NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
80.275 |
79.750 |
-0.525 |
-0.7% |
76.850 |
High |
80.675 |
79.750 |
-0.925 |
-1.1% |
81.175 |
Low |
79.650 |
78.200 |
-1.450 |
-1.8% |
76.500 |
Close |
80.150 |
78.610 |
-1.540 |
-1.9% |
80.640 |
Range |
1.025 |
1.550 |
0.525 |
51.2% |
4.675 |
ATR |
1.186 |
1.241 |
0.055 |
4.6% |
0.000 |
Volume |
478 |
319 |
-159 |
-33.3% |
813 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.503 |
82.607 |
79.463 |
|
R3 |
81.953 |
81.057 |
79.036 |
|
R2 |
80.403 |
80.403 |
78.894 |
|
R1 |
79.507 |
79.507 |
78.752 |
79.180 |
PP |
78.853 |
78.853 |
78.853 |
78.690 |
S1 |
77.957 |
77.957 |
78.468 |
77.630 |
S2 |
77.303 |
77.303 |
78.326 |
|
S3 |
75.753 |
76.407 |
78.184 |
|
S4 |
74.203 |
74.857 |
77.758 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.463 |
91.727 |
83.211 |
|
R3 |
88.788 |
87.052 |
81.926 |
|
R2 |
84.113 |
84.113 |
81.497 |
|
R1 |
82.377 |
82.377 |
81.069 |
83.245 |
PP |
79.438 |
79.438 |
79.438 |
79.873 |
S1 |
77.702 |
77.702 |
80.211 |
78.570 |
S2 |
74.763 |
74.763 |
79.783 |
|
S3 |
70.088 |
73.027 |
79.354 |
|
S4 |
65.413 |
68.352 |
78.069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.175 |
78.200 |
2.975 |
3.8% |
1.340 |
1.7% |
14% |
False |
True |
285 |
10 |
81.175 |
75.450 |
5.725 |
7.3% |
1.378 |
1.8% |
55% |
False |
False |
171 |
20 |
81.175 |
70.250 |
10.925 |
13.9% |
1.151 |
1.5% |
77% |
False |
False |
98 |
40 |
81.175 |
68.425 |
12.750 |
16.2% |
1.073 |
1.4% |
80% |
False |
False |
55 |
60 |
81.175 |
68.425 |
12.750 |
16.2% |
0.822 |
1.0% |
80% |
False |
False |
38 |
80 |
81.175 |
67.980 |
13.195 |
16.8% |
0.649 |
0.8% |
81% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.338 |
2.618 |
83.808 |
1.618 |
82.258 |
1.000 |
81.300 |
0.618 |
80.708 |
HIGH |
79.750 |
0.618 |
79.158 |
0.500 |
78.975 |
0.382 |
78.792 |
LOW |
78.200 |
0.618 |
77.242 |
1.000 |
76.650 |
1.618 |
75.692 |
2.618 |
74.142 |
4.250 |
71.613 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
78.975 |
79.688 |
PP |
78.853 |
79.328 |
S1 |
78.732 |
78.969 |
|