NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
78.800 |
80.750 |
1.950 |
2.5% |
80.425 |
High |
80.925 |
80.900 |
-0.025 |
0.0% |
80.925 |
Low |
78.200 |
79.925 |
1.725 |
2.2% |
77.950 |
Close |
80.640 |
80.620 |
-0.020 |
0.0% |
80.620 |
Range |
2.725 |
0.975 |
-1.750 |
-64.2% |
2.975 |
ATR |
1.574 |
1.531 |
-0.043 |
-2.7% |
0.000 |
Volume |
365 |
322 |
-43 |
-11.8% |
2,257 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.407 |
82.988 |
81.156 |
|
R3 |
82.432 |
82.013 |
80.888 |
|
R2 |
81.457 |
81.457 |
80.799 |
|
R1 |
81.038 |
81.038 |
80.709 |
80.760 |
PP |
80.482 |
80.482 |
80.482 |
80.343 |
S1 |
80.063 |
80.063 |
80.531 |
79.785 |
S2 |
79.507 |
79.507 |
80.441 |
|
S3 |
78.532 |
79.088 |
80.352 |
|
S4 |
77.557 |
78.113 |
80.084 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.757 |
87.663 |
82.256 |
|
R3 |
85.782 |
84.688 |
81.438 |
|
R2 |
82.807 |
82.807 |
81.165 |
|
R1 |
81.713 |
81.713 |
80.893 |
82.260 |
PP |
79.832 |
79.832 |
79.832 |
80.105 |
S1 |
78.738 |
78.738 |
80.347 |
79.285 |
S2 |
76.857 |
76.857 |
80.075 |
|
S3 |
73.882 |
75.763 |
79.802 |
|
S4 |
70.907 |
72.788 |
78.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.925 |
77.950 |
2.975 |
3.7% |
1.690 |
2.1% |
90% |
False |
False |
451 |
10 |
82.425 |
77.350 |
5.075 |
6.3% |
1.803 |
2.2% |
64% |
False |
False |
516 |
20 |
82.425 |
74.025 |
8.400 |
10.4% |
1.549 |
1.9% |
79% |
False |
False |
305 |
40 |
82.425 |
68.425 |
14.000 |
17.4% |
1.296 |
1.6% |
87% |
False |
False |
163 |
60 |
82.425 |
68.425 |
14.000 |
17.4% |
1.080 |
1.3% |
87% |
False |
False |
110 |
80 |
82.425 |
68.425 |
14.000 |
17.4% |
0.838 |
1.0% |
87% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.044 |
2.618 |
83.453 |
1.618 |
82.478 |
1.000 |
81.875 |
0.618 |
81.503 |
HIGH |
80.900 |
0.618 |
80.528 |
0.500 |
80.413 |
0.382 |
80.297 |
LOW |
79.925 |
0.618 |
79.322 |
1.000 |
78.950 |
1.618 |
78.347 |
2.618 |
77.372 |
4.250 |
75.781 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
80.551 |
80.268 |
PP |
80.482 |
79.915 |
S1 |
80.413 |
79.563 |
|