NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
91.350 |
91.050 |
-0.300 |
-0.3% |
98.175 |
| High |
95.175 |
91.550 |
-3.625 |
-3.8% |
99.100 |
| Low |
90.425 |
88.450 |
-1.975 |
-2.2% |
88.450 |
| Close |
91.010 |
88.710 |
-2.300 |
-2.5% |
88.710 |
| Range |
4.750 |
3.100 |
-1.650 |
-34.7% |
10.650 |
| ATR |
3.020 |
3.026 |
0.006 |
0.2% |
0.000 |
| Volume |
22,846 |
29,557 |
6,711 |
29.4% |
94,839 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.870 |
96.890 |
90.415 |
|
| R3 |
95.770 |
93.790 |
89.563 |
|
| R2 |
92.670 |
92.670 |
89.278 |
|
| R1 |
90.690 |
90.690 |
88.994 |
90.130 |
| PP |
89.570 |
89.570 |
89.570 |
89.290 |
| S1 |
87.590 |
87.590 |
88.426 |
87.030 |
| S2 |
86.470 |
86.470 |
88.142 |
|
| S3 |
83.370 |
84.490 |
87.858 |
|
| S4 |
80.270 |
81.390 |
87.005 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.037 |
117.023 |
94.568 |
|
| R3 |
113.387 |
106.373 |
91.639 |
|
| R2 |
102.737 |
102.737 |
90.663 |
|
| R1 |
95.723 |
95.723 |
89.686 |
93.905 |
| PP |
92.087 |
92.087 |
92.087 |
91.178 |
| S1 |
85.073 |
85.073 |
87.734 |
83.255 |
| S2 |
81.437 |
81.437 |
86.758 |
|
| S3 |
70.787 |
74.423 |
85.781 |
|
| S4 |
60.137 |
63.773 |
82.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.100 |
88.450 |
10.650 |
12.0% |
3.685 |
4.2% |
2% |
False |
True |
18,967 |
| 10 |
99.200 |
88.450 |
10.750 |
12.1% |
3.280 |
3.7% |
2% |
False |
True |
17,558 |
| 20 |
99.200 |
88.450 |
10.750 |
12.1% |
3.054 |
3.4% |
2% |
False |
True |
9,639 |
| 40 |
99.200 |
77.300 |
21.900 |
24.7% |
2.669 |
3.0% |
52% |
False |
False |
4,908 |
| 60 |
99.200 |
73.350 |
25.850 |
29.1% |
1.921 |
2.2% |
59% |
False |
False |
3,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.725 |
|
2.618 |
99.666 |
|
1.618 |
96.566 |
|
1.000 |
94.650 |
|
0.618 |
93.466 |
|
HIGH |
91.550 |
|
0.618 |
90.366 |
|
0.500 |
90.000 |
|
0.382 |
89.634 |
|
LOW |
88.450 |
|
0.618 |
86.534 |
|
1.000 |
85.350 |
|
1.618 |
83.434 |
|
2.618 |
80.334 |
|
4.250 |
75.275 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
90.000 |
91.838 |
| PP |
89.570 |
90.795 |
| S1 |
89.140 |
89.753 |
|