NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
70.675 |
71.000 |
0.325 |
0.5% |
70.150 |
High |
70.675 |
71.050 |
0.375 |
0.5% |
70.550 |
Low |
69.800 |
70.100 |
0.300 |
0.4% |
68.425 |
Close |
70.850 |
70.550 |
-0.300 |
-0.4% |
70.230 |
Range |
0.875 |
0.950 |
0.075 |
8.6% |
2.125 |
ATR |
1.144 |
1.130 |
-0.014 |
-1.2% |
0.000 |
Volume |
10 |
20 |
10 |
100.0% |
66 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.417 |
72.933 |
71.073 |
|
R3 |
72.467 |
71.983 |
70.811 |
|
R2 |
71.517 |
71.517 |
70.724 |
|
R1 |
71.033 |
71.033 |
70.637 |
70.800 |
PP |
70.567 |
70.567 |
70.567 |
70.450 |
S1 |
70.083 |
70.083 |
70.463 |
69.850 |
S2 |
69.617 |
69.617 |
70.376 |
|
S3 |
68.667 |
69.133 |
70.289 |
|
S4 |
67.717 |
68.183 |
70.028 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.110 |
75.295 |
71.399 |
|
R3 |
73.985 |
73.170 |
70.814 |
|
R2 |
71.860 |
71.860 |
70.620 |
|
R1 |
71.045 |
71.045 |
70.425 |
71.453 |
PP |
69.735 |
69.735 |
69.735 |
69.939 |
S1 |
68.920 |
68.920 |
70.035 |
69.328 |
S2 |
67.610 |
67.610 |
69.840 |
|
S3 |
65.485 |
66.795 |
69.646 |
|
S4 |
63.360 |
64.670 |
69.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.050 |
68.425 |
2.625 |
3.7% |
0.960 |
1.4% |
81% |
True |
False |
16 |
10 |
73.000 |
68.425 |
4.575 |
6.5% |
1.255 |
1.8% |
46% |
False |
False |
15 |
20 |
75.825 |
68.425 |
7.400 |
10.5% |
0.994 |
1.4% |
29% |
False |
False |
12 |
40 |
75.900 |
68.425 |
7.475 |
10.6% |
0.658 |
0.9% |
28% |
False |
False |
8 |
60 |
75.900 |
67.980 |
7.920 |
11.2% |
0.482 |
0.7% |
32% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.088 |
2.618 |
73.537 |
1.618 |
72.587 |
1.000 |
72.000 |
0.618 |
71.637 |
HIGH |
71.050 |
0.618 |
70.687 |
0.500 |
70.575 |
0.382 |
70.463 |
LOW |
70.100 |
0.618 |
69.513 |
1.000 |
69.150 |
1.618 |
68.563 |
2.618 |
67.613 |
4.250 |
66.063 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
70.575 |
70.396 |
PP |
70.567 |
70.242 |
S1 |
70.558 |
70.088 |
|