NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
78.100 |
79.575 |
1.475 |
1.9% |
74.300 |
| High |
80.200 |
80.225 |
0.025 |
0.0% |
77.525 |
| Low |
78.025 |
79.175 |
1.150 |
1.5% |
73.500 |
| Close |
79.910 |
80.090 |
0.180 |
0.2% |
76.700 |
| Range |
2.175 |
1.050 |
-1.125 |
-51.7% |
4.025 |
| ATR |
1.752 |
1.702 |
-0.050 |
-2.9% |
0.000 |
| Volume |
15,881 |
15,845 |
-36 |
-0.2% |
53,737 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.980 |
82.585 |
80.668 |
|
| R3 |
81.930 |
81.535 |
80.379 |
|
| R2 |
80.880 |
80.880 |
80.283 |
|
| R1 |
80.485 |
80.485 |
80.186 |
80.683 |
| PP |
79.830 |
79.830 |
79.830 |
79.929 |
| S1 |
79.435 |
79.435 |
79.994 |
79.633 |
| S2 |
78.780 |
78.780 |
79.898 |
|
| S3 |
77.730 |
78.385 |
79.801 |
|
| S4 |
76.680 |
77.335 |
79.513 |
|
|
| 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 |
80.225 |
75.525 |
4.700 |
5.9% |
1.790 |
2.2% |
97% |
True |
False |
15,521 |
| 10 |
80.225 |
72.750 |
7.475 |
9.3% |
1.633 |
2.0% |
98% |
True |
False |
13,155 |
| 20 |
80.225 |
68.650 |
11.575 |
14.5% |
1.753 |
2.2% |
99% |
True |
False |
11,009 |
| 40 |
80.225 |
68.650 |
11.575 |
14.5% |
1.771 |
2.2% |
99% |
True |
False |
5,815 |
| 60 |
80.225 |
68.650 |
11.575 |
14.5% |
1.381 |
1.7% |
99% |
True |
False |
3,882 |
| 80 |
80.225 |
65.950 |
14.275 |
17.8% |
1.056 |
1.3% |
99% |
True |
False |
2,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.688 |
|
2.618 |
82.974 |
|
1.618 |
81.924 |
|
1.000 |
81.275 |
|
0.618 |
80.874 |
|
HIGH |
80.225 |
|
0.618 |
79.824 |
|
0.500 |
79.700 |
|
0.382 |
79.576 |
|
LOW |
79.175 |
|
0.618 |
78.526 |
|
1.000 |
78.125 |
|
1.618 |
77.476 |
|
2.618 |
76.426 |
|
4.250 |
74.713 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
79.960 |
79.585 |
| PP |
79.830 |
79.080 |
| S1 |
79.700 |
78.575 |
|