NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
88.300 |
88.425 |
0.125 |
0.1% |
88.800 |
| High |
89.775 |
90.550 |
0.775 |
0.9% |
90.700 |
| Low |
87.100 |
88.000 |
0.900 |
1.0% |
85.850 |
| Close |
87.860 |
90.020 |
2.160 |
2.5% |
88.280 |
| Range |
2.675 |
2.550 |
-0.125 |
-4.7% |
4.850 |
| ATR |
3.150 |
3.117 |
-0.033 |
-1.0% |
0.000 |
| Volume |
16,814 |
17,092 |
278 |
1.7% |
102,895 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.173 |
96.147 |
91.423 |
|
| R3 |
94.623 |
93.597 |
90.721 |
|
| R2 |
92.073 |
92.073 |
90.488 |
|
| R1 |
91.047 |
91.047 |
90.254 |
91.560 |
| PP |
89.523 |
89.523 |
89.523 |
89.780 |
| S1 |
88.497 |
88.497 |
89.786 |
89.010 |
| S2 |
86.973 |
86.973 |
89.553 |
|
| S3 |
84.423 |
85.947 |
89.319 |
|
| S4 |
81.873 |
83.397 |
88.618 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.827 |
100.403 |
90.948 |
|
| R3 |
97.977 |
95.553 |
89.614 |
|
| R2 |
93.127 |
93.127 |
89.169 |
|
| R1 |
90.703 |
90.703 |
88.725 |
89.490 |
| PP |
88.277 |
88.277 |
88.277 |
87.670 |
| S1 |
85.853 |
85.853 |
87.835 |
84.640 |
| S2 |
83.427 |
83.427 |
87.391 |
|
| S3 |
78.577 |
81.003 |
86.946 |
|
| S4 |
73.727 |
76.153 |
85.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.700 |
85.850 |
4.850 |
5.4% |
3.440 |
3.8% |
86% |
False |
False |
18,779 |
| 10 |
95.225 |
85.850 |
9.375 |
10.4% |
3.543 |
3.9% |
44% |
False |
False |
20,693 |
| 20 |
99.200 |
85.850 |
13.350 |
14.8% |
3.274 |
3.6% |
31% |
False |
False |
16,180 |
| 40 |
99.200 |
83.975 |
15.225 |
16.9% |
2.939 |
3.3% |
40% |
False |
False |
8,327 |
| 60 |
99.200 |
76.750 |
22.450 |
24.9% |
2.290 |
2.5% |
59% |
False |
False |
5,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.388 |
|
2.618 |
97.226 |
|
1.618 |
94.676 |
|
1.000 |
93.100 |
|
0.618 |
92.126 |
|
HIGH |
90.550 |
|
0.618 |
89.576 |
|
0.500 |
89.275 |
|
0.382 |
88.974 |
|
LOW |
88.000 |
|
0.618 |
86.424 |
|
1.000 |
85.450 |
|
1.618 |
83.874 |
|
2.618 |
81.324 |
|
4.250 |
77.163 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
89.772 |
89.630 |
| PP |
89.523 |
89.240 |
| S1 |
89.275 |
88.850 |
|