NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
72.750 |
72.050 |
-0.700 |
-1.0% |
70.650 |
High |
73.000 |
73.075 |
0.075 |
0.1% |
72.950 |
Low |
71.800 |
71.600 |
-0.200 |
-0.3% |
69.550 |
Close |
72.190 |
72.810 |
0.620 |
0.9% |
72.810 |
Range |
1.200 |
1.475 |
0.275 |
22.9% |
3.400 |
ATR |
1.453 |
1.454 |
0.002 |
0.1% |
0.000 |
Volume |
11,200 |
11,662 |
462 |
4.1% |
57,626 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.920 |
76.340 |
73.621 |
|
R3 |
75.445 |
74.865 |
73.216 |
|
R2 |
73.970 |
73.970 |
73.080 |
|
R1 |
73.390 |
73.390 |
72.945 |
73.680 |
PP |
72.495 |
72.495 |
72.495 |
72.640 |
S1 |
71.915 |
71.915 |
72.675 |
72.205 |
S2 |
71.020 |
71.020 |
72.540 |
|
S3 |
69.545 |
70.440 |
72.404 |
|
S4 |
68.070 |
68.965 |
71.999 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.970 |
80.790 |
74.680 |
|
R3 |
78.570 |
77.390 |
73.745 |
|
R2 |
75.170 |
75.170 |
73.433 |
|
R1 |
73.990 |
73.990 |
73.122 |
74.580 |
PP |
71.770 |
71.770 |
71.770 |
72.065 |
S1 |
70.590 |
70.590 |
72.498 |
71.180 |
S2 |
68.370 |
68.370 |
72.187 |
|
S3 |
64.970 |
67.190 |
71.875 |
|
S4 |
61.570 |
63.790 |
70.940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.075 |
70.700 |
2.375 |
3.3% |
1.275 |
1.8% |
89% |
True |
False |
12,831 |
10 |
73.075 |
67.075 |
6.000 |
8.2% |
1.520 |
2.1% |
96% |
True |
False |
15,267 |
20 |
73.075 |
65.600 |
7.475 |
10.3% |
1.518 |
2.1% |
96% |
True |
False |
11,580 |
40 |
73.075 |
63.500 |
9.575 |
13.2% |
1.413 |
1.9% |
97% |
True |
False |
6,037 |
60 |
73.075 |
63.500 |
9.575 |
13.2% |
1.174 |
1.6% |
97% |
True |
False |
4,027 |
80 |
73.075 |
62.200 |
10.875 |
14.9% |
0.921 |
1.3% |
98% |
True |
False |
3,023 |
100 |
73.075 |
61.240 |
11.835 |
16.3% |
0.781 |
1.1% |
98% |
True |
False |
2,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.344 |
2.618 |
76.937 |
1.618 |
75.462 |
1.000 |
74.550 |
0.618 |
73.987 |
HIGH |
73.075 |
0.618 |
72.512 |
0.500 |
72.338 |
0.382 |
72.163 |
LOW |
71.600 |
0.618 |
70.688 |
1.000 |
70.125 |
1.618 |
69.213 |
2.618 |
67.738 |
4.250 |
65.331 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
72.653 |
72.644 |
PP |
72.495 |
72.478 |
S1 |
72.338 |
72.313 |
|