NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
72.275 |
73.150 |
0.875 |
1.2% |
70.950 |
High |
73.175 |
73.375 |
0.200 |
0.3% |
73.175 |
Low |
71.850 |
72.300 |
0.450 |
0.6% |
70.050 |
Close |
73.150 |
72.610 |
-0.540 |
-0.7% |
73.150 |
Range |
1.325 |
1.075 |
-0.250 |
-18.9% |
3.125 |
ATR |
1.208 |
1.199 |
-0.010 |
-0.8% |
0.000 |
Volume |
2,376 |
1,052 |
-1,324 |
-55.7% |
5,309 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.987 |
75.373 |
73.201 |
|
R3 |
74.912 |
74.298 |
72.906 |
|
R2 |
73.837 |
73.837 |
72.807 |
|
R1 |
73.223 |
73.223 |
72.709 |
72.993 |
PP |
72.762 |
72.762 |
72.762 |
72.646 |
S1 |
72.148 |
72.148 |
72.511 |
71.918 |
S2 |
71.687 |
71.687 |
72.413 |
|
S3 |
70.612 |
71.073 |
72.314 |
|
S4 |
69.537 |
69.998 |
72.019 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.500 |
80.450 |
74.869 |
|
R3 |
78.375 |
77.325 |
74.009 |
|
R2 |
75.250 |
75.250 |
73.723 |
|
R1 |
74.200 |
74.200 |
73.436 |
74.725 |
PP |
72.125 |
72.125 |
72.125 |
72.388 |
S1 |
71.075 |
71.075 |
72.864 |
71.600 |
S2 |
69.000 |
69.000 |
72.577 |
|
S3 |
65.875 |
67.950 |
72.291 |
|
S4 |
62.750 |
64.825 |
71.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.375 |
71.100 |
2.275 |
3.1% |
1.030 |
1.4% |
66% |
True |
False |
1,071 |
10 |
73.375 |
67.600 |
5.775 |
8.0% |
1.315 |
1.8% |
87% |
True |
False |
993 |
20 |
73.375 |
66.550 |
6.825 |
9.4% |
1.289 |
1.8% |
89% |
True |
False |
588 |
40 |
73.375 |
64.550 |
8.825 |
12.2% |
0.913 |
1.3% |
91% |
True |
False |
300 |
60 |
73.375 |
64.550 |
8.825 |
12.2% |
0.638 |
0.9% |
91% |
True |
False |
200 |
80 |
73.375 |
62.840 |
10.535 |
14.5% |
0.490 |
0.7% |
93% |
True |
False |
152 |
100 |
73.375 |
61.200 |
12.175 |
16.8% |
0.394 |
0.5% |
94% |
True |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.944 |
2.618 |
76.189 |
1.618 |
75.114 |
1.000 |
74.450 |
0.618 |
74.039 |
HIGH |
73.375 |
0.618 |
72.964 |
0.500 |
72.838 |
0.382 |
72.711 |
LOW |
72.300 |
0.618 |
71.636 |
1.000 |
71.225 |
1.618 |
70.561 |
2.618 |
69.486 |
4.250 |
67.731 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
72.838 |
72.486 |
PP |
72.762 |
72.362 |
S1 |
72.686 |
72.238 |
|