NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 17-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.000 |
74.300 |
0.300 |
0.4% |
72.750 |
High |
74.475 |
75.350 |
0.875 |
1.2% |
74.000 |
Low |
73.650 |
73.550 |
-0.100 |
-0.1% |
71.600 |
Close |
74.150 |
74.020 |
-0.130 |
-0.2% |
73.930 |
Range |
0.825 |
1.800 |
0.975 |
118.2% |
2.400 |
ATR |
1.423 |
1.450 |
0.027 |
1.9% |
0.000 |
Volume |
11,364 |
11,035 |
-329 |
-2.9% |
64,255 |
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.707 |
78.663 |
75.010 |
|
R3 |
77.907 |
76.863 |
74.515 |
|
R2 |
76.107 |
76.107 |
74.350 |
|
R1 |
75.063 |
75.063 |
74.185 |
74.685 |
PP |
74.307 |
74.307 |
74.307 |
74.118 |
S1 |
73.263 |
73.263 |
73.855 |
72.885 |
S2 |
72.507 |
72.507 |
73.690 |
|
S3 |
70.707 |
71.463 |
73.525 |
|
S4 |
68.907 |
69.663 |
73.030 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.377 |
79.553 |
75.250 |
|
R3 |
77.977 |
77.153 |
74.590 |
|
R2 |
75.577 |
75.577 |
74.370 |
|
R1 |
74.753 |
74.753 |
74.150 |
75.165 |
PP |
73.177 |
73.177 |
73.177 |
73.383 |
S1 |
72.353 |
72.353 |
73.710 |
72.765 |
S2 |
70.777 |
70.777 |
73.490 |
|
S3 |
68.377 |
69.953 |
73.270 |
|
S4 |
65.977 |
67.553 |
72.610 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.350 |
71.925 |
3.425 |
4.6% |
1.430 |
1.9% |
61% |
True |
False |
12,758 |
10 |
75.350 |
70.700 |
4.650 |
6.3% |
1.353 |
1.8% |
71% |
True |
False |
12,794 |
20 |
75.350 |
67.075 |
8.275 |
11.2% |
1.509 |
2.0% |
84% |
True |
False |
14,358 |
40 |
75.350 |
63.500 |
11.850 |
16.0% |
1.459 |
2.0% |
89% |
True |
False |
7,630 |
60 |
75.350 |
63.500 |
11.850 |
16.0% |
1.268 |
1.7% |
89% |
True |
False |
5,090 |
80 |
75.350 |
63.500 |
11.850 |
16.0% |
1.011 |
1.4% |
89% |
True |
False |
3,820 |
100 |
75.350 |
61.900 |
13.450 |
18.2% |
0.853 |
1.2% |
90% |
True |
False |
3,056 |
120 |
75.350 |
57.180 |
18.170 |
24.5% |
0.710 |
1.0% |
93% |
True |
False |
2,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.000 |
2.618 |
80.062 |
1.618 |
78.262 |
1.000 |
77.150 |
0.618 |
76.462 |
HIGH |
75.350 |
0.618 |
74.662 |
0.500 |
74.450 |
0.382 |
74.238 |
LOW |
73.550 |
0.618 |
72.438 |
1.000 |
71.750 |
1.618 |
70.638 |
2.618 |
68.838 |
4.250 |
65.900 |
|
|
Fisher Pivots for day following 17-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
74.450 |
73.955 |
PP |
74.307 |
73.890 |
S1 |
74.163 |
73.825 |
|