NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
74.250 |
75.600 |
1.350 |
1.8% |
72.500 |
High |
74.450 |
75.925 |
1.475 |
2.0% |
74.625 |
Low |
74.025 |
74.600 |
0.575 |
0.8% |
72.225 |
Close |
75.080 |
75.770 |
0.690 |
0.9% |
74.540 |
Range |
0.425 |
1.325 |
0.900 |
211.8% |
2.400 |
ATR |
1.003 |
1.026 |
0.023 |
2.3% |
0.000 |
Volume |
22 |
7 |
-15 |
-68.2% |
176 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.407 |
78.913 |
76.499 |
|
R3 |
78.082 |
77.588 |
76.134 |
|
R2 |
76.757 |
76.757 |
76.013 |
|
R1 |
76.263 |
76.263 |
75.891 |
76.510 |
PP |
75.432 |
75.432 |
75.432 |
75.555 |
S1 |
74.938 |
74.938 |
75.649 |
75.185 |
S2 |
74.107 |
74.107 |
75.527 |
|
S3 |
72.782 |
73.613 |
75.406 |
|
S4 |
71.457 |
72.288 |
75.041 |
|
|
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 |
75.925 |
72.800 |
3.125 |
4.1% |
0.835 |
1.1% |
95% |
True |
False |
37 |
10 |
75.925 |
70.250 |
5.675 |
7.5% |
0.925 |
1.2% |
97% |
True |
False |
24 |
20 |
75.925 |
68.425 |
7.500 |
9.9% |
1.090 |
1.4% |
98% |
True |
False |
20 |
40 |
75.925 |
68.425 |
7.500 |
9.9% |
0.889 |
1.2% |
98% |
True |
False |
13 |
60 |
75.925 |
68.425 |
7.500 |
9.9% |
0.630 |
0.8% |
98% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.556 |
2.618 |
79.394 |
1.618 |
78.069 |
1.000 |
77.250 |
0.618 |
76.744 |
HIGH |
75.925 |
0.618 |
75.419 |
0.500 |
75.263 |
0.382 |
75.106 |
LOW |
74.600 |
0.618 |
73.781 |
1.000 |
73.275 |
1.618 |
72.456 |
2.618 |
71.131 |
4.250 |
68.969 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
75.601 |
75.451 |
PP |
75.432 |
75.132 |
S1 |
75.263 |
74.813 |
|