NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
78.880 |
78.900 |
0.020 |
0.0% |
74.250 |
| High |
78.880 |
79.150 |
0.270 |
0.3% |
76.150 |
| Low |
78.880 |
78.900 |
0.020 |
0.0% |
74.250 |
| Close |
78.880 |
79.850 |
0.970 |
1.2% |
76.490 |
| Range |
0.000 |
0.250 |
0.250 |
|
1.900 |
| ATR |
0.496 |
0.480 |
-0.016 |
-3.3% |
0.000 |
| Volume |
1 |
1 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.050 |
80.200 |
79.988 |
|
| R3 |
79.800 |
79.950 |
79.919 |
|
| R2 |
79.550 |
79.550 |
79.896 |
|
| R1 |
79.700 |
79.700 |
79.873 |
79.625 |
| PP |
79.300 |
79.300 |
79.300 |
79.263 |
| S1 |
79.450 |
79.450 |
79.827 |
79.375 |
| S2 |
79.050 |
79.050 |
79.804 |
|
| S3 |
78.800 |
79.200 |
79.781 |
|
| S4 |
78.550 |
78.950 |
79.713 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.330 |
80.810 |
77.535 |
|
| R3 |
79.430 |
78.910 |
77.013 |
|
| R2 |
77.530 |
77.530 |
76.838 |
|
| R1 |
77.010 |
77.010 |
76.664 |
77.270 |
| PP |
75.630 |
75.630 |
75.630 |
75.760 |
| S1 |
75.110 |
75.110 |
76.316 |
75.370 |
| S2 |
73.730 |
73.730 |
76.142 |
|
| S3 |
71.830 |
73.210 |
75.968 |
|
| S4 |
69.930 |
71.310 |
75.445 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.213 |
|
2.618 |
79.805 |
|
1.618 |
79.555 |
|
1.000 |
79.400 |
|
0.618 |
79.305 |
|
HIGH |
79.150 |
|
0.618 |
79.055 |
|
0.500 |
79.025 |
|
0.382 |
78.996 |
|
LOW |
78.900 |
|
0.618 |
78.746 |
|
1.000 |
78.650 |
|
1.618 |
78.496 |
|
2.618 |
78.246 |
|
4.250 |
77.838 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
79.575 |
79.435 |
| PP |
79.300 |
79.020 |
| S1 |
79.025 |
78.605 |
|