NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
79.750 |
78.675 |
-1.075 |
-1.3% |
76.850 |
High |
79.750 |
79.475 |
-0.275 |
-0.3% |
81.175 |
Low |
78.200 |
77.350 |
-0.850 |
-1.1% |
76.500 |
Close |
78.610 |
78.860 |
0.250 |
0.3% |
80.640 |
Range |
1.550 |
2.125 |
0.575 |
37.1% |
4.675 |
ATR |
1.241 |
1.304 |
0.063 |
5.1% |
0.000 |
Volume |
319 |
577 |
258 |
80.9% |
813 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.937 |
84.023 |
80.029 |
|
R3 |
82.812 |
81.898 |
79.444 |
|
R2 |
80.687 |
80.687 |
79.250 |
|
R1 |
79.773 |
79.773 |
79.055 |
80.230 |
PP |
78.562 |
78.562 |
78.562 |
78.790 |
S1 |
77.648 |
77.648 |
78.665 |
78.105 |
S2 |
76.437 |
76.437 |
78.470 |
|
S3 |
74.312 |
75.523 |
78.276 |
|
S4 |
72.187 |
73.398 |
77.691 |
|
|
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 |
77.350 |
3.825 |
4.9% |
1.530 |
1.9% |
39% |
False |
True |
382 |
10 |
81.175 |
76.500 |
4.675 |
5.9% |
1.400 |
1.8% |
50% |
False |
False |
224 |
20 |
81.175 |
71.300 |
9.875 |
12.5% |
1.170 |
1.5% |
77% |
False |
False |
125 |
40 |
81.175 |
68.425 |
12.750 |
16.2% |
1.100 |
1.4% |
82% |
False |
False |
69 |
60 |
81.175 |
68.425 |
12.750 |
16.2% |
0.858 |
1.1% |
82% |
False |
False |
48 |
80 |
81.175 |
67.980 |
13.195 |
16.7% |
0.676 |
0.9% |
82% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.506 |
2.618 |
85.038 |
1.618 |
82.913 |
1.000 |
81.600 |
0.618 |
80.788 |
HIGH |
79.475 |
0.618 |
78.663 |
0.500 |
78.413 |
0.382 |
78.162 |
LOW |
77.350 |
0.618 |
76.037 |
1.000 |
75.225 |
1.618 |
73.912 |
2.618 |
71.787 |
4.250 |
68.319 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
78.711 |
79.013 |
PP |
78.562 |
78.962 |
S1 |
78.413 |
78.911 |
|