NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
73.550 |
74.300 |
0.750 |
1.0% |
71.075 |
| High |
74.450 |
75.225 |
0.775 |
1.0% |
74.450 |
| Low |
73.425 |
73.500 |
0.075 |
0.1% |
70.200 |
| Close |
74.040 |
75.080 |
1.040 |
1.4% |
74.040 |
| Range |
1.025 |
1.725 |
0.700 |
68.3% |
4.250 |
| ATR |
1.660 |
1.665 |
0.005 |
0.3% |
0.000 |
| Volume |
10,127 |
9,146 |
-981 |
-9.7% |
51,499 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.777 |
79.153 |
76.029 |
|
| R3 |
78.052 |
77.428 |
75.554 |
|
| R2 |
76.327 |
76.327 |
75.396 |
|
| R1 |
75.703 |
75.703 |
75.238 |
76.015 |
| PP |
74.602 |
74.602 |
74.602 |
74.758 |
| S1 |
73.978 |
73.978 |
74.922 |
74.290 |
| S2 |
72.877 |
72.877 |
74.764 |
|
| S3 |
71.152 |
72.253 |
74.606 |
|
| S4 |
69.427 |
70.528 |
74.131 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.647 |
84.093 |
76.378 |
|
| R3 |
81.397 |
79.843 |
75.209 |
|
| R2 |
77.147 |
77.147 |
74.819 |
|
| R1 |
75.593 |
75.593 |
74.430 |
76.370 |
| PP |
72.897 |
72.897 |
72.897 |
73.285 |
| S1 |
71.343 |
71.343 |
73.650 |
72.120 |
| S2 |
68.647 |
68.647 |
73.261 |
|
| S3 |
64.397 |
67.093 |
72.871 |
|
| S4 |
60.147 |
62.843 |
71.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.225 |
71.200 |
4.025 |
5.4% |
1.460 |
1.9% |
96% |
True |
False |
10,253 |
| 10 |
75.225 |
68.650 |
6.575 |
8.8% |
1.648 |
2.2% |
98% |
True |
False |
11,222 |
| 20 |
75.225 |
68.650 |
6.575 |
8.8% |
1.694 |
2.3% |
98% |
True |
False |
6,299 |
| 40 |
78.125 |
68.650 |
9.475 |
12.6% |
1.621 |
2.2% |
68% |
False |
False |
3,314 |
| 60 |
78.125 |
67.670 |
10.455 |
13.9% |
1.194 |
1.6% |
71% |
False |
False |
2,211 |
| 80 |
78.125 |
65.950 |
12.175 |
16.2% |
0.902 |
1.2% |
75% |
False |
False |
1,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.556 |
|
2.618 |
79.741 |
|
1.618 |
78.016 |
|
1.000 |
76.950 |
|
0.618 |
76.291 |
|
HIGH |
75.225 |
|
0.618 |
74.566 |
|
0.500 |
74.363 |
|
0.382 |
74.159 |
|
LOW |
73.500 |
|
0.618 |
72.434 |
|
1.000 |
71.775 |
|
1.618 |
70.709 |
|
2.618 |
68.984 |
|
4.250 |
66.169 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
74.841 |
74.716 |
| PP |
74.602 |
74.352 |
| S1 |
74.363 |
73.988 |
|