NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
76.525 |
76.725 |
0.200 |
0.3% |
74.300 |
High |
76.975 |
78.450 |
1.475 |
1.9% |
77.525 |
Low |
75.625 |
75.525 |
-0.100 |
-0.1% |
73.500 |
Close |
76.700 |
77.490 |
0.790 |
1.0% |
76.700 |
Range |
1.350 |
2.925 |
1.575 |
116.7% |
4.025 |
ATR |
1.649 |
1.740 |
0.091 |
5.5% |
0.000 |
Volume |
21,906 |
11,441 |
-10,465 |
-47.8% |
53,737 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.930 |
84.635 |
79.099 |
|
R3 |
83.005 |
81.710 |
78.294 |
|
R2 |
80.080 |
80.080 |
78.026 |
|
R1 |
78.785 |
78.785 |
77.758 |
79.433 |
PP |
77.155 |
77.155 |
77.155 |
77.479 |
S1 |
75.860 |
75.860 |
77.222 |
76.508 |
S2 |
74.230 |
74.230 |
76.954 |
|
S3 |
71.305 |
72.935 |
76.686 |
|
S4 |
68.380 |
70.010 |
75.881 |
|
|
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 |
78.450 |
73.500 |
4.950 |
6.4% |
1.880 |
2.4% |
81% |
True |
False |
13,035 |
10 |
78.450 |
70.200 |
8.250 |
10.6% |
1.693 |
2.2% |
88% |
True |
False |
11,667 |
20 |
78.450 |
68.650 |
9.800 |
12.6% |
1.785 |
2.3% |
90% |
True |
False |
8,951 |
40 |
78.450 |
68.650 |
9.800 |
12.6% |
1.736 |
2.2% |
90% |
True |
False |
4,712 |
60 |
78.450 |
68.650 |
9.800 |
12.6% |
1.313 |
1.7% |
90% |
True |
False |
3,145 |
80 |
78.450 |
65.950 |
12.500 |
16.1% |
0.998 |
1.3% |
92% |
True |
False |
2,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.881 |
2.618 |
86.108 |
1.618 |
83.183 |
1.000 |
81.375 |
0.618 |
80.258 |
HIGH |
78.450 |
0.618 |
77.333 |
0.500 |
76.988 |
0.382 |
76.642 |
LOW |
75.525 |
0.618 |
73.717 |
1.000 |
72.600 |
1.618 |
70.792 |
2.618 |
67.867 |
4.250 |
63.094 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
77.323 |
77.289 |
PP |
77.155 |
77.088 |
S1 |
76.988 |
76.888 |
|