NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
94.475 |
96.925 |
2.450 |
2.6% |
91.725 |
| High |
97.075 |
98.600 |
1.525 |
1.6% |
96.225 |
| Low |
94.425 |
94.575 |
0.150 |
0.2% |
88.900 |
| Close |
96.700 |
96.370 |
-0.330 |
-0.3% |
95.930 |
| Range |
2.650 |
4.025 |
1.375 |
51.9% |
7.325 |
| ATR |
2.721 |
2.814 |
0.093 |
3.4% |
0.000 |
| Volume |
17,023 |
19,512 |
2,489 |
14.6% |
124,144 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.590 |
106.505 |
98.584 |
|
| R3 |
104.565 |
102.480 |
97.477 |
|
| R2 |
100.540 |
100.540 |
97.108 |
|
| R1 |
98.455 |
98.455 |
96.739 |
97.485 |
| PP |
96.515 |
96.515 |
96.515 |
96.030 |
| S1 |
94.430 |
94.430 |
96.001 |
93.460 |
| S2 |
92.490 |
92.490 |
95.632 |
|
| S3 |
88.465 |
90.405 |
95.263 |
|
| S4 |
84.440 |
86.380 |
94.156 |
|
|
| 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 |
98.600 |
92.050 |
6.550 |
6.8% |
3.245 |
3.4% |
66% |
True |
False |
22,974 |
| 10 |
98.600 |
87.550 |
11.050 |
11.5% |
3.415 |
3.5% |
80% |
True |
False |
21,330 |
| 20 |
98.600 |
80.575 |
18.025 |
18.7% |
2.876 |
3.0% |
88% |
True |
False |
14,485 |
| 40 |
98.600 |
76.500 |
22.100 |
22.9% |
2.285 |
2.4% |
90% |
True |
False |
7,437 |
| 60 |
98.600 |
68.425 |
30.175 |
31.3% |
1.887 |
2.0% |
93% |
True |
False |
4,965 |
| 80 |
98.600 |
68.425 |
30.175 |
31.3% |
1.604 |
1.7% |
93% |
True |
False |
3,726 |
| 100 |
98.600 |
68.425 |
30.175 |
31.3% |
1.304 |
1.4% |
93% |
True |
False |
2,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.706 |
|
2.618 |
109.137 |
|
1.618 |
105.112 |
|
1.000 |
102.625 |
|
0.618 |
101.087 |
|
HIGH |
98.600 |
|
0.618 |
97.062 |
|
0.500 |
96.588 |
|
0.382 |
96.113 |
|
LOW |
94.575 |
|
0.618 |
92.088 |
|
1.000 |
90.550 |
|
1.618 |
88.063 |
|
2.618 |
84.038 |
|
4.250 |
77.469 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
96.588 |
96.301 |
| PP |
96.515 |
96.232 |
| S1 |
96.443 |
96.163 |
|