NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
95.925 |
94.475 |
-1.450 |
-1.5% |
91.725 |
| High |
96.125 |
97.075 |
0.950 |
1.0% |
96.225 |
| Low |
93.725 |
94.425 |
0.700 |
0.7% |
88.900 |
| Close |
93.980 |
96.700 |
2.720 |
2.9% |
95.930 |
| Range |
2.400 |
2.650 |
0.250 |
10.4% |
7.325 |
| ATR |
2.692 |
2.721 |
0.029 |
1.1% |
0.000 |
| Volume |
14,670 |
17,023 |
2,353 |
16.0% |
124,144 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.017 |
103.008 |
98.158 |
|
| R3 |
101.367 |
100.358 |
97.429 |
|
| R2 |
98.717 |
98.717 |
97.186 |
|
| R1 |
97.708 |
97.708 |
96.943 |
98.213 |
| PP |
96.067 |
96.067 |
96.067 |
96.319 |
| S1 |
95.058 |
95.058 |
96.457 |
95.563 |
| S2 |
93.417 |
93.417 |
96.214 |
|
| S3 |
90.767 |
92.408 |
95.971 |
|
| S4 |
88.117 |
89.758 |
95.243 |
|
|
| 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 |
97.075 |
88.900 |
8.175 |
8.5% |
3.715 |
3.8% |
95% |
True |
False |
23,595 |
| 10 |
97.075 |
84.700 |
12.375 |
12.8% |
3.318 |
3.4% |
97% |
True |
False |
20,794 |
| 20 |
97.075 |
79.075 |
18.000 |
18.6% |
2.753 |
2.8% |
98% |
True |
False |
13,546 |
| 40 |
97.075 |
75.450 |
21.625 |
22.4% |
2.232 |
2.3% |
98% |
True |
False |
6,950 |
| 60 |
97.075 |
68.425 |
28.650 |
29.6% |
1.851 |
1.9% |
99% |
True |
False |
4,640 |
| 80 |
97.075 |
68.425 |
28.650 |
29.6% |
1.560 |
1.6% |
99% |
True |
False |
3,482 |
| 100 |
97.075 |
68.425 |
28.650 |
29.6% |
1.271 |
1.3% |
99% |
True |
False |
2,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.338 |
|
2.618 |
104.013 |
|
1.618 |
101.363 |
|
1.000 |
99.725 |
|
0.618 |
98.713 |
|
HIGH |
97.075 |
|
0.618 |
96.063 |
|
0.500 |
95.750 |
|
0.382 |
95.437 |
|
LOW |
94.425 |
|
0.618 |
92.787 |
|
1.000 |
91.775 |
|
1.618 |
90.137 |
|
2.618 |
87.487 |
|
4.250 |
83.163 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
96.383 |
96.154 |
| PP |
96.067 |
95.608 |
| S1 |
95.750 |
95.063 |
|