NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
77.825 |
78.100 |
0.275 |
0.4% |
74.300 |
| High |
78.375 |
80.200 |
1.825 |
2.3% |
77.525 |
| Low |
76.925 |
78.025 |
1.100 |
1.4% |
73.500 |
| Close |
78.230 |
79.910 |
1.680 |
2.1% |
76.700 |
| Range |
1.450 |
2.175 |
0.725 |
50.0% |
4.025 |
| ATR |
1.720 |
1.752 |
0.033 |
1.9% |
0.000 |
| Volume |
12,533 |
15,881 |
3,348 |
26.7% |
53,737 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.903 |
85.082 |
81.106 |
|
| R3 |
83.728 |
82.907 |
80.508 |
|
| R2 |
81.553 |
81.553 |
80.309 |
|
| R1 |
80.732 |
80.732 |
80.109 |
81.143 |
| PP |
79.378 |
79.378 |
79.378 |
79.584 |
| S1 |
78.557 |
78.557 |
79.711 |
78.968 |
| S2 |
77.203 |
77.203 |
79.511 |
|
| S3 |
75.028 |
76.382 |
79.312 |
|
| S4 |
72.853 |
74.207 |
78.714 |
|
|
| 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 |
80.200 |
75.325 |
4.875 |
6.1% |
2.020 |
2.5% |
94% |
True |
False |
14,346 |
| 10 |
80.200 |
71.400 |
8.800 |
11.0% |
1.753 |
2.2% |
97% |
True |
False |
12,596 |
| 20 |
80.200 |
68.650 |
11.550 |
14.5% |
1.799 |
2.3% |
97% |
True |
False |
10,278 |
| 40 |
80.200 |
68.650 |
11.550 |
14.5% |
1.779 |
2.2% |
97% |
True |
False |
5,422 |
| 60 |
80.200 |
68.650 |
11.550 |
14.5% |
1.363 |
1.7% |
97% |
True |
False |
3,618 |
| 80 |
80.200 |
65.950 |
14.250 |
17.8% |
1.043 |
1.3% |
98% |
True |
False |
2,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.444 |
|
2.618 |
85.894 |
|
1.618 |
83.719 |
|
1.000 |
82.375 |
|
0.618 |
81.544 |
|
HIGH |
80.200 |
|
0.618 |
79.369 |
|
0.500 |
79.113 |
|
0.382 |
78.856 |
|
LOW |
78.025 |
|
0.618 |
76.681 |
|
1.000 |
75.850 |
|
1.618 |
74.506 |
|
2.618 |
72.331 |
|
4.250 |
68.781 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
79.644 |
79.228 |
| PP |
79.378 |
78.545 |
| S1 |
79.113 |
77.863 |
|