NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
79.325 |
79.225 |
-0.100 |
-0.1% |
80.275 |
High |
79.400 |
79.700 |
0.300 |
0.4% |
82.425 |
Low |
77.950 |
78.650 |
0.700 |
0.9% |
77.350 |
Close |
79.040 |
79.020 |
-0.020 |
0.0% |
80.480 |
Range |
1.450 |
1.050 |
-0.400 |
-27.6% |
5.075 |
ATR |
1.519 |
1.485 |
-0.033 |
-2.2% |
0.000 |
Volume |
336 |
392 |
56 |
16.7% |
2,904 |
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.273 |
81.697 |
79.598 |
|
R3 |
81.223 |
80.647 |
79.309 |
|
R2 |
80.173 |
80.173 |
79.213 |
|
R1 |
79.597 |
79.597 |
79.116 |
79.360 |
PP |
79.123 |
79.123 |
79.123 |
79.005 |
S1 |
78.547 |
78.547 |
78.924 |
78.310 |
S2 |
78.073 |
78.073 |
78.828 |
|
S3 |
77.023 |
77.497 |
78.731 |
|
S4 |
75.973 |
76.447 |
78.443 |
|
|
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 |
77.950 |
4.475 |
5.7% |
1.925 |
2.4% |
24% |
False |
False |
620 |
10 |
82.425 |
77.350 |
5.075 |
6.4% |
1.728 |
2.2% |
33% |
False |
False |
501 |
20 |
82.425 |
73.475 |
8.950 |
11.3% |
1.450 |
1.8% |
62% |
False |
False |
277 |
40 |
82.425 |
68.425 |
14.000 |
17.7% |
1.255 |
1.6% |
76% |
False |
False |
146 |
60 |
82.425 |
68.425 |
14.000 |
17.7% |
1.018 |
1.3% |
76% |
False |
False |
99 |
80 |
82.425 |
68.425 |
14.000 |
17.7% |
0.796 |
1.0% |
76% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.163 |
2.618 |
82.449 |
1.618 |
81.399 |
1.000 |
80.750 |
0.618 |
80.349 |
HIGH |
79.700 |
0.618 |
79.299 |
0.500 |
79.175 |
0.382 |
79.051 |
LOW |
78.650 |
0.618 |
78.001 |
1.000 |
77.600 |
1.618 |
76.951 |
2.618 |
75.901 |
4.250 |
74.188 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
79.175 |
79.375 |
PP |
79.123 |
79.257 |
S1 |
79.072 |
79.138 |
|