NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
80.750 |
80.375 |
-0.375 |
-0.5% |
80.425 |
| High |
80.900 |
80.400 |
-0.500 |
-0.6% |
80.925 |
| Low |
79.925 |
77.825 |
-2.100 |
-2.6% |
77.950 |
| Close |
80.620 |
78.400 |
-2.220 |
-2.8% |
80.620 |
| Range |
0.975 |
2.575 |
1.600 |
164.1% |
2.975 |
| ATR |
1.531 |
1.621 |
0.090 |
5.9% |
0.000 |
| Volume |
322 |
273 |
-49 |
-15.2% |
2,257 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.600 |
85.075 |
79.816 |
|
| R3 |
84.025 |
82.500 |
79.108 |
|
| R2 |
81.450 |
81.450 |
78.872 |
|
| R1 |
79.925 |
79.925 |
78.636 |
79.400 |
| PP |
78.875 |
78.875 |
78.875 |
78.613 |
| S1 |
77.350 |
77.350 |
78.164 |
76.825 |
| S2 |
76.300 |
76.300 |
77.928 |
|
| S3 |
73.725 |
74.775 |
77.692 |
|
| S4 |
71.150 |
72.200 |
76.984 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.757 |
87.663 |
82.256 |
|
| R3 |
85.782 |
84.688 |
81.438 |
|
| R2 |
82.807 |
82.807 |
81.165 |
|
| R1 |
81.713 |
81.713 |
80.893 |
82.260 |
| PP |
79.832 |
79.832 |
79.832 |
80.105 |
| S1 |
78.738 |
78.738 |
80.347 |
79.285 |
| S2 |
76.857 |
76.857 |
80.075 |
|
| S3 |
73.882 |
75.763 |
79.802 |
|
| S4 |
70.907 |
72.788 |
78.984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.925 |
77.825 |
3.100 |
4.0% |
1.755 |
2.2% |
19% |
False |
True |
337 |
| 10 |
82.425 |
77.350 |
5.075 |
6.5% |
1.958 |
2.5% |
21% |
False |
False |
495 |
| 20 |
82.425 |
74.600 |
7.825 |
10.0% |
1.656 |
2.1% |
49% |
False |
False |
318 |
| 40 |
82.425 |
68.425 |
14.000 |
17.9% |
1.340 |
1.7% |
71% |
False |
False |
169 |
| 60 |
82.425 |
68.425 |
14.000 |
17.9% |
1.123 |
1.4% |
71% |
False |
False |
115 |
| 80 |
82.425 |
68.425 |
14.000 |
17.9% |
0.870 |
1.1% |
71% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.344 |
|
2.618 |
87.141 |
|
1.618 |
84.566 |
|
1.000 |
82.975 |
|
0.618 |
81.991 |
|
HIGH |
80.400 |
|
0.618 |
79.416 |
|
0.500 |
79.113 |
|
0.382 |
78.809 |
|
LOW |
77.825 |
|
0.618 |
76.234 |
|
1.000 |
75.250 |
|
1.618 |
73.659 |
|
2.618 |
71.084 |
|
4.250 |
66.881 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
79.113 |
79.375 |
| PP |
78.875 |
79.050 |
| S1 |
78.638 |
78.725 |
|