NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
96.100 |
93.575 |
-2.525 |
-2.6% |
95.925 |
| High |
96.225 |
94.675 |
-1.550 |
-1.6% |
98.600 |
| Low |
93.525 |
90.100 |
-3.425 |
-3.7% |
93.725 |
| Close |
94.620 |
91.170 |
-3.450 |
-3.6% |
96.320 |
| Range |
2.700 |
4.575 |
1.875 |
69.4% |
4.875 |
| ATR |
2.766 |
2.895 |
0.129 |
4.7% |
0.000 |
| Volume |
21,109 |
22,347 |
1,238 |
5.9% |
122,874 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.707 |
103.013 |
93.686 |
|
| R3 |
101.132 |
98.438 |
92.428 |
|
| R2 |
96.557 |
96.557 |
92.009 |
|
| R1 |
93.863 |
93.863 |
91.589 |
92.923 |
| PP |
91.982 |
91.982 |
91.982 |
91.511 |
| S1 |
89.288 |
89.288 |
90.751 |
88.348 |
| S2 |
87.407 |
87.407 |
90.331 |
|
| S3 |
82.832 |
84.713 |
89.912 |
|
| S4 |
78.257 |
80.138 |
88.654 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.840 |
108.455 |
99.001 |
|
| R3 |
105.965 |
103.580 |
97.661 |
|
| R2 |
101.090 |
101.090 |
97.214 |
|
| R1 |
98.705 |
98.705 |
96.767 |
99.898 |
| PP |
96.215 |
96.215 |
96.215 |
96.811 |
| S1 |
93.830 |
93.830 |
95.873 |
95.023 |
| S2 |
91.340 |
91.340 |
95.426 |
|
| S3 |
86.465 |
88.955 |
94.979 |
|
| S4 |
81.590 |
84.080 |
93.639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.600 |
90.100 |
8.500 |
9.3% |
3.245 |
3.6% |
13% |
False |
True |
26,927 |
| 10 |
98.600 |
88.900 |
9.700 |
10.6% |
3.480 |
3.8% |
23% |
False |
False |
25,261 |
| 20 |
98.600 |
84.700 |
13.900 |
15.2% |
3.010 |
3.3% |
47% |
False |
False |
20,007 |
| 40 |
98.600 |
77.350 |
21.250 |
23.3% |
2.461 |
2.7% |
65% |
False |
False |
10,309 |
| 60 |
98.600 |
68.425 |
30.175 |
33.1% |
1.993 |
2.2% |
75% |
False |
False |
6,883 |
| 80 |
98.600 |
68.425 |
30.175 |
33.1% |
1.736 |
1.9% |
75% |
False |
False |
5,165 |
| 100 |
98.600 |
68.425 |
30.175 |
33.1% |
1.426 |
1.6% |
75% |
False |
False |
4,132 |
| 120 |
98.600 |
67.175 |
31.425 |
34.5% |
1.197 |
1.3% |
76% |
False |
False |
3,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.119 |
|
2.618 |
106.652 |
|
1.618 |
102.077 |
|
1.000 |
99.250 |
|
0.618 |
97.502 |
|
HIGH |
94.675 |
|
0.618 |
92.927 |
|
0.500 |
92.388 |
|
0.382 |
91.848 |
|
LOW |
90.100 |
|
0.618 |
87.273 |
|
1.000 |
85.525 |
|
1.618 |
82.698 |
|
2.618 |
78.123 |
|
4.250 |
70.656 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
92.388 |
93.388 |
| PP |
91.982 |
92.648 |
| S1 |
91.576 |
91.909 |
|