NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
82.800 |
85.400 |
2.600 |
3.1% |
80.375 |
| High |
85.600 |
88.150 |
2.550 |
3.0% |
83.000 |
| Low |
82.525 |
85.100 |
2.575 |
3.1% |
77.800 |
| Close |
85.130 |
86.580 |
1.450 |
1.7% |
82.740 |
| Range |
3.075 |
3.050 |
-0.025 |
-0.8% |
5.200 |
| ATR |
1.771 |
1.863 |
0.091 |
5.2% |
0.000 |
| Volume |
760 |
1,866 |
1,106 |
145.5% |
3,811 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.760 |
94.220 |
88.258 |
|
| R3 |
92.710 |
91.170 |
87.419 |
|
| R2 |
89.660 |
89.660 |
87.139 |
|
| R1 |
88.120 |
88.120 |
86.860 |
88.890 |
| PP |
86.610 |
86.610 |
86.610 |
86.995 |
| S1 |
85.070 |
85.070 |
86.300 |
85.840 |
| S2 |
83.560 |
83.560 |
86.021 |
|
| S3 |
80.510 |
82.020 |
85.741 |
|
| S4 |
77.460 |
78.970 |
84.903 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.780 |
94.960 |
85.600 |
|
| R3 |
91.580 |
89.760 |
84.170 |
|
| R2 |
86.380 |
86.380 |
83.693 |
|
| R1 |
84.560 |
84.560 |
83.217 |
85.470 |
| PP |
81.180 |
81.180 |
81.180 |
81.635 |
| S1 |
79.360 |
79.360 |
82.263 |
80.270 |
| S2 |
75.980 |
75.980 |
81.787 |
|
| S3 |
70.780 |
74.160 |
81.310 |
|
| S4 |
65.580 |
68.960 |
79.880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.150 |
79.075 |
9.075 |
10.5% |
2.215 |
2.6% |
83% |
True |
False |
1,083 |
| 10 |
88.150 |
77.800 |
10.350 |
12.0% |
2.083 |
2.4% |
85% |
True |
False |
751 |
| 20 |
88.150 |
77.350 |
10.800 |
12.5% |
1.911 |
2.2% |
85% |
True |
False |
611 |
| 40 |
88.150 |
68.425 |
19.725 |
22.8% |
1.484 |
1.7% |
92% |
True |
False |
321 |
| 60 |
88.150 |
68.425 |
19.725 |
22.8% |
1.312 |
1.5% |
92% |
True |
False |
217 |
| 80 |
88.150 |
68.425 |
19.725 |
22.8% |
1.029 |
1.2% |
92% |
True |
False |
164 |
| 100 |
88.150 |
67.175 |
20.975 |
24.2% |
0.835 |
1.0% |
93% |
True |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.113 |
|
2.618 |
96.135 |
|
1.618 |
93.085 |
|
1.000 |
91.200 |
|
0.618 |
90.035 |
|
HIGH |
88.150 |
|
0.618 |
86.985 |
|
0.500 |
86.625 |
|
0.382 |
86.265 |
|
LOW |
85.100 |
|
0.618 |
83.215 |
|
1.000 |
82.050 |
|
1.618 |
80.165 |
|
2.618 |
77.115 |
|
4.250 |
72.138 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.625 |
86.049 |
| PP |
86.610 |
85.518 |
| S1 |
86.595 |
84.988 |
|