NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
76.850 |
78.400 |
1.550 |
2.0% |
74.250 |
High |
78.250 |
79.700 |
1.450 |
1.9% |
78.000 |
Low |
76.500 |
77.750 |
1.250 |
1.6% |
74.025 |
Close |
78.160 |
78.950 |
0.790 |
1.0% |
77.170 |
Range |
1.750 |
1.950 |
0.200 |
11.4% |
3.975 |
ATR |
1.092 |
1.153 |
0.061 |
5.6% |
0.000 |
Volume |
87 |
96 |
9 |
10.3% |
138 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.650 |
83.750 |
80.023 |
|
R3 |
82.700 |
81.800 |
79.486 |
|
R2 |
80.750 |
80.750 |
79.308 |
|
R1 |
79.850 |
79.850 |
79.129 |
80.300 |
PP |
78.800 |
78.800 |
78.800 |
79.025 |
S1 |
77.900 |
77.900 |
78.771 |
78.350 |
S2 |
76.850 |
76.850 |
78.593 |
|
S3 |
74.900 |
75.950 |
78.414 |
|
S4 |
72.950 |
74.000 |
77.878 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.323 |
86.722 |
79.356 |
|
R3 |
84.348 |
82.747 |
78.263 |
|
R2 |
80.373 |
80.373 |
77.899 |
|
R1 |
78.772 |
78.772 |
77.534 |
79.573 |
PP |
76.398 |
76.398 |
76.398 |
76.799 |
S1 |
74.797 |
74.797 |
76.806 |
75.598 |
S2 |
72.423 |
72.423 |
76.441 |
|
S3 |
68.448 |
70.822 |
76.077 |
|
S4 |
64.473 |
66.847 |
74.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.700 |
75.450 |
4.250 |
5.4% |
1.415 |
1.8% |
82% |
True |
False |
58 |
10 |
79.700 |
72.800 |
6.900 |
8.7% |
1.125 |
1.4% |
89% |
True |
False |
48 |
20 |
79.700 |
68.425 |
11.275 |
14.3% |
1.056 |
1.3% |
93% |
True |
False |
31 |
40 |
79.700 |
68.425 |
11.275 |
14.3% |
1.012 |
1.3% |
93% |
True |
False |
20 |
60 |
79.700 |
68.425 |
11.275 |
14.3% |
0.735 |
0.9% |
93% |
True |
False |
14 |
80 |
79.700 |
67.175 |
12.525 |
15.9% |
0.566 |
0.7% |
94% |
True |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.988 |
2.618 |
84.805 |
1.618 |
82.855 |
1.000 |
81.650 |
0.618 |
80.905 |
HIGH |
79.700 |
0.618 |
78.955 |
0.500 |
78.725 |
0.382 |
78.495 |
LOW |
77.750 |
0.618 |
76.545 |
1.000 |
75.800 |
1.618 |
74.595 |
2.618 |
72.645 |
4.250 |
69.463 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
78.875 |
78.667 |
PP |
78.800 |
78.383 |
S1 |
78.725 |
78.100 |
|