NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
87.150 |
89.775 |
2.625 |
3.0% |
83.850 |
High |
89.775 |
90.075 |
0.300 |
0.3% |
90.075 |
Low |
87.125 |
87.850 |
0.725 |
0.8% |
83.500 |
Close |
89.470 |
88.600 |
-0.870 |
-1.0% |
88.600 |
Range |
2.650 |
2.225 |
-0.425 |
-16.0% |
6.575 |
ATR |
2.031 |
2.045 |
0.014 |
0.7% |
0.000 |
Volume |
29,165 |
18,824 |
-10,341 |
-35.5% |
103,761 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.517 |
94.283 |
89.824 |
|
R3 |
93.292 |
92.058 |
89.212 |
|
R2 |
91.067 |
91.067 |
89.008 |
|
R1 |
89.833 |
89.833 |
88.804 |
89.338 |
PP |
88.842 |
88.842 |
88.842 |
88.594 |
S1 |
87.608 |
87.608 |
88.396 |
87.113 |
S2 |
86.617 |
86.617 |
88.192 |
|
S3 |
84.392 |
85.383 |
87.988 |
|
S4 |
82.167 |
83.158 |
87.376 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.117 |
104.433 |
92.216 |
|
R3 |
100.542 |
97.858 |
90.408 |
|
R2 |
93.967 |
93.967 |
89.805 |
|
R1 |
91.283 |
91.283 |
89.203 |
92.625 |
PP |
87.392 |
87.392 |
87.392 |
88.063 |
S1 |
84.708 |
84.708 |
87.997 |
86.050 |
S2 |
80.817 |
80.817 |
87.395 |
|
S3 |
74.242 |
78.133 |
86.792 |
|
S4 |
67.667 |
71.558 |
84.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.075 |
83.500 |
6.575 |
7.4% |
2.410 |
2.7% |
78% |
True |
False |
20,752 |
10 |
90.075 |
78.350 |
11.725 |
13.2% |
2.303 |
2.6% |
87% |
True |
False |
18,703 |
20 |
90.075 |
78.350 |
11.725 |
13.2% |
2.129 |
2.4% |
87% |
True |
False |
18,585 |
40 |
90.075 |
69.875 |
20.200 |
22.8% |
1.817 |
2.1% |
93% |
True |
False |
10,339 |
60 |
90.075 |
68.525 |
21.550 |
24.3% |
1.576 |
1.8% |
93% |
True |
False |
6,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.531 |
2.618 |
95.900 |
1.618 |
93.675 |
1.000 |
92.300 |
0.618 |
91.450 |
HIGH |
90.075 |
0.618 |
89.225 |
0.500 |
88.963 |
0.382 |
88.700 |
LOW |
87.850 |
0.618 |
86.475 |
1.000 |
85.625 |
1.618 |
84.250 |
2.618 |
82.025 |
4.250 |
78.394 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
88.963 |
88.563 |
PP |
88.842 |
88.525 |
S1 |
88.721 |
88.488 |
|