NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
72.900 |
72.975 |
0.075 |
0.1% |
73.150 |
High |
74.150 |
74.175 |
0.025 |
0.0% |
74.175 |
Low |
72.275 |
72.625 |
0.350 |
0.5% |
72.025 |
Close |
72.870 |
74.130 |
1.260 |
1.7% |
74.130 |
Range |
1.875 |
1.550 |
-0.325 |
-17.3% |
2.150 |
ATR |
1.234 |
1.256 |
0.023 |
1.8% |
0.000 |
Volume |
1,588 |
2,216 |
628 |
39.5% |
7,115 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.293 |
77.762 |
74.983 |
|
R3 |
76.743 |
76.212 |
74.556 |
|
R2 |
75.193 |
75.193 |
74.414 |
|
R1 |
74.662 |
74.662 |
74.272 |
74.928 |
PP |
73.643 |
73.643 |
73.643 |
73.776 |
S1 |
73.112 |
73.112 |
73.988 |
73.378 |
S2 |
72.093 |
72.093 |
73.846 |
|
S3 |
70.543 |
71.562 |
73.704 |
|
S4 |
68.993 |
70.012 |
73.278 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.893 |
79.162 |
75.313 |
|
R3 |
77.743 |
77.012 |
74.721 |
|
R2 |
75.593 |
75.593 |
74.524 |
|
R1 |
74.862 |
74.862 |
74.327 |
75.228 |
PP |
73.443 |
73.443 |
73.443 |
73.626 |
S1 |
72.712 |
72.712 |
73.933 |
73.078 |
S2 |
71.293 |
71.293 |
73.736 |
|
S3 |
69.143 |
70.562 |
73.539 |
|
S4 |
66.993 |
68.412 |
72.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.175 |
72.025 |
2.150 |
2.9% |
1.340 |
1.8% |
98% |
True |
False |
1,423 |
10 |
74.175 |
70.050 |
4.125 |
5.6% |
1.243 |
1.7% |
99% |
True |
False |
1,242 |
20 |
74.175 |
67.600 |
6.575 |
8.9% |
1.373 |
1.9% |
99% |
True |
False |
889 |
40 |
74.175 |
64.550 |
9.625 |
13.0% |
1.024 |
1.4% |
100% |
True |
False |
451 |
60 |
74.175 |
64.550 |
9.625 |
13.0% |
0.731 |
1.0% |
100% |
True |
False |
301 |
80 |
74.175 |
64.550 |
9.625 |
13.0% |
0.561 |
0.8% |
100% |
True |
False |
228 |
100 |
74.175 |
62.840 |
11.335 |
15.3% |
0.450 |
0.6% |
100% |
True |
False |
182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.763 |
2.618 |
78.233 |
1.618 |
76.683 |
1.000 |
75.725 |
0.618 |
75.133 |
HIGH |
74.175 |
0.618 |
73.583 |
0.500 |
73.400 |
0.382 |
73.217 |
LOW |
72.625 |
0.618 |
71.667 |
1.000 |
71.075 |
1.618 |
70.117 |
2.618 |
68.567 |
4.250 |
66.038 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
73.887 |
73.828 |
PP |
73.643 |
73.527 |
S1 |
73.400 |
73.225 |
|