NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
72.250 |
71.900 |
-0.350 |
-0.5% |
70.675 |
High |
72.425 |
72.625 |
0.200 |
0.3% |
72.625 |
Low |
71.300 |
71.900 |
0.600 |
0.8% |
69.800 |
Close |
71.750 |
72.460 |
0.710 |
1.0% |
72.460 |
Range |
1.125 |
0.725 |
-0.400 |
-35.6% |
2.825 |
ATR |
1.171 |
1.150 |
-0.021 |
-1.8% |
0.000 |
Volume |
9 |
9 |
0 |
0.0% |
74 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.503 |
74.207 |
72.859 |
|
R3 |
73.778 |
73.482 |
72.659 |
|
R2 |
73.053 |
73.053 |
72.593 |
|
R1 |
72.757 |
72.757 |
72.526 |
72.905 |
PP |
72.328 |
72.328 |
72.328 |
72.403 |
S1 |
72.032 |
72.032 |
72.394 |
72.180 |
S2 |
71.603 |
71.603 |
72.327 |
|
S3 |
70.878 |
71.307 |
72.261 |
|
S4 |
70.153 |
70.582 |
72.061 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.103 |
79.107 |
74.014 |
|
R3 |
77.278 |
76.282 |
73.237 |
|
R2 |
74.453 |
74.453 |
72.978 |
|
R1 |
73.457 |
73.457 |
72.719 |
73.955 |
PP |
71.628 |
71.628 |
71.628 |
71.878 |
S1 |
70.632 |
70.632 |
72.201 |
71.130 |
S2 |
68.803 |
68.803 |
71.942 |
|
S3 |
65.978 |
67.807 |
71.683 |
|
S4 |
63.153 |
64.982 |
70.906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.625 |
69.800 |
2.825 |
3.9% |
1.085 |
1.5% |
94% |
True |
False |
14 |
10 |
72.625 |
68.425 |
4.200 |
5.8% |
1.065 |
1.5% |
96% |
True |
False |
14 |
20 |
73.700 |
68.425 |
5.275 |
7.3% |
1.100 |
1.5% |
76% |
False |
False |
14 |
40 |
75.900 |
68.425 |
7.475 |
10.3% |
0.748 |
1.0% |
54% |
False |
False |
9 |
60 |
75.900 |
68.425 |
7.475 |
10.3% |
0.542 |
0.7% |
54% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.706 |
2.618 |
74.523 |
1.618 |
73.798 |
1.000 |
73.350 |
0.618 |
73.073 |
HIGH |
72.625 |
0.618 |
72.348 |
0.500 |
72.263 |
0.382 |
72.177 |
LOW |
71.900 |
0.618 |
71.452 |
1.000 |
71.175 |
1.618 |
70.727 |
2.618 |
70.002 |
4.250 |
68.819 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.394 |
72.119 |
PP |
72.328 |
71.778 |
S1 |
72.263 |
71.438 |
|