NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
73.400 |
73.475 |
0.075 |
0.1% |
70.675 |
High |
73.500 |
74.275 |
0.775 |
1.1% |
72.625 |
Low |
72.800 |
73.475 |
0.675 |
0.9% |
69.800 |
Close |
73.550 |
74.170 |
0.620 |
0.8% |
72.460 |
Range |
0.700 |
0.800 |
0.100 |
14.3% |
2.825 |
ATR |
1.068 |
1.049 |
-0.019 |
-1.8% |
0.000 |
Volume |
30 |
39 |
9 |
30.0% |
74 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.373 |
76.072 |
74.610 |
|
R3 |
75.573 |
75.272 |
74.390 |
|
R2 |
74.773 |
74.773 |
74.317 |
|
R1 |
74.472 |
74.472 |
74.243 |
74.623 |
PP |
73.973 |
73.973 |
73.973 |
74.049 |
S1 |
73.672 |
73.672 |
74.097 |
73.823 |
S2 |
73.173 |
73.173 |
74.023 |
|
S3 |
72.373 |
72.872 |
73.950 |
|
S4 |
71.573 |
72.072 |
73.730 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.103 |
79.107 |
74.014 |
|
R3 |
77.278 |
76.282 |
73.237 |
|
R2 |
74.453 |
74.453 |
72.978 |
|
R1 |
73.457 |
73.457 |
72.719 |
73.955 |
PP |
71.628 |
71.628 |
71.628 |
71.878 |
S1 |
70.632 |
70.632 |
72.201 |
71.130 |
S2 |
68.803 |
68.803 |
71.942 |
|
S3 |
65.978 |
67.807 |
71.683 |
|
S4 |
63.153 |
64.982 |
70.906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.275 |
71.900 |
2.375 |
3.2% |
0.740 |
1.0% |
96% |
True |
False |
19 |
10 |
74.275 |
69.125 |
5.150 |
6.9% |
0.948 |
1.3% |
98% |
True |
False |
18 |
20 |
74.275 |
68.425 |
5.850 |
7.9% |
1.038 |
1.4% |
98% |
True |
False |
17 |
40 |
75.900 |
68.425 |
7.475 |
10.1% |
0.822 |
1.1% |
77% |
False |
False |
11 |
60 |
75.900 |
68.425 |
7.475 |
10.1% |
0.585 |
0.8% |
77% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.675 |
2.618 |
76.369 |
1.618 |
75.569 |
1.000 |
75.075 |
0.618 |
74.769 |
HIGH |
74.275 |
0.618 |
73.969 |
0.500 |
73.875 |
0.382 |
73.781 |
LOW |
73.475 |
0.618 |
72.981 |
1.000 |
72.675 |
1.618 |
72.181 |
2.618 |
71.381 |
4.250 |
70.075 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
74.072 |
73.863 |
PP |
73.973 |
73.557 |
S1 |
73.875 |
73.250 |
|