NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
97.600 |
98.175 |
0.575 |
0.6% |
93.925 |
| High |
98.450 |
99.100 |
0.650 |
0.7% |
99.200 |
| Low |
96.200 |
96.525 |
0.325 |
0.3% |
93.175 |
| Close |
98.180 |
97.700 |
-0.480 |
-0.5% |
98.180 |
| Range |
2.250 |
2.575 |
0.325 |
14.4% |
6.025 |
| ATR |
2.681 |
2.673 |
-0.008 |
-0.3% |
0.000 |
| Volume |
21,531 |
7,737 |
-13,794 |
-64.1% |
67,216 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.500 |
104.175 |
99.116 |
|
| R3 |
102.925 |
101.600 |
98.408 |
|
| R2 |
100.350 |
100.350 |
98.172 |
|
| R1 |
99.025 |
99.025 |
97.936 |
98.400 |
| PP |
97.775 |
97.775 |
97.775 |
97.463 |
| S1 |
96.450 |
96.450 |
97.464 |
95.825 |
| S2 |
95.200 |
95.200 |
97.228 |
|
| S3 |
92.625 |
93.875 |
96.992 |
|
| S4 |
90.050 |
91.300 |
96.284 |
|
|
| 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 |
93.175 |
6.025 |
6.2% |
2.870 |
2.9% |
75% |
False |
False |
14,990 |
| 10 |
99.200 |
89.200 |
10.000 |
10.2% |
2.970 |
3.0% |
85% |
False |
False |
10,096 |
| 20 |
99.200 |
88.200 |
11.000 |
11.3% |
3.043 |
3.1% |
86% |
False |
False |
5,394 |
| 40 |
99.200 |
77.275 |
21.925 |
22.4% |
2.362 |
2.4% |
93% |
False |
False |
2,732 |
| 60 |
99.200 |
71.830 |
27.370 |
28.0% |
1.657 |
1.7% |
95% |
False |
False |
1,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.044 |
|
2.618 |
105.841 |
|
1.618 |
103.266 |
|
1.000 |
101.675 |
|
0.618 |
100.691 |
|
HIGH |
99.100 |
|
0.618 |
98.116 |
|
0.500 |
97.813 |
|
0.382 |
97.509 |
|
LOW |
96.525 |
|
0.618 |
94.934 |
|
1.000 |
93.950 |
|
1.618 |
92.359 |
|
2.618 |
89.784 |
|
4.250 |
85.581 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
97.813 |
97.700 |
| PP |
97.775 |
97.700 |
| S1 |
97.738 |
97.700 |
|