NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
72.500 |
72.500 |
0.000 |
0.0% |
70.675 |
High |
73.000 |
73.200 |
0.200 |
0.3% |
72.625 |
Low |
72.500 |
72.225 |
-0.275 |
-0.4% |
69.800 |
Close |
72.750 |
73.360 |
0.610 |
0.8% |
72.460 |
Range |
0.500 |
0.975 |
0.475 |
95.0% |
2.825 |
ATR |
1.106 |
1.097 |
-0.009 |
-0.8% |
0.000 |
Volume |
9 |
8 |
-1 |
-11.1% |
74 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.853 |
75.582 |
73.896 |
|
R3 |
74.878 |
74.607 |
73.628 |
|
R2 |
73.903 |
73.903 |
73.539 |
|
R1 |
73.632 |
73.632 |
73.449 |
73.768 |
PP |
72.928 |
72.928 |
72.928 |
72.996 |
S1 |
72.657 |
72.657 |
73.271 |
72.793 |
S2 |
71.953 |
71.953 |
73.181 |
|
S3 |
70.978 |
71.682 |
73.092 |
|
S4 |
70.003 |
70.707 |
72.824 |
|
|
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 |
73.200 |
70.250 |
2.950 |
4.0% |
1.015 |
1.4% |
105% |
True |
False |
12 |
10 |
73.200 |
68.425 |
4.775 |
6.5% |
0.988 |
1.3% |
103% |
True |
False |
14 |
20 |
73.200 |
68.425 |
4.775 |
6.5% |
1.029 |
1.4% |
103% |
True |
False |
14 |
40 |
75.900 |
68.425 |
7.475 |
10.2% |
0.784 |
1.1% |
66% |
False |
False |
9 |
60 |
75.900 |
68.425 |
7.475 |
10.2% |
0.566 |
0.8% |
66% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.344 |
2.618 |
75.753 |
1.618 |
74.778 |
1.000 |
74.175 |
0.618 |
73.803 |
HIGH |
73.200 |
0.618 |
72.828 |
0.500 |
72.713 |
0.382 |
72.597 |
LOW |
72.225 |
0.618 |
71.622 |
1.000 |
71.250 |
1.618 |
70.647 |
2.618 |
69.672 |
4.250 |
68.081 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
73.144 |
73.090 |
PP |
72.928 |
72.820 |
S1 |
72.713 |
72.550 |
|