NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
98.175 |
97.050 |
-1.125 |
-1.1% |
93.925 |
| High |
99.100 |
97.300 |
-1.800 |
-1.8% |
99.200 |
| Low |
96.525 |
94.200 |
-2.325 |
-2.4% |
93.175 |
| Close |
97.700 |
94.420 |
-3.280 |
-3.4% |
98.180 |
| Range |
2.575 |
3.100 |
0.525 |
20.4% |
6.025 |
| ATR |
2.673 |
2.732 |
0.059 |
2.2% |
0.000 |
| Volume |
7,737 |
16,972 |
9,235 |
119.4% |
67,216 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.607 |
102.613 |
96.125 |
|
| R3 |
101.507 |
99.513 |
95.273 |
|
| R2 |
98.407 |
98.407 |
94.988 |
|
| R1 |
96.413 |
96.413 |
94.704 |
95.860 |
| PP |
95.307 |
95.307 |
95.307 |
95.030 |
| S1 |
93.313 |
93.313 |
94.136 |
92.760 |
| S2 |
92.207 |
92.207 |
93.852 |
|
| S3 |
89.107 |
90.213 |
93.568 |
|
| S4 |
86.007 |
87.113 |
92.715 |
|
|
| 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 |
93.975 |
5.225 |
5.5% |
3.095 |
3.3% |
9% |
False |
False |
15,265 |
| 10 |
99.200 |
89.200 |
10.000 |
10.6% |
3.005 |
3.2% |
52% |
False |
False |
11,667 |
| 20 |
99.200 |
88.200 |
11.000 |
11.7% |
3.088 |
3.3% |
57% |
False |
False |
6,224 |
| 40 |
99.200 |
77.275 |
21.925 |
23.2% |
2.395 |
2.5% |
78% |
False |
False |
3,156 |
| 60 |
99.200 |
72.700 |
26.500 |
28.1% |
1.708 |
1.8% |
82% |
False |
False |
2,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.475 |
|
2.618 |
105.416 |
|
1.618 |
102.316 |
|
1.000 |
100.400 |
|
0.618 |
99.216 |
|
HIGH |
97.300 |
|
0.618 |
96.116 |
|
0.500 |
95.750 |
|
0.382 |
95.384 |
|
LOW |
94.200 |
|
0.618 |
92.284 |
|
1.000 |
91.100 |
|
1.618 |
89.184 |
|
2.618 |
86.084 |
|
4.250 |
81.025 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
95.750 |
96.650 |
| PP |
95.307 |
95.907 |
| S1 |
94.863 |
95.163 |
|