NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
78.400 |
79.450 |
1.050 |
1.3% |
74.250 |
High |
79.700 |
79.700 |
0.000 |
0.0% |
78.000 |
Low |
77.750 |
78.525 |
0.775 |
1.0% |
74.025 |
Close |
78.950 |
79.700 |
0.750 |
0.9% |
77.170 |
Range |
1.950 |
1.175 |
-0.775 |
-39.7% |
3.975 |
ATR |
1.153 |
1.155 |
0.002 |
0.1% |
0.000 |
Volume |
96 |
93 |
-3 |
-3.1% |
138 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.833 |
82.442 |
80.346 |
|
R3 |
81.658 |
81.267 |
80.023 |
|
R2 |
80.483 |
80.483 |
79.915 |
|
R1 |
80.092 |
80.092 |
79.808 |
80.288 |
PP |
79.308 |
79.308 |
79.308 |
79.406 |
S1 |
78.917 |
78.917 |
79.592 |
79.113 |
S2 |
78.133 |
78.133 |
79.485 |
|
S3 |
76.958 |
77.742 |
79.377 |
|
S4 |
75.783 |
76.567 |
79.054 |
|
|
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 |
76.500 |
3.200 |
4.0% |
1.270 |
1.6% |
100% |
True |
False |
66 |
10 |
79.700 |
73.475 |
6.225 |
7.8% |
1.173 |
1.5% |
100% |
True |
False |
54 |
20 |
79.700 |
68.425 |
11.275 |
14.1% |
1.065 |
1.3% |
100% |
True |
False |
35 |
40 |
79.700 |
68.425 |
11.275 |
14.1% |
0.998 |
1.3% |
100% |
True |
False |
22 |
60 |
79.700 |
68.425 |
11.275 |
14.1% |
0.738 |
0.9% |
100% |
True |
False |
16 |
80 |
79.700 |
67.350 |
12.350 |
15.5% |
0.580 |
0.7% |
100% |
True |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.694 |
2.618 |
82.776 |
1.618 |
81.601 |
1.000 |
80.875 |
0.618 |
80.426 |
HIGH |
79.700 |
0.618 |
79.251 |
0.500 |
79.113 |
0.382 |
78.974 |
LOW |
78.525 |
0.618 |
77.799 |
1.000 |
77.350 |
1.618 |
76.624 |
2.618 |
75.449 |
4.250 |
73.531 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
79.504 |
79.167 |
PP |
79.308 |
78.633 |
S1 |
79.113 |
78.100 |
|