NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
74.150 |
74.875 |
0.725 |
1.0% |
72.750 |
| High |
75.325 |
76.000 |
0.675 |
0.9% |
74.000 |
| Low |
73.900 |
74.625 |
0.725 |
1.0% |
71.600 |
| Close |
75.050 |
75.920 |
0.870 |
1.2% |
73.930 |
| Range |
1.425 |
1.375 |
-0.050 |
-3.5% |
2.400 |
| ATR |
1.448 |
1.443 |
-0.005 |
-0.4% |
0.000 |
| Volume |
17,027 |
9,771 |
-7,256 |
-42.6% |
64,255 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.640 |
79.155 |
76.676 |
|
| R3 |
78.265 |
77.780 |
76.298 |
|
| R2 |
76.890 |
76.890 |
76.172 |
|
| R1 |
76.405 |
76.405 |
76.046 |
76.648 |
| PP |
75.515 |
75.515 |
75.515 |
75.636 |
| S1 |
75.030 |
75.030 |
75.794 |
75.273 |
| S2 |
74.140 |
74.140 |
75.668 |
|
| S3 |
72.765 |
73.655 |
75.542 |
|
| S4 |
71.390 |
72.280 |
75.164 |
|
|
| 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 |
76.000 |
72.300 |
3.700 |
4.9% |
1.425 |
1.9% |
98% |
True |
False |
13,085 |
| 10 |
76.000 |
71.550 |
4.450 |
5.9% |
1.403 |
1.8% |
98% |
True |
False |
13,184 |
| 20 |
76.000 |
67.075 |
8.925 |
11.8% |
1.499 |
2.0% |
99% |
True |
False |
14,732 |
| 40 |
76.000 |
63.500 |
12.500 |
16.5% |
1.453 |
1.9% |
99% |
True |
False |
8,287 |
| 60 |
76.000 |
63.500 |
12.500 |
16.5% |
1.268 |
1.7% |
99% |
True |
False |
5,537 |
| 80 |
76.000 |
63.500 |
12.500 |
16.5% |
1.038 |
1.4% |
99% |
True |
False |
4,155 |
| 100 |
76.000 |
61.900 |
14.100 |
18.6% |
0.881 |
1.2% |
99% |
True |
False |
3,324 |
| 120 |
76.000 |
59.940 |
16.060 |
21.2% |
0.734 |
1.0% |
100% |
True |
False |
2,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.844 |
|
2.618 |
79.600 |
|
1.618 |
78.225 |
|
1.000 |
77.375 |
|
0.618 |
76.850 |
|
HIGH |
76.000 |
|
0.618 |
75.475 |
|
0.500 |
75.313 |
|
0.382 |
75.150 |
|
LOW |
74.625 |
|
0.618 |
73.775 |
|
1.000 |
73.250 |
|
1.618 |
72.400 |
|
2.618 |
71.025 |
|
4.250 |
68.781 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
75.718 |
75.538 |
| PP |
75.515 |
75.157 |
| S1 |
75.313 |
74.775 |
|