NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
93.925 |
94.825 |
0.900 |
1.0% |
94.700 |
| High |
95.150 |
98.600 |
3.450 |
3.6% |
95.225 |
| Low |
93.175 |
93.975 |
0.800 |
0.9% |
89.200 |
| Close |
94.640 |
98.030 |
3.390 |
3.6% |
93.840 |
| Range |
1.975 |
4.625 |
2.650 |
134.2% |
6.025 |
| ATR |
2.550 |
2.698 |
0.148 |
5.8% |
0.000 |
| Volume |
15,596 |
13,537 |
-2,059 |
-13.2% |
26,016 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.743 |
109.012 |
100.574 |
|
| R3 |
106.118 |
104.387 |
99.302 |
|
| R2 |
101.493 |
101.493 |
98.878 |
|
| R1 |
99.762 |
99.762 |
98.454 |
100.628 |
| PP |
96.868 |
96.868 |
96.868 |
97.301 |
| S1 |
95.137 |
95.137 |
97.606 |
96.003 |
| S2 |
92.243 |
92.243 |
97.182 |
|
| S3 |
87.618 |
90.512 |
96.758 |
|
| S4 |
82.993 |
85.887 |
95.486 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.830 |
108.360 |
97.154 |
|
| R3 |
104.805 |
102.335 |
95.497 |
|
| R2 |
98.780 |
98.780 |
94.945 |
|
| R1 |
96.310 |
96.310 |
94.392 |
94.533 |
| PP |
92.755 |
92.755 |
92.755 |
91.866 |
| S1 |
90.285 |
90.285 |
93.288 |
88.508 |
| S2 |
86.730 |
86.730 |
92.735 |
|
| S3 |
80.705 |
84.260 |
92.183 |
|
| S4 |
74.680 |
78.235 |
90.526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.600 |
90.200 |
8.400 |
8.6% |
2.975 |
3.0% |
93% |
True |
False |
10,299 |
| 10 |
98.600 |
89.200 |
9.400 |
9.6% |
3.013 |
3.1% |
94% |
True |
False |
5,829 |
| 20 |
98.600 |
83.975 |
14.625 |
14.9% |
3.020 |
3.1% |
96% |
True |
False |
3,142 |
| 40 |
98.600 |
76.750 |
21.850 |
22.3% |
2.237 |
2.3% |
97% |
True |
False |
1,588 |
| 60 |
98.600 |
71.400 |
27.200 |
27.7% |
1.528 |
1.6% |
98% |
True |
False |
1,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.256 |
|
2.618 |
110.708 |
|
1.618 |
106.083 |
|
1.000 |
103.225 |
|
0.618 |
101.458 |
|
HIGH |
98.600 |
|
0.618 |
96.833 |
|
0.500 |
96.288 |
|
0.382 |
95.742 |
|
LOW |
93.975 |
|
0.618 |
91.117 |
|
1.000 |
89.350 |
|
1.618 |
86.492 |
|
2.618 |
81.867 |
|
4.250 |
74.319 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
97.449 |
97.083 |
| PP |
96.868 |
96.135 |
| S1 |
96.288 |
95.188 |
|