NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
94.825 |
98.100 |
3.275 |
3.5% |
94.700 |
| High |
98.600 |
99.200 |
0.600 |
0.6% |
95.225 |
| Low |
93.975 |
96.275 |
2.300 |
2.4% |
89.200 |
| Close |
98.030 |
97.290 |
-0.740 |
-0.8% |
93.840 |
| Range |
4.625 |
2.925 |
-1.700 |
-36.8% |
6.025 |
| ATR |
2.698 |
2.714 |
0.016 |
0.6% |
0.000 |
| Volume |
13,537 |
16,552 |
3,015 |
22.3% |
26,016 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.363 |
104.752 |
98.899 |
|
| R3 |
103.438 |
101.827 |
98.094 |
|
| R2 |
100.513 |
100.513 |
97.826 |
|
| R1 |
98.902 |
98.902 |
97.558 |
98.245 |
| PP |
97.588 |
97.588 |
97.588 |
97.260 |
| S1 |
95.977 |
95.977 |
97.022 |
95.320 |
| S2 |
94.663 |
94.663 |
96.754 |
|
| S3 |
91.738 |
93.052 |
96.486 |
|
| S4 |
88.813 |
90.127 |
95.681 |
|
|
| 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 |
99.200 |
90.525 |
8.675 |
8.9% |
2.990 |
3.1% |
78% |
True |
False |
12,716 |
| 10 |
99.200 |
89.200 |
10.000 |
10.3% |
2.938 |
3.0% |
81% |
True |
False |
7,421 |
| 20 |
99.200 |
86.475 |
12.725 |
13.1% |
3.031 |
3.1% |
85% |
True |
False |
3,960 |
| 40 |
99.200 |
77.275 |
21.925 |
22.5% |
2.279 |
2.3% |
91% |
True |
False |
2,001 |
| 60 |
99.200 |
71.400 |
27.800 |
28.6% |
1.577 |
1.6% |
93% |
True |
False |
1,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.631 |
|
2.618 |
106.858 |
|
1.618 |
103.933 |
|
1.000 |
102.125 |
|
0.618 |
101.008 |
|
HIGH |
99.200 |
|
0.618 |
98.083 |
|
0.500 |
97.738 |
|
0.382 |
97.392 |
|
LOW |
96.275 |
|
0.618 |
94.467 |
|
1.000 |
93.350 |
|
1.618 |
91.542 |
|
2.618 |
88.617 |
|
4.250 |
83.844 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
97.738 |
96.923 |
| PP |
97.588 |
96.555 |
| S1 |
97.439 |
96.188 |
|