NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
81.625 |
80.425 |
-1.200 |
-1.5% |
80.275 |
High |
82.425 |
80.800 |
-1.625 |
-2.0% |
82.425 |
Low |
80.225 |
78.550 |
-1.675 |
-2.1% |
77.350 |
Close |
80.480 |
79.280 |
-1.200 |
-1.5% |
80.480 |
Range |
2.200 |
2.250 |
0.050 |
2.3% |
5.075 |
ATR |
1.468 |
1.524 |
0.056 |
3.8% |
0.000 |
Volume |
711 |
842 |
131 |
18.4% |
2,904 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.293 |
85.037 |
80.518 |
|
R3 |
84.043 |
82.787 |
79.899 |
|
R2 |
81.793 |
81.793 |
79.693 |
|
R1 |
80.537 |
80.537 |
79.486 |
80.040 |
PP |
79.543 |
79.543 |
79.543 |
79.295 |
S1 |
78.287 |
78.287 |
79.074 |
77.790 |
S2 |
77.293 |
77.293 |
78.868 |
|
S3 |
75.043 |
76.037 |
78.661 |
|
S4 |
72.793 |
73.787 |
78.043 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.310 |
92.970 |
83.271 |
|
R3 |
90.235 |
87.895 |
81.876 |
|
R2 |
85.160 |
85.160 |
81.410 |
|
R1 |
82.820 |
82.820 |
80.945 |
83.990 |
PP |
80.085 |
80.085 |
80.085 |
80.670 |
S1 |
77.745 |
77.745 |
80.015 |
78.915 |
S2 |
75.010 |
75.010 |
79.550 |
|
S3 |
69.935 |
72.670 |
79.084 |
|
S4 |
64.860 |
67.595 |
77.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.425 |
77.350 |
5.075 |
6.4% |
2.160 |
2.7% |
38% |
False |
False |
653 |
10 |
82.425 |
77.350 |
5.075 |
6.4% |
1.790 |
2.3% |
38% |
False |
False |
447 |
20 |
82.425 |
72.225 |
10.200 |
12.9% |
1.409 |
1.8% |
69% |
False |
False |
243 |
40 |
82.425 |
68.425 |
14.000 |
17.7% |
1.222 |
1.5% |
78% |
False |
False |
128 |
60 |
82.425 |
68.425 |
14.000 |
17.7% |
0.976 |
1.2% |
78% |
False |
False |
87 |
80 |
82.425 |
68.425 |
14.000 |
17.7% |
0.765 |
1.0% |
78% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.363 |
2.618 |
86.691 |
1.618 |
84.441 |
1.000 |
83.050 |
0.618 |
82.191 |
HIGH |
80.800 |
0.618 |
79.941 |
0.500 |
79.675 |
0.382 |
79.410 |
LOW |
78.550 |
0.618 |
77.160 |
1.000 |
76.300 |
1.618 |
74.910 |
2.618 |
72.660 |
4.250 |
68.988 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
79.675 |
80.488 |
PP |
79.543 |
80.085 |
S1 |
79.412 |
79.683 |
|