NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 05-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
72.500 |
73.400 |
0.900 |
1.2% |
70.675 |
High |
73.200 |
73.500 |
0.300 |
0.4% |
72.625 |
Low |
72.225 |
72.800 |
0.575 |
0.8% |
69.800 |
Close |
73.360 |
73.550 |
0.190 |
0.3% |
72.460 |
Range |
0.975 |
0.700 |
-0.275 |
-28.2% |
2.825 |
ATR |
1.097 |
1.068 |
-0.028 |
-2.6% |
0.000 |
Volume |
8 |
30 |
22 |
275.0% |
74 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.383 |
75.167 |
73.935 |
|
R3 |
74.683 |
74.467 |
73.743 |
|
R2 |
73.983 |
73.983 |
73.678 |
|
R1 |
73.767 |
73.767 |
73.614 |
73.875 |
PP |
73.283 |
73.283 |
73.283 |
73.338 |
S1 |
73.067 |
73.067 |
73.486 |
73.175 |
S2 |
72.583 |
72.583 |
73.422 |
|
S3 |
71.883 |
72.367 |
73.358 |
|
S4 |
71.183 |
71.667 |
73.165 |
|
|
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 |
73.500 |
71.300 |
2.200 |
3.0% |
0.805 |
1.1% |
102% |
True |
False |
13 |
10 |
73.500 |
68.425 |
5.075 |
6.9% |
0.958 |
1.3% |
101% |
True |
False |
16 |
20 |
73.500 |
68.425 |
5.075 |
6.9% |
1.060 |
1.4% |
101% |
True |
False |
15 |
40 |
75.900 |
68.425 |
7.475 |
10.2% |
0.802 |
1.1% |
69% |
False |
False |
10 |
60 |
75.900 |
68.425 |
7.475 |
10.2% |
0.578 |
0.8% |
69% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.475 |
2.618 |
75.333 |
1.618 |
74.633 |
1.000 |
74.200 |
0.618 |
73.933 |
HIGH |
73.500 |
0.618 |
73.233 |
0.500 |
73.150 |
0.382 |
73.067 |
LOW |
72.800 |
0.618 |
72.367 |
1.000 |
72.100 |
1.618 |
71.667 |
2.618 |
70.967 |
4.250 |
69.825 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
73.417 |
73.321 |
PP |
73.283 |
73.092 |
S1 |
73.150 |
72.863 |
|