NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
79.575 |
79.925 |
0.350 |
0.4% |
76.725 |
High |
80.225 |
80.350 |
0.125 |
0.2% |
80.350 |
Low |
79.175 |
78.750 |
-0.425 |
-0.5% |
75.525 |
Close |
80.090 |
79.100 |
-0.990 |
-1.2% |
79.100 |
Range |
1.050 |
1.600 |
0.550 |
52.4% |
4.825 |
ATR |
1.702 |
1.695 |
-0.007 |
-0.4% |
0.000 |
Volume |
15,845 |
11,131 |
-4,714 |
-29.8% |
66,831 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.200 |
83.250 |
79.980 |
|
R3 |
82.600 |
81.650 |
79.540 |
|
R2 |
81.000 |
81.000 |
79.393 |
|
R1 |
80.050 |
80.050 |
79.247 |
79.725 |
PP |
79.400 |
79.400 |
79.400 |
79.238 |
S1 |
78.450 |
78.450 |
78.953 |
78.125 |
S2 |
77.800 |
77.800 |
78.807 |
|
S3 |
76.200 |
76.850 |
78.660 |
|
S4 |
74.600 |
75.250 |
78.220 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.800 |
90.775 |
81.754 |
|
R3 |
87.975 |
85.950 |
80.427 |
|
R2 |
83.150 |
83.150 |
79.985 |
|
R1 |
81.125 |
81.125 |
79.542 |
82.138 |
PP |
78.325 |
78.325 |
78.325 |
78.831 |
S1 |
76.300 |
76.300 |
78.658 |
77.313 |
S2 |
73.500 |
73.500 |
78.215 |
|
S3 |
68.675 |
71.475 |
77.773 |
|
S4 |
63.850 |
66.650 |
76.446 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.350 |
75.525 |
4.825 |
6.1% |
1.840 |
2.3% |
74% |
True |
False |
13,366 |
10 |
80.350 |
73.425 |
6.925 |
8.8% |
1.670 |
2.1% |
82% |
True |
False |
13,069 |
20 |
80.350 |
68.650 |
11.700 |
14.8% |
1.685 |
2.1% |
89% |
True |
False |
11,482 |
40 |
80.350 |
68.650 |
11.700 |
14.8% |
1.786 |
2.3% |
89% |
True |
False |
6,091 |
60 |
80.350 |
68.650 |
11.700 |
14.8% |
1.408 |
1.8% |
89% |
True |
False |
4,068 |
80 |
80.350 |
65.950 |
14.400 |
18.2% |
1.076 |
1.4% |
91% |
True |
False |
3,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.150 |
2.618 |
84.539 |
1.618 |
82.939 |
1.000 |
81.950 |
0.618 |
81.339 |
HIGH |
80.350 |
0.618 |
79.739 |
0.500 |
79.550 |
0.382 |
79.361 |
LOW |
78.750 |
0.618 |
77.761 |
1.000 |
77.150 |
1.618 |
76.161 |
2.618 |
74.561 |
4.250 |
71.950 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
79.550 |
79.188 |
PP |
79.400 |
79.158 |
S1 |
79.250 |
79.129 |
|