NYMEX miNY Light Sweet Crude Oil Future November 2007
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
86.450 |
87.425 |
0.975 |
1.1% |
80.925 |
| High |
88.150 |
88.875 |
0.725 |
0.8% |
83.975 |
| Low |
86.125 |
86.900 |
0.775 |
0.9% |
78.350 |
| Close |
87.425 |
87.400 |
-0.025 |
0.0% |
83.690 |
| Range |
2.025 |
1.975 |
-0.050 |
-2.5% |
5.625 |
| ATR |
1.984 |
1.984 |
-0.001 |
0.0% |
0.000 |
| Volume |
16,152 |
26,054 |
9,902 |
61.3% |
83,275 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.650 |
92.500 |
88.486 |
|
| R3 |
91.675 |
90.525 |
87.943 |
|
| R2 |
89.700 |
89.700 |
87.762 |
|
| R1 |
88.550 |
88.550 |
87.581 |
88.138 |
| PP |
87.725 |
87.725 |
87.725 |
87.519 |
| S1 |
86.575 |
86.575 |
87.219 |
86.163 |
| S2 |
85.750 |
85.750 |
87.038 |
|
| S3 |
83.775 |
84.600 |
86.857 |
|
| S4 |
81.800 |
82.625 |
86.314 |
|
|
| 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 |
88.875 |
81.250 |
7.625 |
8.7% |
2.175 |
2.5% |
81% |
True |
False |
17,660 |
| 10 |
88.875 |
78.350 |
10.525 |
12.0% |
2.218 |
2.5% |
86% |
True |
False |
17,720 |
| 20 |
88.875 |
78.350 |
10.525 |
12.0% |
2.056 |
2.4% |
86% |
True |
False |
17,547 |
| 40 |
88.875 |
68.750 |
20.125 |
23.0% |
1.759 |
2.0% |
93% |
True |
False |
9,156 |
| 60 |
88.875 |
68.525 |
20.350 |
23.3% |
1.536 |
1.8% |
93% |
True |
False |
6,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.269 |
|
2.618 |
94.046 |
|
1.618 |
92.071 |
|
1.000 |
90.850 |
|
0.618 |
90.096 |
|
HIGH |
88.875 |
|
0.618 |
88.121 |
|
0.500 |
87.888 |
|
0.382 |
87.654 |
|
LOW |
86.900 |
|
0.618 |
85.679 |
|
1.000 |
84.925 |
|
1.618 |
83.704 |
|
2.618 |
81.729 |
|
4.250 |
78.506 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.888 |
86.996 |
| PP |
87.725 |
86.592 |
| S1 |
87.563 |
86.188 |
|