NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
94.525 |
91.350 |
-3.175 |
-3.4% |
93.925 |
| High |
95.225 |
95.175 |
-0.050 |
-0.1% |
99.200 |
| Low |
90.325 |
90.425 |
0.100 |
0.1% |
93.175 |
| Close |
91.425 |
91.010 |
-0.415 |
-0.5% |
98.180 |
| Range |
4.900 |
4.750 |
-0.150 |
-3.1% |
6.025 |
| ATR |
2.887 |
3.020 |
0.133 |
4.6% |
0.000 |
| Volume |
17,727 |
22,846 |
5,119 |
28.9% |
67,216 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.453 |
103.482 |
93.623 |
|
| R3 |
101.703 |
98.732 |
92.316 |
|
| R2 |
96.953 |
96.953 |
91.881 |
|
| R1 |
93.982 |
93.982 |
91.445 |
93.093 |
| PP |
92.203 |
92.203 |
92.203 |
91.759 |
| S1 |
89.232 |
89.232 |
90.575 |
88.343 |
| S2 |
87.453 |
87.453 |
90.139 |
|
| S3 |
82.703 |
84.482 |
89.704 |
|
| S4 |
77.953 |
79.732 |
88.398 |
|
|
| 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 |
99.100 |
90.325 |
8.775 |
9.6% |
3.515 |
3.9% |
8% |
False |
False |
17,362 |
| 10 |
99.200 |
90.325 |
8.875 |
9.8% |
3.253 |
3.6% |
8% |
False |
False |
15,039 |
| 20 |
99.200 |
89.200 |
10.000 |
11.0% |
3.085 |
3.4% |
18% |
False |
False |
8,215 |
| 40 |
99.200 |
77.300 |
21.900 |
24.1% |
2.603 |
2.9% |
63% |
False |
False |
4,169 |
| 60 |
99.200 |
73.340 |
25.860 |
28.4% |
1.869 |
2.1% |
68% |
False |
False |
2,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.363 |
|
2.618 |
107.611 |
|
1.618 |
102.861 |
|
1.000 |
99.925 |
|
0.618 |
98.111 |
|
HIGH |
95.175 |
|
0.618 |
93.361 |
|
0.500 |
92.800 |
|
0.382 |
92.240 |
|
LOW |
90.425 |
|
0.618 |
87.490 |
|
1.000 |
85.675 |
|
1.618 |
82.740 |
|
2.618 |
77.990 |
|
4.250 |
70.238 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
92.800 |
93.813 |
| PP |
92.203 |
92.878 |
| S1 |
91.607 |
91.944 |
|