NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
93.600 |
95.925 |
2.325 |
2.5% |
91.725 |
| High |
96.025 |
96.125 |
0.100 |
0.1% |
96.225 |
| Low |
93.050 |
93.725 |
0.675 |
0.7% |
88.900 |
| Close |
95.930 |
93.980 |
-1.950 |
-2.0% |
95.930 |
| Range |
2.975 |
2.400 |
-0.575 |
-19.3% |
7.325 |
| ATR |
2.714 |
2.692 |
-0.022 |
-0.8% |
0.000 |
| Volume |
29,982 |
14,670 |
-15,312 |
-51.1% |
124,144 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.810 |
100.295 |
95.300 |
|
| R3 |
99.410 |
97.895 |
94.640 |
|
| R2 |
97.010 |
97.010 |
94.420 |
|
| R1 |
95.495 |
95.495 |
94.200 |
95.053 |
| PP |
94.610 |
94.610 |
94.610 |
94.389 |
| S1 |
93.095 |
93.095 |
93.760 |
92.653 |
| S2 |
92.210 |
92.210 |
93.540 |
|
| S3 |
89.810 |
90.695 |
93.320 |
|
| S4 |
87.410 |
88.295 |
92.660 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.660 |
113.120 |
99.959 |
|
| R3 |
108.335 |
105.795 |
97.944 |
|
| R2 |
101.010 |
101.010 |
97.273 |
|
| R1 |
98.470 |
98.470 |
96.601 |
99.740 |
| PP |
93.685 |
93.685 |
93.685 |
94.320 |
| S1 |
91.145 |
91.145 |
95.259 |
92.415 |
| S2 |
86.360 |
86.360 |
94.587 |
|
| S3 |
79.035 |
83.820 |
93.916 |
|
| S4 |
71.710 |
76.495 |
91.901 |
|
|
| 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% |
4.055 |
4.3% |
69% |
False |
False |
24,001 |
| 10 |
96.225 |
84.700 |
11.525 |
12.3% |
3.250 |
3.5% |
81% |
False |
False |
20,970 |
| 20 |
96.225 |
77.800 |
18.425 |
19.6% |
2.741 |
2.9% |
88% |
False |
False |
12,732 |
| 40 |
96.225 |
74.600 |
21.625 |
23.0% |
2.199 |
2.3% |
90% |
False |
False |
6,525 |
| 60 |
96.225 |
68.425 |
27.800 |
29.6% |
1.807 |
1.9% |
92% |
False |
False |
4,357 |
| 80 |
96.225 |
68.425 |
27.800 |
29.6% |
1.527 |
1.6% |
92% |
False |
False |
3,269 |
| 100 |
96.225 |
68.425 |
27.800 |
29.6% |
1.244 |
1.3% |
92% |
False |
False |
2,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.325 |
|
2.618 |
102.408 |
|
1.618 |
100.008 |
|
1.000 |
98.525 |
|
0.618 |
97.608 |
|
HIGH |
96.125 |
|
0.618 |
95.208 |
|
0.500 |
94.925 |
|
0.382 |
94.642 |
|
LOW |
93.725 |
|
0.618 |
92.242 |
|
1.000 |
91.325 |
|
1.618 |
89.842 |
|
2.618 |
87.442 |
|
4.250 |
83.525 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
94.925 |
94.138 |
| PP |
94.610 |
94.085 |
| S1 |
94.295 |
94.033 |
|