NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
79.925 |
79.025 |
-0.900 |
-1.1% |
76.725 |
| High |
80.350 |
80.900 |
0.550 |
0.7% |
80.350 |
| Low |
78.750 |
78.275 |
-0.475 |
-0.6% |
75.525 |
| Close |
79.100 |
80.570 |
1.470 |
1.9% |
79.100 |
| Range |
1.600 |
2.625 |
1.025 |
64.1% |
4.825 |
| ATR |
1.695 |
1.761 |
0.066 |
3.9% |
0.000 |
| Volume |
11,131 |
12,799 |
1,668 |
15.0% |
66,831 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.790 |
86.805 |
82.014 |
|
| R3 |
85.165 |
84.180 |
81.292 |
|
| R2 |
82.540 |
82.540 |
81.051 |
|
| R1 |
81.555 |
81.555 |
80.811 |
82.048 |
| PP |
79.915 |
79.915 |
79.915 |
80.161 |
| S1 |
78.930 |
78.930 |
80.329 |
79.423 |
| S2 |
77.290 |
77.290 |
80.089 |
|
| S3 |
74.665 |
76.305 |
79.848 |
|
| S4 |
72.040 |
73.680 |
79.126 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.800 |
90.775 |
81.754 |
|
| R3 |
87.975 |
85.950 |
80.427 |
|
| R2 |
83.150 |
83.150 |
79.985 |
|
| R1 |
81.125 |
81.125 |
79.542 |
82.138 |
| PP |
78.325 |
78.325 |
78.325 |
78.831 |
| S1 |
76.300 |
76.300 |
78.658 |
77.313 |
| S2 |
73.500 |
73.500 |
78.215 |
|
| S3 |
68.675 |
71.475 |
77.773 |
|
| S4 |
63.850 |
66.650 |
76.446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.900 |
76.925 |
3.975 |
4.9% |
1.780 |
2.2% |
92% |
True |
False |
13,637 |
| 10 |
80.900 |
73.500 |
7.400 |
9.2% |
1.830 |
2.3% |
96% |
True |
False |
13,336 |
| 20 |
80.900 |
68.650 |
12.250 |
15.2% |
1.739 |
2.2% |
97% |
True |
False |
11,951 |
| 40 |
80.900 |
68.650 |
12.250 |
15.2% |
1.830 |
2.3% |
97% |
True |
False |
6,408 |
| 60 |
80.900 |
68.650 |
12.250 |
15.2% |
1.451 |
1.8% |
97% |
True |
False |
4,281 |
| 80 |
80.900 |
65.950 |
14.950 |
18.6% |
1.109 |
1.4% |
98% |
True |
False |
3,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.056 |
|
2.618 |
87.772 |
|
1.618 |
85.147 |
|
1.000 |
83.525 |
|
0.618 |
82.522 |
|
HIGH |
80.900 |
|
0.618 |
79.897 |
|
0.500 |
79.588 |
|
0.382 |
79.278 |
|
LOW |
78.275 |
|
0.618 |
76.653 |
|
1.000 |
75.650 |
|
1.618 |
74.028 |
|
2.618 |
71.403 |
|
4.250 |
67.119 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
80.243 |
80.243 |
| PP |
79.915 |
79.915 |
| S1 |
79.588 |
79.588 |
|