NYMEX miNY Light Sweet Crude Oil Future January 2008
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
79.400 |
77.900 |
-1.500 |
-1.9% |
76.700 |
High |
79.400 |
78.000 |
-1.400 |
-1.8% |
80.200 |
Low |
78.200 |
76.750 |
-1.450 |
-1.9% |
76.700 |
Close |
78.020 |
77.960 |
-0.060 |
-0.1% |
79.990 |
Range |
1.200 |
1.250 |
0.050 |
4.2% |
3.500 |
ATR |
0.520 |
0.574 |
0.054 |
10.3% |
0.000 |
Volume |
17 |
15 |
-2 |
-11.8% |
9 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.320 |
80.890 |
78.648 |
|
R3 |
80.070 |
79.640 |
78.304 |
|
R2 |
78.820 |
78.820 |
78.189 |
|
R1 |
78.390 |
78.390 |
78.075 |
78.605 |
PP |
77.570 |
77.570 |
77.570 |
77.678 |
S1 |
77.140 |
77.140 |
77.845 |
77.355 |
S2 |
76.320 |
76.320 |
77.731 |
|
S3 |
75.070 |
75.890 |
77.616 |
|
S4 |
73.820 |
74.640 |
77.273 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.463 |
88.227 |
81.915 |
|
R3 |
85.963 |
84.727 |
80.953 |
|
R2 |
82.463 |
82.463 |
80.632 |
|
R1 |
81.227 |
81.227 |
80.311 |
81.845 |
PP |
78.963 |
78.963 |
78.963 |
79.273 |
S1 |
77.727 |
77.727 |
79.669 |
78.345 |
S2 |
75.463 |
75.463 |
79.348 |
|
S3 |
71.963 |
74.227 |
79.028 |
|
S4 |
68.463 |
70.727 |
78.065 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.313 |
2.618 |
81.273 |
1.618 |
80.023 |
1.000 |
79.250 |
0.618 |
78.773 |
HIGH |
78.000 |
0.618 |
77.523 |
0.500 |
77.375 |
0.382 |
77.228 |
LOW |
76.750 |
0.618 |
75.978 |
1.000 |
75.500 |
1.618 |
74.728 |
2.618 |
73.478 |
4.250 |
71.438 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
77.765 |
78.438 |
PP |
77.570 |
78.278 |
S1 |
77.375 |
78.119 |
|