NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
86.875 |
85.850 |
-1.025 |
-1.2% |
82.800 |
| High |
86.975 |
86.775 |
-0.200 |
-0.2% |
88.475 |
| Low |
84.725 |
84.800 |
0.075 |
0.1% |
82.525 |
| Close |
86.020 |
85.270 |
-0.750 |
-0.9% |
86.950 |
| Range |
2.250 |
1.975 |
-0.275 |
-12.2% |
5.950 |
| ATR |
1.953 |
1.954 |
0.002 |
0.1% |
0.000 |
| Volume |
17,646 |
18,786 |
1,140 |
6.5% |
23,758 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.540 |
90.380 |
86.356 |
|
| R3 |
89.565 |
88.405 |
85.813 |
|
| R2 |
87.590 |
87.590 |
85.632 |
|
| R1 |
86.430 |
86.430 |
85.451 |
86.023 |
| PP |
85.615 |
85.615 |
85.615 |
85.411 |
| S1 |
84.455 |
84.455 |
85.089 |
84.048 |
| S2 |
83.640 |
83.640 |
84.908 |
|
| S3 |
81.665 |
82.480 |
84.727 |
|
| S4 |
79.690 |
80.505 |
84.184 |
|
|
| 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 |
84.725 |
3.750 |
4.4% |
2.160 |
2.5% |
15% |
False |
False |
11,512 |
| 10 |
88.475 |
79.075 |
9.400 |
11.0% |
2.188 |
2.6% |
66% |
False |
False |
6,298 |
| 20 |
88.475 |
77.350 |
11.125 |
13.0% |
2.116 |
2.5% |
71% |
False |
False |
3,418 |
| 40 |
88.475 |
70.250 |
18.225 |
21.4% |
1.634 |
1.9% |
82% |
False |
False |
1,758 |
| 60 |
88.475 |
68.425 |
20.050 |
23.5% |
1.420 |
1.7% |
84% |
False |
False |
1,176 |
| 80 |
88.475 |
68.425 |
20.050 |
23.5% |
1.146 |
1.3% |
84% |
False |
False |
883 |
| 100 |
88.475 |
67.980 |
20.495 |
24.0% |
0.943 |
1.1% |
84% |
False |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.169 |
|
2.618 |
91.946 |
|
1.618 |
89.971 |
|
1.000 |
88.750 |
|
0.618 |
87.996 |
|
HIGH |
86.775 |
|
0.618 |
86.021 |
|
0.500 |
85.788 |
|
0.382 |
85.554 |
|
LOW |
84.800 |
|
0.618 |
83.579 |
|
1.000 |
82.825 |
|
1.618 |
81.604 |
|
2.618 |
79.629 |
|
4.250 |
76.406 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
85.788 |
86.600 |
| PP |
85.615 |
86.157 |
| S1 |
85.443 |
85.713 |
|