NYMEX miNY Light Sweet Crude Oil Future December 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 |
77.250 |
76.850 |
-0.400 |
-0.5% |
74.250 |
| High |
78.000 |
78.250 |
0.250 |
0.3% |
78.000 |
| Low |
77.025 |
76.500 |
-0.525 |
-0.7% |
74.025 |
| Close |
77.170 |
78.160 |
0.990 |
1.3% |
77.170 |
| Range |
0.975 |
1.750 |
0.775 |
79.5% |
3.975 |
| ATR |
1.041 |
1.092 |
0.051 |
4.9% |
0.000 |
| Volume |
15 |
87 |
72 |
480.0% |
138 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.887 |
82.273 |
79.123 |
|
| R3 |
81.137 |
80.523 |
78.641 |
|
| R2 |
79.387 |
79.387 |
78.481 |
|
| R1 |
78.773 |
78.773 |
78.320 |
79.080 |
| PP |
77.637 |
77.637 |
77.637 |
77.790 |
| S1 |
77.023 |
77.023 |
78.000 |
77.330 |
| S2 |
75.887 |
75.887 |
77.839 |
|
| S3 |
74.137 |
75.273 |
77.679 |
|
| S4 |
72.387 |
73.523 |
77.198 |
|
|
| 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 |
78.250 |
74.600 |
3.650 |
4.7% |
1.290 |
1.7% |
98% |
True |
False |
40 |
| 10 |
78.250 |
72.225 |
6.025 |
7.7% |
1.028 |
1.3% |
99% |
True |
False |
39 |
| 20 |
78.250 |
68.425 |
9.825 |
12.6% |
1.026 |
1.3% |
99% |
True |
False |
26 |
| 40 |
78.250 |
68.425 |
9.825 |
12.6% |
0.989 |
1.3% |
99% |
True |
False |
18 |
| 60 |
78.250 |
68.425 |
9.825 |
12.6% |
0.703 |
0.9% |
99% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.688 |
|
2.618 |
82.832 |
|
1.618 |
81.082 |
|
1.000 |
80.000 |
|
0.618 |
79.332 |
|
HIGH |
78.250 |
|
0.618 |
77.582 |
|
0.500 |
77.375 |
|
0.382 |
77.169 |
|
LOW |
76.500 |
|
0.618 |
75.419 |
|
1.000 |
74.750 |
|
1.618 |
73.669 |
|
2.618 |
71.919 |
|
4.250 |
69.063 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
77.898 |
77.898 |
| PP |
77.637 |
77.637 |
| S1 |
77.375 |
77.375 |
|