NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
86.400 |
85.800 |
-0.600 |
-0.7% |
80.375 |
| High |
87.575 |
88.275 |
0.700 |
0.8% |
83.000 |
| Low |
85.700 |
85.800 |
0.100 |
0.1% |
77.800 |
| Close |
86.190 |
88.040 |
1.850 |
2.1% |
82.740 |
| Range |
1.875 |
2.475 |
0.600 |
32.0% |
5.200 |
| ATR |
1.864 |
1.907 |
0.044 |
2.3% |
0.000 |
| Volume |
4,394 |
6,672 |
2,278 |
51.8% |
3,811 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.797 |
93.893 |
89.401 |
|
| R3 |
92.322 |
91.418 |
88.721 |
|
| R2 |
89.847 |
89.847 |
88.494 |
|
| R1 |
88.943 |
88.943 |
88.267 |
89.395 |
| PP |
87.372 |
87.372 |
87.372 |
87.598 |
| S1 |
86.468 |
86.468 |
87.813 |
86.920 |
| S2 |
84.897 |
84.897 |
87.586 |
|
| S3 |
82.422 |
83.993 |
87.359 |
|
| S4 |
79.947 |
81.518 |
86.679 |
|
|
| 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 |
88.275 |
81.825 |
6.450 |
7.3% |
2.330 |
2.6% |
96% |
True |
False |
2,998 |
| 10 |
88.275 |
77.800 |
10.475 |
11.9% |
2.140 |
2.4% |
98% |
True |
False |
1,782 |
| 20 |
88.275 |
77.350 |
10.925 |
12.4% |
1.994 |
2.3% |
98% |
True |
False |
1,153 |
| 40 |
88.275 |
69.125 |
19.150 |
21.8% |
1.545 |
1.8% |
99% |
True |
False |
597 |
| 60 |
88.275 |
68.425 |
19.850 |
22.5% |
1.323 |
1.5% |
99% |
True |
False |
401 |
| 80 |
88.275 |
68.425 |
19.850 |
22.5% |
1.065 |
1.2% |
99% |
True |
False |
302 |
| 100 |
88.275 |
67.980 |
20.295 |
23.1% |
0.878 |
1.0% |
99% |
True |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.794 |
|
2.618 |
94.755 |
|
1.618 |
92.280 |
|
1.000 |
90.750 |
|
0.618 |
89.805 |
|
HIGH |
88.275 |
|
0.618 |
87.330 |
|
0.500 |
87.038 |
|
0.382 |
86.745 |
|
LOW |
85.800 |
|
0.618 |
84.270 |
|
1.000 |
83.325 |
|
1.618 |
81.795 |
|
2.618 |
79.320 |
|
4.250 |
75.281 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.706 |
87.589 |
| PP |
87.372 |
87.138 |
| S1 |
87.038 |
86.688 |
|