NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
76.725 |
77.825 |
1.100 |
1.4% |
74.300 |
| High |
78.450 |
78.375 |
-0.075 |
-0.1% |
77.525 |
| Low |
75.525 |
76.925 |
1.400 |
1.9% |
73.500 |
| Close |
77.490 |
78.230 |
0.740 |
1.0% |
76.700 |
| Range |
2.925 |
1.450 |
-1.475 |
-50.4% |
4.025 |
| ATR |
1.740 |
1.720 |
-0.021 |
-1.2% |
0.000 |
| Volume |
11,441 |
12,533 |
1,092 |
9.5% |
53,737 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.193 |
81.662 |
79.028 |
|
| R3 |
80.743 |
80.212 |
78.629 |
|
| R2 |
79.293 |
79.293 |
78.496 |
|
| R1 |
78.762 |
78.762 |
78.363 |
79.028 |
| PP |
77.843 |
77.843 |
77.843 |
77.976 |
| S1 |
77.312 |
77.312 |
78.097 |
77.578 |
| S2 |
76.393 |
76.393 |
77.964 |
|
| S3 |
74.943 |
75.862 |
77.831 |
|
| S4 |
73.493 |
74.412 |
77.433 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.983 |
86.367 |
78.914 |
|
| R3 |
83.958 |
82.342 |
77.807 |
|
| R2 |
79.933 |
79.933 |
77.438 |
|
| R1 |
78.317 |
78.317 |
77.069 |
79.125 |
| PP |
75.908 |
75.908 |
75.908 |
76.313 |
| S1 |
74.292 |
74.292 |
76.331 |
75.100 |
| S2 |
71.883 |
71.883 |
75.962 |
|
| S3 |
67.858 |
70.267 |
75.593 |
|
| S4 |
63.833 |
66.242 |
74.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.450 |
74.725 |
3.725 |
4.8% |
1.825 |
2.3% |
94% |
False |
False |
13,713 |
| 10 |
78.450 |
71.200 |
7.250 |
9.3% |
1.643 |
2.1% |
97% |
False |
False |
11,983 |
| 20 |
78.450 |
68.650 |
9.800 |
12.5% |
1.758 |
2.2% |
98% |
False |
False |
9,536 |
| 40 |
78.450 |
68.650 |
9.800 |
12.5% |
1.759 |
2.2% |
98% |
False |
False |
5,025 |
| 60 |
78.450 |
68.650 |
9.800 |
12.5% |
1.338 |
1.7% |
98% |
False |
False |
3,354 |
| 80 |
78.450 |
65.950 |
12.500 |
16.0% |
1.016 |
1.3% |
98% |
False |
False |
2,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.538 |
|
2.618 |
82.171 |
|
1.618 |
80.721 |
|
1.000 |
79.825 |
|
0.618 |
79.271 |
|
HIGH |
78.375 |
|
0.618 |
77.821 |
|
0.500 |
77.650 |
|
0.382 |
77.479 |
|
LOW |
76.925 |
|
0.618 |
76.029 |
|
1.000 |
75.475 |
|
1.618 |
74.579 |
|
2.618 |
73.129 |
|
4.250 |
70.763 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
78.037 |
77.816 |
| PP |
77.843 |
77.402 |
| S1 |
77.650 |
76.988 |
|