NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
89.650 |
95.300 |
5.650 |
6.3% |
86.875 |
| High |
95.275 |
96.225 |
0.950 |
1.0% |
92.200 |
| Low |
88.900 |
92.050 |
3.150 |
3.5% |
84.700 |
| Close |
94.530 |
93.490 |
-1.040 |
-1.1% |
91.860 |
| Range |
6.375 |
4.175 |
-2.200 |
-34.5% |
7.500 |
| ATR |
2.580 |
2.694 |
0.114 |
4.4% |
0.000 |
| Volume |
22,618 |
33,686 |
11,068 |
48.9% |
88,539 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.447 |
104.143 |
95.786 |
|
| R3 |
102.272 |
99.968 |
94.638 |
|
| R2 |
98.097 |
98.097 |
94.255 |
|
| R1 |
95.793 |
95.793 |
93.873 |
94.858 |
| PP |
93.922 |
93.922 |
93.922 |
93.454 |
| S1 |
91.618 |
91.618 |
93.107 |
90.683 |
| S2 |
89.747 |
89.747 |
92.725 |
|
| S3 |
85.572 |
87.443 |
92.342 |
|
| S4 |
81.397 |
83.268 |
91.194 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.087 |
109.473 |
95.985 |
|
| R3 |
104.587 |
101.973 |
93.923 |
|
| R2 |
97.087 |
97.087 |
93.235 |
|
| R1 |
94.473 |
94.473 |
92.548 |
95.780 |
| PP |
89.587 |
89.587 |
89.587 |
90.240 |
| S1 |
86.973 |
86.973 |
91.173 |
88.280 |
| S2 |
82.087 |
82.087 |
90.485 |
|
| S3 |
74.587 |
79.473 |
89.798 |
|
| S4 |
67.087 |
71.973 |
87.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.225 |
88.900 |
7.325 |
7.8% |
3.825 |
4.1% |
63% |
True |
False |
22,245 |
| 10 |
96.225 |
84.700 |
11.525 |
12.3% |
3.160 |
3.4% |
76% |
True |
False |
19,276 |
| 20 |
96.225 |
77.800 |
18.425 |
19.7% |
2.650 |
2.8% |
85% |
True |
False |
10,529 |
| 40 |
96.225 |
73.700 |
22.525 |
24.1% |
2.098 |
2.2% |
88% |
True |
False |
5,411 |
| 60 |
96.225 |
68.425 |
27.800 |
29.7% |
1.745 |
1.9% |
90% |
True |
False |
3,613 |
| 80 |
96.225 |
68.425 |
27.800 |
29.7% |
1.460 |
1.6% |
90% |
True |
False |
2,711 |
| 100 |
96.225 |
68.425 |
27.800 |
29.7% |
1.191 |
1.3% |
90% |
True |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.969 |
|
2.618 |
107.155 |
|
1.618 |
102.980 |
|
1.000 |
100.400 |
|
0.618 |
98.805 |
|
HIGH |
96.225 |
|
0.618 |
94.630 |
|
0.500 |
94.138 |
|
0.382 |
93.645 |
|
LOW |
92.050 |
|
0.618 |
89.470 |
|
1.000 |
87.875 |
|
1.618 |
85.295 |
|
2.618 |
81.120 |
|
4.250 |
74.306 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
94.138 |
93.181 |
| PP |
93.922 |
92.872 |
| S1 |
93.706 |
92.563 |
|