NYMEX miNY Light Sweet Crude Oil Future September 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 |
73.150 |
72.550 |
-0.600 |
-0.8% |
70.950 |
High |
73.375 |
73.350 |
-0.025 |
0.0% |
73.175 |
Low |
72.300 |
72.025 |
-0.275 |
-0.4% |
70.050 |
Close |
72.610 |
73.190 |
0.580 |
0.8% |
73.150 |
Range |
1.075 |
1.325 |
0.250 |
23.3% |
3.125 |
ATR |
1.199 |
1.208 |
0.009 |
0.8% |
0.000 |
Volume |
1,052 |
1,143 |
91 |
8.7% |
5,309 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.830 |
76.335 |
73.919 |
|
R3 |
75.505 |
75.010 |
73.554 |
|
R2 |
74.180 |
74.180 |
73.433 |
|
R1 |
73.685 |
73.685 |
73.311 |
73.933 |
PP |
72.855 |
72.855 |
72.855 |
72.979 |
S1 |
72.360 |
72.360 |
73.069 |
72.608 |
S2 |
71.530 |
71.530 |
72.947 |
|
S3 |
70.205 |
71.035 |
72.826 |
|
S4 |
68.880 |
69.710 |
72.461 |
|
|
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% |
1.150 |
1.6% |
92% |
False |
False |
1,159 |
10 |
73.375 |
67.600 |
5.775 |
7.9% |
1.295 |
1.8% |
97% |
False |
False |
1,010 |
20 |
73.375 |
66.725 |
6.650 |
9.1% |
1.328 |
1.8% |
97% |
False |
False |
645 |
40 |
73.375 |
64.550 |
8.825 |
12.1% |
0.944 |
1.3% |
98% |
False |
False |
328 |
60 |
73.375 |
64.550 |
8.825 |
12.1% |
0.660 |
0.9% |
98% |
False |
False |
219 |
80 |
73.375 |
62.840 |
10.535 |
14.4% |
0.507 |
0.7% |
98% |
False |
False |
166 |
100 |
73.375 |
61.640 |
11.735 |
16.0% |
0.407 |
0.6% |
98% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.981 |
2.618 |
76.819 |
1.618 |
75.494 |
1.000 |
74.675 |
0.618 |
74.169 |
HIGH |
73.350 |
0.618 |
72.844 |
0.500 |
72.688 |
0.382 |
72.531 |
LOW |
72.025 |
0.618 |
71.206 |
1.000 |
70.700 |
1.618 |
69.881 |
2.618 |
68.556 |
4.250 |
66.394 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
73.023 |
72.998 |
PP |
72.855 |
72.805 |
S1 |
72.688 |
72.613 |
|