NYMEX miNY Light Sweet Crude Oil Future December 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 |
85.400 |
86.400 |
1.000 |
1.2% |
80.375 |
| High |
88.150 |
87.575 |
-0.575 |
-0.7% |
83.000 |
| Low |
85.100 |
85.700 |
0.600 |
0.7% |
77.800 |
| Close |
86.580 |
86.190 |
-0.390 |
-0.5% |
82.740 |
| Range |
3.050 |
1.875 |
-1.175 |
-38.5% |
5.200 |
| ATR |
1.863 |
1.864 |
0.001 |
0.0% |
0.000 |
| Volume |
1,866 |
4,394 |
2,528 |
135.5% |
3,811 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.113 |
91.027 |
87.221 |
|
| R3 |
90.238 |
89.152 |
86.706 |
|
| R2 |
88.363 |
88.363 |
86.534 |
|
| R1 |
87.277 |
87.277 |
86.362 |
86.883 |
| PP |
86.488 |
86.488 |
86.488 |
86.291 |
| S1 |
85.402 |
85.402 |
86.018 |
85.008 |
| S2 |
84.613 |
84.613 |
85.846 |
|
| S3 |
82.738 |
83.527 |
85.674 |
|
| S4 |
80.863 |
81.652 |
85.159 |
|
|
| 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 |
80.575 |
7.575 |
8.8% |
2.280 |
2.6% |
74% |
False |
False |
1,814 |
| 10 |
88.150 |
77.800 |
10.350 |
12.0% |
2.165 |
2.5% |
81% |
False |
False |
1,151 |
| 20 |
88.150 |
77.350 |
10.800 |
12.5% |
1.946 |
2.3% |
82% |
False |
False |
826 |
| 40 |
88.150 |
68.425 |
19.725 |
22.9% |
1.506 |
1.7% |
90% |
False |
False |
430 |
| 60 |
88.150 |
68.425 |
19.725 |
22.9% |
1.314 |
1.5% |
90% |
False |
False |
290 |
| 80 |
88.150 |
68.425 |
19.725 |
22.9% |
1.040 |
1.2% |
90% |
False |
False |
218 |
| 100 |
88.150 |
67.350 |
20.800 |
24.1% |
0.853 |
1.0% |
91% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.544 |
|
2.618 |
92.484 |
|
1.618 |
90.609 |
|
1.000 |
89.450 |
|
0.618 |
88.734 |
|
HIGH |
87.575 |
|
0.618 |
86.859 |
|
0.500 |
86.638 |
|
0.382 |
86.416 |
|
LOW |
85.700 |
|
0.618 |
84.541 |
|
1.000 |
83.825 |
|
1.618 |
82.666 |
|
2.618 |
80.791 |
|
4.250 |
77.731 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.638 |
85.906 |
| PP |
86.488 |
85.622 |
| S1 |
86.339 |
85.338 |
|