NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
78.375 |
79.525 |
1.150 |
1.5% |
80.425 |
High |
80.225 |
80.625 |
0.400 |
0.5% |
80.925 |
Low |
77.800 |
79.075 |
1.275 |
1.6% |
77.950 |
Close |
79.540 |
80.610 |
1.070 |
1.3% |
80.620 |
Range |
2.425 |
1.550 |
-0.875 |
-36.1% |
2.975 |
ATR |
1.679 |
1.669 |
-0.009 |
-0.5% |
0.000 |
Volume |
748 |
736 |
-12 |
-1.6% |
2,257 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.753 |
84.232 |
81.463 |
|
R3 |
83.203 |
82.682 |
81.036 |
|
R2 |
81.653 |
81.653 |
80.894 |
|
R1 |
81.132 |
81.132 |
80.752 |
81.393 |
PP |
80.103 |
80.103 |
80.103 |
80.234 |
S1 |
79.582 |
79.582 |
80.468 |
79.843 |
S2 |
78.553 |
78.553 |
80.326 |
|
S3 |
77.003 |
78.032 |
80.184 |
|
S4 |
75.453 |
76.482 |
79.758 |
|
|
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 |
77.800 |
3.125 |
3.9% |
2.050 |
2.5% |
90% |
False |
False |
488 |
10 |
82.425 |
77.800 |
4.625 |
5.7% |
1.988 |
2.5% |
61% |
False |
False |
554 |
20 |
82.425 |
76.500 |
5.925 |
7.4% |
1.694 |
2.1% |
69% |
False |
False |
389 |
40 |
82.425 |
68.425 |
14.000 |
17.4% |
1.392 |
1.7% |
87% |
False |
False |
205 |
60 |
82.425 |
68.425 |
14.000 |
17.4% |
1.180 |
1.5% |
87% |
False |
False |
139 |
80 |
82.425 |
68.425 |
14.000 |
17.4% |
0.910 |
1.1% |
87% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.213 |
2.618 |
84.683 |
1.618 |
83.133 |
1.000 |
82.175 |
0.618 |
81.583 |
HIGH |
80.625 |
0.618 |
80.033 |
0.500 |
79.850 |
0.382 |
79.667 |
LOW |
79.075 |
0.618 |
78.117 |
1.000 |
77.525 |
1.618 |
76.567 |
2.618 |
75.017 |
4.250 |
72.488 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
80.357 |
80.144 |
PP |
80.103 |
79.678 |
S1 |
79.850 |
79.213 |
|