NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
85.850 |
85.075 |
-0.775 |
-0.9% |
82.800 |
| High |
86.775 |
87.750 |
0.975 |
1.1% |
88.475 |
| Low |
84.800 |
84.700 |
-0.100 |
-0.1% |
82.525 |
| Close |
85.270 |
87.100 |
1.830 |
2.1% |
86.950 |
| Range |
1.975 |
3.050 |
1.075 |
54.4% |
5.950 |
| ATR |
1.954 |
2.033 |
0.078 |
4.0% |
0.000 |
| Volume |
18,786 |
14,156 |
-4,630 |
-24.6% |
23,758 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.667 |
94.433 |
88.778 |
|
| R3 |
92.617 |
91.383 |
87.939 |
|
| R2 |
89.567 |
89.567 |
87.659 |
|
| R1 |
88.333 |
88.333 |
87.380 |
88.950 |
| PP |
86.517 |
86.517 |
86.517 |
86.825 |
| S1 |
85.283 |
85.283 |
86.820 |
85.900 |
| S2 |
83.467 |
83.467 |
86.541 |
|
| S3 |
80.417 |
82.233 |
86.261 |
|
| S4 |
77.367 |
79.183 |
85.423 |
|
|
| 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 |
84.700 |
3.775 |
4.3% |
2.395 |
2.7% |
64% |
False |
True |
13,465 |
| 10 |
88.475 |
80.575 |
7.900 |
9.1% |
2.338 |
2.7% |
83% |
False |
False |
7,640 |
| 20 |
88.475 |
77.800 |
10.675 |
12.3% |
2.163 |
2.5% |
87% |
False |
False |
4,097 |
| 40 |
88.475 |
71.300 |
17.175 |
19.7% |
1.666 |
1.9% |
92% |
False |
False |
2,111 |
| 60 |
88.475 |
68.425 |
20.050 |
23.0% |
1.454 |
1.7% |
93% |
False |
False |
1,412 |
| 80 |
88.475 |
68.425 |
20.050 |
23.0% |
1.184 |
1.4% |
93% |
False |
False |
1,060 |
| 100 |
88.475 |
67.980 |
20.495 |
23.5% |
0.973 |
1.1% |
93% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.713 |
|
2.618 |
95.735 |
|
1.618 |
92.685 |
|
1.000 |
90.800 |
|
0.618 |
89.635 |
|
HIGH |
87.750 |
|
0.618 |
86.585 |
|
0.500 |
86.225 |
|
0.382 |
85.865 |
|
LOW |
84.700 |
|
0.618 |
82.815 |
|
1.000 |
81.650 |
|
1.618 |
79.765 |
|
2.618 |
76.715 |
|
4.250 |
71.738 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.808 |
86.808 |
| PP |
86.517 |
86.517 |
| S1 |
86.225 |
86.225 |
|