NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
85.500 |
85.000 |
-0.500 |
-0.6% |
79.000 |
| High |
86.275 |
87.125 |
0.850 |
1.0% |
82.150 |
| Low |
84.500 |
84.950 |
0.450 |
0.5% |
77.300 |
| Close |
85.120 |
86.890 |
1.770 |
2.1% |
81.930 |
| Range |
1.775 |
2.175 |
0.400 |
22.5% |
4.850 |
| ATR |
1.285 |
1.348 |
0.064 |
5.0% |
0.000 |
| Volume |
175 |
26 |
-149 |
-85.1% |
34 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.847 |
92.043 |
88.086 |
|
| R3 |
90.672 |
89.868 |
87.488 |
|
| R2 |
88.497 |
88.497 |
87.289 |
|
| R1 |
87.693 |
87.693 |
87.089 |
88.095 |
| PP |
86.322 |
86.322 |
86.322 |
86.523 |
| S1 |
85.518 |
85.518 |
86.691 |
85.920 |
| S2 |
84.147 |
84.147 |
86.491 |
|
| S3 |
81.972 |
83.343 |
86.292 |
|
| S4 |
79.797 |
81.168 |
85.694 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.010 |
93.320 |
84.598 |
|
| R3 |
90.160 |
88.470 |
83.264 |
|
| R2 |
85.310 |
85.310 |
82.819 |
|
| R1 |
83.620 |
83.620 |
82.375 |
84.465 |
| PP |
80.460 |
80.460 |
80.460 |
80.883 |
| S1 |
78.770 |
78.770 |
81.485 |
79.615 |
| S2 |
75.610 |
75.610 |
81.041 |
|
| S3 |
70.760 |
73.920 |
80.596 |
|
| S4 |
65.910 |
69.070 |
79.263 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.369 |
|
2.618 |
92.819 |
|
1.618 |
90.644 |
|
1.000 |
89.300 |
|
0.618 |
88.469 |
|
HIGH |
87.125 |
|
0.618 |
86.294 |
|
0.500 |
86.038 |
|
0.382 |
85.781 |
|
LOW |
84.950 |
|
0.618 |
83.606 |
|
1.000 |
82.775 |
|
1.618 |
81.431 |
|
2.618 |
79.256 |
|
4.250 |
75.706 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
86.606 |
86.485 |
| PP |
86.322 |
86.080 |
| S1 |
86.038 |
85.675 |
|