NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
77.300 |
77.250 |
-0.050 |
-0.1% |
74.250 |
| High |
77.375 |
78.000 |
0.625 |
0.8% |
78.000 |
| Low |
76.875 |
77.025 |
0.150 |
0.2% |
74.025 |
| Close |
77.630 |
77.170 |
-0.460 |
-0.6% |
77.170 |
| Range |
0.500 |
0.975 |
0.475 |
95.0% |
3.975 |
| ATR |
1.046 |
1.041 |
-0.005 |
-0.5% |
0.000 |
| Volume |
39 |
15 |
-24 |
-61.5% |
138 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.323 |
79.722 |
77.706 |
|
| R3 |
79.348 |
78.747 |
77.438 |
|
| R2 |
78.373 |
78.373 |
77.349 |
|
| R1 |
77.772 |
77.772 |
77.259 |
77.585 |
| PP |
77.398 |
77.398 |
77.398 |
77.305 |
| S1 |
76.797 |
76.797 |
77.081 |
76.610 |
| S2 |
76.423 |
76.423 |
76.991 |
|
| S3 |
75.448 |
75.822 |
76.902 |
|
| S4 |
74.473 |
74.847 |
76.634 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.323 |
86.722 |
79.356 |
|
| R3 |
84.348 |
82.747 |
78.263 |
|
| R2 |
80.373 |
80.373 |
77.899 |
|
| R1 |
78.772 |
78.772 |
77.534 |
79.573 |
| PP |
76.398 |
76.398 |
76.398 |
76.799 |
| S1 |
74.797 |
74.797 |
76.806 |
75.598 |
| S2 |
72.423 |
72.423 |
76.441 |
|
| S3 |
68.448 |
70.822 |
76.077 |
|
| S4 |
64.473 |
66.847 |
74.984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.000 |
74.025 |
3.975 |
5.2% |
1.025 |
1.3% |
79% |
True |
False |
27 |
| 10 |
78.000 |
72.225 |
5.775 |
7.5% |
0.903 |
1.2% |
86% |
True |
False |
31 |
| 20 |
78.000 |
68.425 |
9.575 |
12.4% |
0.984 |
1.3% |
91% |
True |
False |
22 |
| 40 |
78.000 |
68.425 |
9.575 |
12.4% |
0.945 |
1.2% |
91% |
True |
False |
16 |
| 60 |
78.000 |
68.425 |
9.575 |
12.4% |
0.674 |
0.9% |
91% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.144 |
|
2.618 |
80.553 |
|
1.618 |
79.578 |
|
1.000 |
78.975 |
|
0.618 |
78.603 |
|
HIGH |
78.000 |
|
0.618 |
77.628 |
|
0.500 |
77.513 |
|
0.382 |
77.397 |
|
LOW |
77.025 |
|
0.618 |
76.422 |
|
1.000 |
76.050 |
|
1.618 |
75.447 |
|
2.618 |
74.472 |
|
4.250 |
72.881 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
77.513 |
77.022 |
| PP |
77.398 |
76.873 |
| S1 |
77.284 |
76.725 |
|