NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
89.525 |
88.300 |
-1.225 |
-1.4% |
98.175 |
| High |
89.975 |
90.400 |
0.425 |
0.5% |
99.100 |
| Low |
87.325 |
86.825 |
-0.500 |
-0.6% |
88.450 |
| Close |
88.320 |
87.490 |
-0.830 |
-0.9% |
88.710 |
| Range |
2.650 |
3.575 |
0.925 |
34.9% |
10.650 |
| ATR |
2.986 |
3.028 |
0.042 |
1.4% |
0.000 |
| Volume |
21,720 |
17,373 |
-4,347 |
-20.0% |
94,839 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.963 |
96.802 |
89.456 |
|
| R3 |
95.388 |
93.227 |
88.473 |
|
| R2 |
91.813 |
91.813 |
88.145 |
|
| R1 |
89.652 |
89.652 |
87.818 |
88.945 |
| PP |
88.238 |
88.238 |
88.238 |
87.885 |
| S1 |
86.077 |
86.077 |
87.162 |
85.370 |
| S2 |
84.663 |
84.663 |
86.835 |
|
| S3 |
81.088 |
82.502 |
86.507 |
|
| S4 |
77.513 |
78.927 |
85.524 |
|
|
| 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 |
95.175 |
86.825 |
8.350 |
9.5% |
3.380 |
3.9% |
8% |
False |
True |
22,535 |
| 10 |
99.200 |
86.825 |
12.375 |
14.1% |
3.265 |
3.7% |
5% |
False |
True |
19,319 |
| 20 |
99.200 |
86.825 |
12.375 |
14.1% |
3.139 |
3.6% |
5% |
False |
True |
12,574 |
| 40 |
99.200 |
78.650 |
20.550 |
23.5% |
2.783 |
3.2% |
43% |
False |
False |
6,414 |
| 60 |
99.200 |
75.550 |
23.650 |
27.0% |
2.063 |
2.4% |
50% |
False |
False |
4,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.594 |
|
2.618 |
99.759 |
|
1.618 |
96.184 |
|
1.000 |
93.975 |
|
0.618 |
92.609 |
|
HIGH |
90.400 |
|
0.618 |
89.034 |
|
0.500 |
88.613 |
|
0.382 |
88.191 |
|
LOW |
86.825 |
|
0.618 |
84.616 |
|
1.000 |
83.250 |
|
1.618 |
81.041 |
|
2.618 |
77.466 |
|
4.250 |
71.631 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
88.613 |
88.613 |
| PP |
88.238 |
88.238 |
| S1 |
87.864 |
87.864 |
|