NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
80.425 |
79.325 |
-1.100 |
-1.4% |
80.275 |
High |
80.800 |
79.400 |
-1.400 |
-1.7% |
82.425 |
Low |
78.550 |
77.950 |
-0.600 |
-0.8% |
77.350 |
Close |
79.280 |
79.040 |
-0.240 |
-0.3% |
80.480 |
Range |
2.250 |
1.450 |
-0.800 |
-35.6% |
5.075 |
ATR |
1.524 |
1.519 |
-0.005 |
-0.3% |
0.000 |
Volume |
842 |
336 |
-506 |
-60.1% |
2,904 |
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.147 |
82.543 |
79.838 |
|
R3 |
81.697 |
81.093 |
79.439 |
|
R2 |
80.247 |
80.247 |
79.306 |
|
R1 |
79.643 |
79.643 |
79.173 |
79.220 |
PP |
78.797 |
78.797 |
78.797 |
78.585 |
S1 |
78.193 |
78.193 |
78.907 |
77.770 |
S2 |
77.347 |
77.347 |
78.774 |
|
S3 |
75.897 |
76.743 |
78.641 |
|
S4 |
74.447 |
75.293 |
78.243 |
|
|
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% |
2.140 |
2.7% |
33% |
False |
False |
657 |
10 |
82.425 |
77.350 |
5.075 |
6.4% |
1.740 |
2.2% |
33% |
False |
False |
471 |
20 |
82.425 |
72.800 |
9.625 |
12.2% |
1.433 |
1.8% |
65% |
False |
False |
259 |
40 |
82.425 |
68.425 |
14.000 |
17.7% |
1.231 |
1.6% |
76% |
False |
False |
136 |
60 |
82.425 |
68.425 |
14.000 |
17.7% |
1.000 |
1.3% |
76% |
False |
False |
93 |
80 |
82.425 |
68.425 |
14.000 |
17.7% |
0.783 |
1.0% |
76% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.563 |
2.618 |
83.196 |
1.618 |
81.746 |
1.000 |
80.850 |
0.618 |
80.296 |
HIGH |
79.400 |
0.618 |
78.846 |
0.500 |
78.675 |
0.382 |
78.504 |
LOW |
77.950 |
0.618 |
77.054 |
1.000 |
76.500 |
1.618 |
75.604 |
2.618 |
74.154 |
4.250 |
71.788 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
78.918 |
80.188 |
PP |
78.797 |
79.805 |
S1 |
78.675 |
79.423 |
|