NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
70.625 |
72.250 |
1.625 |
2.3% |
70.150 |
High |
72.000 |
72.425 |
0.425 |
0.6% |
70.550 |
Low |
70.250 |
71.300 |
1.050 |
1.5% |
68.425 |
Close |
72.000 |
71.750 |
-0.250 |
-0.3% |
70.230 |
Range |
1.750 |
1.125 |
-0.625 |
-35.7% |
2.125 |
ATR |
1.174 |
1.171 |
-0.004 |
-0.3% |
0.000 |
Volume |
26 |
9 |
-17 |
-65.4% |
66 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.200 |
74.600 |
72.369 |
|
R3 |
74.075 |
73.475 |
72.059 |
|
R2 |
72.950 |
72.950 |
71.956 |
|
R1 |
72.350 |
72.350 |
71.853 |
72.088 |
PP |
71.825 |
71.825 |
71.825 |
71.694 |
S1 |
71.225 |
71.225 |
71.647 |
70.963 |
S2 |
70.700 |
70.700 |
71.544 |
|
S3 |
69.575 |
70.100 |
71.441 |
|
S4 |
68.450 |
68.975 |
71.131 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.110 |
75.295 |
71.399 |
|
R3 |
73.985 |
73.170 |
70.814 |
|
R2 |
71.860 |
71.860 |
70.620 |
|
R1 |
71.045 |
71.045 |
70.425 |
71.453 |
PP |
69.735 |
69.735 |
69.735 |
69.939 |
S1 |
68.920 |
68.920 |
70.035 |
69.328 |
S2 |
67.610 |
67.610 |
69.840 |
|
S3 |
65.485 |
66.795 |
69.646 |
|
S4 |
63.360 |
64.670 |
69.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.425 |
69.125 |
3.300 |
4.6% |
1.155 |
1.6% |
80% |
True |
False |
17 |
10 |
72.425 |
68.425 |
4.000 |
5.6% |
1.118 |
1.6% |
83% |
True |
False |
16 |
20 |
74.700 |
68.425 |
6.275 |
8.7% |
1.076 |
1.5% |
53% |
False |
False |
13 |
40 |
75.900 |
68.425 |
7.475 |
10.4% |
0.729 |
1.0% |
44% |
False |
False |
9 |
60 |
75.900 |
67.980 |
7.920 |
11.0% |
0.530 |
0.7% |
48% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.206 |
2.618 |
75.370 |
1.618 |
74.245 |
1.000 |
73.550 |
0.618 |
73.120 |
HIGH |
72.425 |
0.618 |
71.995 |
0.500 |
71.863 |
0.382 |
71.730 |
LOW |
71.300 |
0.618 |
70.605 |
1.000 |
70.175 |
1.618 |
69.480 |
2.618 |
68.355 |
4.250 |
66.519 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.863 |
71.588 |
PP |
71.825 |
71.425 |
S1 |
71.788 |
71.263 |
|