NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
80.875 |
82.200 |
1.325 |
1.6% |
76.725 |
| High |
82.375 |
82.525 |
0.150 |
0.2% |
80.350 |
| Low |
80.225 |
80.875 |
0.650 |
0.8% |
75.525 |
| Close |
81.510 |
81.930 |
0.420 |
0.5% |
79.100 |
| Range |
2.150 |
1.650 |
-0.500 |
-23.3% |
4.825 |
| ATR |
1.789 |
1.779 |
-0.010 |
-0.6% |
0.000 |
| Volume |
11,489 |
13,983 |
2,494 |
21.7% |
66,831 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.727 |
85.978 |
82.838 |
|
| R3 |
85.077 |
84.328 |
82.384 |
|
| R2 |
83.427 |
83.427 |
82.233 |
|
| R1 |
82.678 |
82.678 |
82.081 |
82.228 |
| PP |
81.777 |
81.777 |
81.777 |
81.551 |
| S1 |
81.028 |
81.028 |
81.779 |
80.578 |
| S2 |
80.127 |
80.127 |
81.628 |
|
| S3 |
78.477 |
79.378 |
81.476 |
|
| S4 |
76.827 |
77.728 |
81.023 |
|
|
| 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 |
82.525 |
78.275 |
4.250 |
5.2% |
1.815 |
2.2% |
86% |
True |
False |
13,049 |
| 10 |
82.525 |
75.325 |
7.200 |
8.8% |
1.918 |
2.3% |
92% |
True |
False |
13,698 |
| 20 |
82.525 |
68.650 |
13.875 |
16.9% |
1.711 |
2.1% |
96% |
True |
False |
12,569 |
| 40 |
82.525 |
68.650 |
13.875 |
16.9% |
1.853 |
2.3% |
96% |
True |
False |
7,026 |
| 60 |
82.525 |
68.650 |
13.875 |
16.9% |
1.479 |
1.8% |
96% |
True |
False |
4,705 |
| 80 |
82.525 |
65.950 |
16.575 |
20.2% |
1.156 |
1.4% |
96% |
True |
False |
3,531 |
| 100 |
82.525 |
65.920 |
16.605 |
20.3% |
0.926 |
1.1% |
96% |
True |
False |
2,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.538 |
|
2.618 |
86.845 |
|
1.618 |
85.195 |
|
1.000 |
84.175 |
|
0.618 |
83.545 |
|
HIGH |
82.525 |
|
0.618 |
81.895 |
|
0.500 |
81.700 |
|
0.382 |
81.505 |
|
LOW |
80.875 |
|
0.618 |
79.855 |
|
1.000 |
79.225 |
|
1.618 |
78.205 |
|
2.618 |
76.555 |
|
4.250 |
73.863 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
81.853 |
81.420 |
| PP |
81.777 |
80.910 |
| S1 |
81.700 |
80.400 |
|