NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
91.050 |
88.800 |
-2.250 |
-2.5% |
98.175 |
| High |
91.550 |
89.975 |
-1.575 |
-1.7% |
99.100 |
| Low |
88.450 |
87.150 |
-1.300 |
-1.5% |
88.450 |
| Close |
88.710 |
89.310 |
0.600 |
0.7% |
88.710 |
| Range |
3.100 |
2.825 |
-0.275 |
-8.9% |
10.650 |
| ATR |
3.026 |
3.012 |
-0.014 |
-0.5% |
0.000 |
| Volume |
29,557 |
21,182 |
-8,375 |
-28.3% |
94,839 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.287 |
96.123 |
90.864 |
|
| R3 |
94.462 |
93.298 |
90.087 |
|
| R2 |
91.637 |
91.637 |
89.828 |
|
| R1 |
90.473 |
90.473 |
89.569 |
91.055 |
| PP |
88.812 |
88.812 |
88.812 |
89.103 |
| S1 |
87.648 |
87.648 |
89.051 |
88.230 |
| S2 |
85.987 |
85.987 |
88.792 |
|
| S3 |
83.162 |
84.823 |
88.533 |
|
| S4 |
80.337 |
81.998 |
87.756 |
|
|
| 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 |
97.300 |
87.150 |
10.150 |
11.4% |
3.735 |
4.2% |
21% |
False |
True |
21,656 |
| 10 |
99.200 |
87.150 |
12.050 |
13.5% |
3.303 |
3.7% |
18% |
False |
True |
18,323 |
| 20 |
99.200 |
87.150 |
12.050 |
13.5% |
3.059 |
3.4% |
18% |
False |
True |
10,667 |
| 40 |
99.200 |
77.300 |
21.900 |
24.5% |
2.729 |
3.1% |
55% |
False |
False |
5,437 |
| 60 |
99.200 |
74.250 |
24.950 |
27.9% |
1.959 |
2.2% |
60% |
False |
False |
3,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.981 |
|
2.618 |
97.371 |
|
1.618 |
94.546 |
|
1.000 |
92.800 |
|
0.618 |
91.721 |
|
HIGH |
89.975 |
|
0.618 |
88.896 |
|
0.500 |
88.563 |
|
0.382 |
88.229 |
|
LOW |
87.150 |
|
0.618 |
85.404 |
|
1.000 |
84.325 |
|
1.618 |
82.579 |
|
2.618 |
79.754 |
|
4.250 |
75.144 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
89.061 |
91.163 |
| PP |
88.812 |
90.545 |
| S1 |
88.563 |
89.928 |
|