NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
73.475 |
73.700 |
0.225 |
0.3% |
72.500 |
High |
74.275 |
74.625 |
0.350 |
0.5% |
74.625 |
Low |
73.475 |
73.700 |
0.225 |
0.3% |
72.225 |
Close |
74.170 |
74.540 |
0.370 |
0.5% |
74.540 |
Range |
0.800 |
0.925 |
0.125 |
15.6% |
2.400 |
ATR |
1.049 |
1.040 |
-0.009 |
-0.8% |
0.000 |
Volume |
39 |
90 |
51 |
130.8% |
176 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.063 |
76.727 |
75.049 |
|
R3 |
76.138 |
75.802 |
74.794 |
|
R2 |
75.213 |
75.213 |
74.710 |
|
R1 |
74.877 |
74.877 |
74.625 |
75.045 |
PP |
74.288 |
74.288 |
74.288 |
74.373 |
S1 |
73.952 |
73.952 |
74.455 |
74.120 |
S2 |
73.363 |
73.363 |
74.370 |
|
S3 |
72.438 |
73.027 |
74.286 |
|
S4 |
71.513 |
72.102 |
74.031 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.997 |
80.168 |
75.860 |
|
R3 |
78.597 |
77.768 |
75.200 |
|
R2 |
76.197 |
76.197 |
74.980 |
|
R1 |
75.368 |
75.368 |
74.760 |
75.783 |
PP |
73.797 |
73.797 |
73.797 |
74.004 |
S1 |
72.968 |
72.968 |
74.320 |
73.383 |
S2 |
71.397 |
71.397 |
74.100 |
|
S3 |
68.997 |
70.568 |
73.880 |
|
S4 |
66.597 |
68.168 |
73.220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.625 |
72.225 |
2.400 |
3.2% |
0.780 |
1.0% |
96% |
True |
False |
35 |
10 |
74.625 |
69.800 |
4.825 |
6.5% |
0.933 |
1.3% |
98% |
True |
False |
25 |
20 |
74.625 |
68.425 |
6.200 |
8.3% |
1.044 |
1.4% |
99% |
True |
False |
21 |
40 |
75.900 |
68.425 |
7.475 |
10.0% |
0.845 |
1.1% |
82% |
False |
False |
13 |
60 |
75.900 |
68.425 |
7.475 |
10.0% |
0.601 |
0.8% |
82% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.556 |
2.618 |
77.047 |
1.618 |
76.122 |
1.000 |
75.550 |
0.618 |
75.197 |
HIGH |
74.625 |
0.618 |
74.272 |
0.500 |
74.163 |
0.382 |
74.053 |
LOW |
73.700 |
0.618 |
73.128 |
1.000 |
72.775 |
1.618 |
72.203 |
2.618 |
71.278 |
4.250 |
69.769 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
74.414 |
74.264 |
PP |
74.288 |
73.988 |
S1 |
74.163 |
73.713 |
|