NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.000 |
70.625 |
-0.375 |
-0.5% |
70.150 |
High |
71.050 |
72.000 |
0.950 |
1.3% |
70.550 |
Low |
70.100 |
70.250 |
0.150 |
0.2% |
68.425 |
Close |
70.550 |
72.000 |
1.450 |
2.1% |
70.230 |
Range |
0.950 |
1.750 |
0.800 |
84.2% |
2.125 |
ATR |
1.130 |
1.174 |
0.044 |
3.9% |
0.000 |
Volume |
20 |
26 |
6 |
30.0% |
66 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.667 |
76.083 |
72.963 |
|
R3 |
74.917 |
74.333 |
72.481 |
|
R2 |
73.167 |
73.167 |
72.321 |
|
R1 |
72.583 |
72.583 |
72.160 |
72.875 |
PP |
71.417 |
71.417 |
71.417 |
71.563 |
S1 |
70.833 |
70.833 |
71.840 |
71.125 |
S2 |
69.667 |
69.667 |
71.679 |
|
S3 |
67.917 |
69.083 |
71.519 |
|
S4 |
66.167 |
67.333 |
71.038 |
|
|
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 |
72.000 |
68.425 |
3.575 |
5.0% |
1.110 |
1.5% |
100% |
True |
False |
19 |
10 |
72.000 |
68.425 |
3.575 |
5.0% |
1.240 |
1.7% |
100% |
True |
False |
17 |
20 |
75.825 |
68.425 |
7.400 |
10.3% |
1.030 |
1.4% |
48% |
False |
False |
13 |
40 |
75.900 |
68.425 |
7.475 |
10.4% |
0.701 |
1.0% |
48% |
False |
False |
9 |
60 |
75.900 |
67.980 |
7.920 |
11.0% |
0.511 |
0.7% |
51% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.438 |
2.618 |
76.582 |
1.618 |
74.832 |
1.000 |
73.750 |
0.618 |
73.082 |
HIGH |
72.000 |
0.618 |
71.332 |
0.500 |
71.125 |
0.382 |
70.919 |
LOW |
70.250 |
0.618 |
69.169 |
1.000 |
68.500 |
1.618 |
67.419 |
2.618 |
65.669 |
4.250 |
62.813 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.708 |
71.633 |
PP |
71.417 |
71.267 |
S1 |
71.125 |
70.900 |
|