
| 40 |
83.975 |
68.525 |
15.450 |
18.5% |
1.704 |
2.0% |
98% |
True |
False |
7,771 |
| 60 |
83.975 |
68.525 |
15.450 |
18.5% |
1.491 |
1.8% |
98% |
True |
False |
5,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.394 |
|
2.618 |
87.313 |
|
1.618 |
86.038 |
|
1.000 |
85.250 |
|
0.618 |
84.763 |
|
HIGH |
83.975 |
|
0.618 |
83.488 |
|
0.500 |
83.338 |
|
0.382 |
83.187 |
|
LOW |
82.700 |
|
0.618 |
81.912 |
|
1.000 |
81.425 |
|
1.618 |
80.637 |
|
2.618 |
79.362 |
|
4.250 |
77.281 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
83.573 |
83.073 |
| PP |
83.455 |
82.455 |
| S1 |
83.338 |
81.838 |
|