NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
98.100 |
97.600 |
-0.500 |
-0.5% |
93.925 |
| High |
99.200 |
98.450 |
-0.750 |
-0.8% |
99.200 |
| Low |
96.275 |
96.200 |
-0.075 |
-0.1% |
93.175 |
| Close |
97.290 |
98.180 |
0.890 |
0.9% |
98.180 |
| Range |
2.925 |
2.250 |
-0.675 |
-23.1% |
6.025 |
| ATR |
2.714 |
2.681 |
-0.033 |
-1.2% |
0.000 |
| Volume |
16,552 |
21,531 |
4,979 |
30.1% |
67,216 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.360 |
103.520 |
99.418 |
|
| R3 |
102.110 |
101.270 |
98.799 |
|
| R2 |
99.860 |
99.860 |
98.593 |
|
| R1 |
99.020 |
99.020 |
98.386 |
99.440 |
| PP |
97.610 |
97.610 |
97.610 |
97.820 |
| S1 |
96.770 |
96.770 |
97.974 |
97.190 |
| S2 |
95.360 |
95.360 |
97.768 |
|
| S3 |
93.110 |
94.520 |
97.561 |
|
| S4 |
90.860 |
92.270 |
96.943 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.927 |
112.578 |
101.494 |
|
| R3 |
108.902 |
106.553 |
99.837 |
|
| R2 |
102.877 |
102.877 |
99.285 |
|
| R1 |
100.528 |
100.528 |
98.732 |
101.703 |
| PP |
96.852 |
96.852 |
96.852 |
97.439 |
| S1 |
94.503 |
94.503 |
97.628 |
95.678 |
| S2 |
90.827 |
90.827 |
97.075 |
|
| S3 |
84.802 |
88.478 |
96.523 |
|
| S4 |
78.777 |
82.453 |
94.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.200 |
91.775 |
7.425 |
7.6% |
2.875 |
2.9% |
86% |
False |
False |
16,148 |
| 10 |
99.200 |
89.200 |
10.000 |
10.2% |
2.895 |
2.9% |
90% |
False |
False |
9,414 |
| 20 |
99.200 |
88.200 |
11.000 |
11.2% |
3.005 |
3.1% |
91% |
False |
False |
5,024 |
| 40 |
99.200 |
77.275 |
21.925 |
22.3% |
2.335 |
2.4% |
95% |
False |
False |
2,538 |
| 60 |
99.200 |
71.830 |
27.370 |
27.9% |
1.614 |
1.6% |
96% |
False |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.013 |
|
2.618 |
104.341 |
|
1.618 |
102.091 |
|
1.000 |
100.700 |
|
0.618 |
99.841 |
|
HIGH |
98.450 |
|
0.618 |
97.591 |
|
0.500 |
97.325 |
|
0.382 |
97.060 |
|
LOW |
96.200 |
|
0.618 |
94.810 |
|
1.000 |
93.950 |
|
1.618 |
92.560 |
|
2.618 |
90.310 |
|
4.250 |
86.638 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
97.895 |
97.649 |
| PP |
97.610 |
97.118 |
| S1 |
97.325 |
96.588 |
|