NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
73.700 |
74.250 |
0.550 |
0.7% |
72.500 |
High |
74.625 |
74.450 |
-0.175 |
-0.2% |
74.625 |
Low |
73.700 |
74.025 |
0.325 |
0.4% |
72.225 |
Close |
74.540 |
75.080 |
0.540 |
0.7% |
74.540 |
Range |
0.925 |
0.425 |
-0.500 |
-54.1% |
2.400 |
ATR |
1.040 |
1.003 |
-0.038 |
-3.6% |
0.000 |
Volume |
90 |
22 |
-68 |
-75.6% |
176 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.793 |
75.862 |
75.314 |
|
R3 |
75.368 |
75.437 |
75.197 |
|
R2 |
74.943 |
74.943 |
75.158 |
|
R1 |
75.012 |
75.012 |
75.119 |
74.978 |
PP |
74.518 |
74.518 |
74.518 |
74.501 |
S1 |
74.587 |
74.587 |
75.041 |
74.553 |
S2 |
74.093 |
74.093 |
75.002 |
|
S3 |
73.668 |
74.162 |
74.963 |
|
S4 |
73.243 |
73.737 |
74.846 |
|
|
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% |
0.765 |
1.0% |
119% |
False |
False |
37 |
10 |
74.625 |
70.100 |
4.525 |
6.0% |
0.888 |
1.2% |
110% |
False |
False |
26 |
20 |
74.625 |
68.425 |
6.200 |
8.3% |
1.024 |
1.4% |
107% |
False |
False |
21 |
40 |
75.900 |
68.425 |
7.475 |
10.0% |
0.856 |
1.1% |
89% |
False |
False |
13 |
60 |
75.900 |
68.425 |
7.475 |
10.0% |
0.608 |
0.8% |
89% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.256 |
2.618 |
75.563 |
1.618 |
75.138 |
1.000 |
74.875 |
0.618 |
74.713 |
HIGH |
74.450 |
0.618 |
74.288 |
0.500 |
74.238 |
0.382 |
74.187 |
LOW |
74.025 |
0.618 |
73.762 |
1.000 |
73.600 |
1.618 |
73.337 |
2.618 |
72.912 |
4.250 |
72.219 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
74.799 |
74.737 |
PP |
74.518 |
74.393 |
S1 |
74.238 |
74.050 |
|