NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
75.475 |
77.300 |
1.825 |
2.4% |
72.500 |
High |
77.350 |
77.375 |
0.025 |
0.0% |
74.625 |
Low |
75.450 |
76.875 |
1.425 |
1.9% |
72.225 |
Close |
77.290 |
77.630 |
0.340 |
0.4% |
74.540 |
Range |
1.900 |
0.500 |
-1.400 |
-73.7% |
2.400 |
ATR |
1.088 |
1.046 |
-0.042 |
-3.9% |
0.000 |
Volume |
55 |
39 |
-16 |
-29.1% |
176 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.793 |
78.712 |
77.905 |
|
R3 |
78.293 |
78.212 |
77.768 |
|
R2 |
77.793 |
77.793 |
77.722 |
|
R1 |
77.712 |
77.712 |
77.676 |
77.753 |
PP |
77.293 |
77.293 |
77.293 |
77.314 |
S1 |
77.212 |
77.212 |
77.584 |
77.253 |
S2 |
76.793 |
76.793 |
77.538 |
|
S3 |
76.293 |
76.712 |
77.493 |
|
S4 |
75.793 |
76.212 |
77.355 |
|
|
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 |
77.375 |
73.700 |
3.675 |
4.7% |
1.015 |
1.3% |
107% |
True |
False |
42 |
10 |
77.375 |
71.900 |
5.475 |
7.1% |
0.878 |
1.1% |
105% |
True |
False |
30 |
20 |
77.375 |
68.425 |
8.950 |
11.5% |
0.998 |
1.3% |
103% |
True |
False |
23 |
40 |
77.375 |
68.425 |
8.950 |
11.5% |
0.927 |
1.2% |
103% |
True |
False |
15 |
60 |
77.375 |
68.425 |
8.950 |
11.5% |
0.658 |
0.8% |
103% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.500 |
2.618 |
78.684 |
1.618 |
78.184 |
1.000 |
77.875 |
0.618 |
77.684 |
HIGH |
77.375 |
0.618 |
77.184 |
0.500 |
77.125 |
0.382 |
77.066 |
LOW |
76.875 |
0.618 |
76.566 |
1.000 |
76.375 |
1.618 |
76.066 |
2.618 |
75.566 |
4.250 |
74.750 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
77.462 |
77.083 |
PP |
77.293 |
76.535 |
S1 |
77.125 |
75.988 |
|