NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
75.600 |
75.475 |
-0.125 |
-0.2% |
72.500 |
High |
75.925 |
77.350 |
1.425 |
1.9% |
74.625 |
Low |
74.600 |
75.450 |
0.850 |
1.1% |
72.225 |
Close |
75.770 |
77.290 |
1.520 |
2.0% |
74.540 |
Range |
1.325 |
1.900 |
0.575 |
43.4% |
2.400 |
ATR |
1.026 |
1.088 |
0.062 |
6.1% |
0.000 |
Volume |
7 |
55 |
48 |
685.7% |
176 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.397 |
81.743 |
78.335 |
|
R3 |
80.497 |
79.843 |
77.813 |
|
R2 |
78.597 |
78.597 |
77.638 |
|
R1 |
77.943 |
77.943 |
77.464 |
78.270 |
PP |
76.697 |
76.697 |
76.697 |
76.860 |
S1 |
76.043 |
76.043 |
77.116 |
76.370 |
S2 |
74.797 |
74.797 |
76.942 |
|
S3 |
72.897 |
74.143 |
76.768 |
|
S4 |
70.997 |
72.243 |
76.245 |
|
|
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 |
77.350 |
73.475 |
3.875 |
5.0% |
1.075 |
1.4% |
98% |
True |
False |
42 |
10 |
77.350 |
71.300 |
6.050 |
7.8% |
0.940 |
1.2% |
99% |
True |
False |
27 |
20 |
77.350 |
68.425 |
8.925 |
11.5% |
1.090 |
1.4% |
99% |
True |
False |
22 |
40 |
77.350 |
68.425 |
8.925 |
11.5% |
0.923 |
1.2% |
99% |
True |
False |
14 |
60 |
77.350 |
68.425 |
8.925 |
11.5% |
0.649 |
0.8% |
99% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.425 |
2.618 |
82.324 |
1.618 |
80.424 |
1.000 |
79.250 |
0.618 |
78.524 |
HIGH |
77.350 |
0.618 |
76.624 |
0.500 |
76.400 |
0.382 |
76.176 |
LOW |
75.450 |
0.618 |
74.276 |
1.000 |
73.550 |
1.618 |
72.376 |
2.618 |
70.476 |
4.250 |
67.375 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
76.993 |
76.756 |
PP |
76.697 |
76.222 |
S1 |
76.400 |
75.688 |
|