NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
75.850 |
76.525 |
0.675 |
0.9% |
74.300 |
High |
77.525 |
76.975 |
-0.550 |
-0.7% |
77.525 |
Low |
75.325 |
75.625 |
0.300 |
0.4% |
73.500 |
Close |
76.300 |
76.700 |
0.400 |
0.5% |
76.700 |
Range |
2.200 |
1.350 |
-0.850 |
-38.6% |
4.025 |
ATR |
1.672 |
1.649 |
-0.023 |
-1.4% |
0.000 |
Volume |
9,973 |
21,906 |
11,933 |
119.7% |
53,737 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.483 |
79.942 |
77.443 |
|
R3 |
79.133 |
78.592 |
77.071 |
|
R2 |
77.783 |
77.783 |
76.948 |
|
R1 |
77.242 |
77.242 |
76.824 |
77.513 |
PP |
76.433 |
76.433 |
76.433 |
76.569 |
S1 |
75.892 |
75.892 |
76.576 |
76.163 |
S2 |
75.083 |
75.083 |
76.453 |
|
S3 |
73.733 |
74.542 |
76.329 |
|
S4 |
72.383 |
73.192 |
75.958 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.983 |
86.367 |
78.914 |
|
R3 |
83.958 |
82.342 |
77.807 |
|
R2 |
79.933 |
79.933 |
77.438 |
|
R1 |
78.317 |
78.317 |
77.069 |
79.125 |
PP |
75.908 |
75.908 |
75.908 |
76.313 |
S1 |
74.292 |
74.292 |
76.331 |
75.100 |
S2 |
71.883 |
71.883 |
75.962 |
|
S3 |
67.858 |
70.267 |
75.593 |
|
S4 |
63.833 |
66.242 |
74.486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.525 |
73.425 |
4.100 |
5.3% |
1.500 |
2.0% |
80% |
False |
False |
12,772 |
10 |
77.525 |
69.500 |
8.025 |
10.5% |
1.583 |
2.1% |
90% |
False |
False |
11,377 |
20 |
77.525 |
68.650 |
8.875 |
11.6% |
1.718 |
2.2% |
91% |
False |
False |
8,413 |
40 |
78.125 |
68.650 |
9.475 |
12.4% |
1.691 |
2.2% |
85% |
False |
False |
4,428 |
60 |
78.125 |
68.650 |
9.475 |
12.4% |
1.265 |
1.6% |
85% |
False |
False |
2,954 |
80 |
78.125 |
65.950 |
12.175 |
15.9% |
0.961 |
1.3% |
88% |
False |
False |
2,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.713 |
2.618 |
80.509 |
1.618 |
79.159 |
1.000 |
78.325 |
0.618 |
77.809 |
HIGH |
76.975 |
0.618 |
76.459 |
0.500 |
76.300 |
0.382 |
76.141 |
LOW |
75.625 |
0.618 |
74.791 |
1.000 |
74.275 |
1.618 |
73.441 |
2.618 |
72.091 |
4.250 |
69.888 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
76.567 |
76.508 |
PP |
76.433 |
76.317 |
S1 |
76.300 |
76.125 |
|