NYMEX miNY Light Sweet Crude Oil Future December 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 |
85.800 |
88.275 |
2.475 |
2.9% |
82.800 |
| High |
88.275 |
88.475 |
0.200 |
0.2% |
88.475 |
| Low |
85.800 |
86.250 |
0.450 |
0.5% |
82.525 |
| Close |
88.040 |
86.950 |
-1.090 |
-1.2% |
86.950 |
| Range |
2.475 |
2.225 |
-0.250 |
-10.1% |
5.950 |
| ATR |
1.907 |
1.930 |
0.023 |
1.2% |
0.000 |
| Volume |
6,672 |
10,066 |
3,394 |
50.9% |
23,758 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.900 |
92.650 |
88.174 |
|
| R3 |
91.675 |
90.425 |
87.562 |
|
| R2 |
89.450 |
89.450 |
87.358 |
|
| R1 |
88.200 |
88.200 |
87.154 |
87.713 |
| PP |
87.225 |
87.225 |
87.225 |
86.981 |
| S1 |
85.975 |
85.975 |
86.746 |
85.488 |
| S2 |
85.000 |
85.000 |
86.542 |
|
| S3 |
82.775 |
83.750 |
86.338 |
|
| S4 |
80.550 |
81.525 |
85.726 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.833 |
101.342 |
90.223 |
|
| R3 |
97.883 |
95.392 |
88.586 |
|
| R2 |
91.933 |
91.933 |
88.041 |
|
| R1 |
89.442 |
89.442 |
87.495 |
90.688 |
| PP |
85.983 |
85.983 |
85.983 |
86.606 |
| S1 |
83.492 |
83.492 |
86.405 |
84.738 |
| S2 |
80.033 |
80.033 |
85.859 |
|
| S3 |
74.083 |
77.542 |
85.314 |
|
| S4 |
68.133 |
71.592 |
83.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.475 |
82.525 |
5.950 |
6.8% |
2.540 |
2.9% |
74% |
True |
False |
4,751 |
| 10 |
88.475 |
77.800 |
10.675 |
12.3% |
2.265 |
2.6% |
86% |
True |
False |
2,756 |
| 20 |
88.475 |
77.350 |
11.125 |
12.8% |
2.034 |
2.3% |
86% |
True |
False |
1,636 |
| 40 |
88.475 |
69.800 |
18.675 |
21.5% |
1.574 |
1.8% |
92% |
True |
False |
848 |
| 60 |
88.475 |
68.425 |
20.050 |
23.1% |
1.360 |
1.6% |
92% |
True |
False |
569 |
| 80 |
88.475 |
68.425 |
20.050 |
23.1% |
1.093 |
1.3% |
92% |
True |
False |
428 |
| 100 |
88.475 |
67.980 |
20.495 |
23.6% |
0.900 |
1.0% |
93% |
True |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.931 |
|
2.618 |
94.300 |
|
1.618 |
92.075 |
|
1.000 |
90.700 |
|
0.618 |
89.850 |
|
HIGH |
88.475 |
|
0.618 |
87.625 |
|
0.500 |
87.363 |
|
0.382 |
87.100 |
|
LOW |
86.250 |
|
0.618 |
84.875 |
|
1.000 |
84.025 |
|
1.618 |
82.650 |
|
2.618 |
80.425 |
|
4.250 |
76.794 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
87.363 |
87.088 |
| PP |
87.225 |
87.042 |
| S1 |
87.088 |
86.996 |
|