NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
72.975 |
74.225 |
1.250 |
1.7% |
73.150 |
High |
74.175 |
74.600 |
0.425 |
0.6% |
74.175 |
Low |
72.625 |
73.825 |
1.200 |
1.7% |
72.025 |
Close |
74.130 |
74.230 |
0.100 |
0.1% |
74.130 |
Range |
1.550 |
0.775 |
-0.775 |
-50.0% |
2.150 |
ATR |
1.256 |
1.222 |
-0.034 |
-2.7% |
0.000 |
Volume |
2,216 |
1,672 |
-544 |
-24.5% |
7,115 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.543 |
76.162 |
74.656 |
|
R3 |
75.768 |
75.387 |
74.443 |
|
R2 |
74.993 |
74.993 |
74.372 |
|
R1 |
74.612 |
74.612 |
74.301 |
74.803 |
PP |
74.218 |
74.218 |
74.218 |
74.314 |
S1 |
73.837 |
73.837 |
74.159 |
74.028 |
S2 |
73.443 |
73.443 |
74.088 |
|
S3 |
72.668 |
73.062 |
74.017 |
|
S4 |
71.893 |
72.287 |
73.804 |
|
|
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 |
74.600 |
72.025 |
2.575 |
3.5% |
1.280 |
1.7% |
86% |
True |
False |
1,547 |
10 |
74.600 |
71.100 |
3.500 |
4.7% |
1.155 |
1.6% |
89% |
True |
False |
1,309 |
20 |
74.600 |
67.600 |
7.000 |
9.4% |
1.343 |
1.8% |
95% |
True |
False |
963 |
40 |
74.600 |
64.550 |
10.050 |
13.5% |
1.027 |
1.4% |
96% |
True |
False |
492 |
60 |
74.600 |
64.550 |
10.050 |
13.5% |
0.744 |
1.0% |
96% |
True |
False |
329 |
80 |
74.600 |
64.550 |
10.050 |
13.5% |
0.570 |
0.8% |
96% |
True |
False |
249 |
100 |
74.600 |
62.840 |
11.760 |
15.8% |
0.458 |
0.6% |
97% |
True |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.894 |
2.618 |
76.629 |
1.618 |
75.854 |
1.000 |
75.375 |
0.618 |
75.079 |
HIGH |
74.600 |
0.618 |
74.304 |
0.500 |
74.213 |
0.382 |
74.121 |
LOW |
73.825 |
0.618 |
73.346 |
1.000 |
73.050 |
1.618 |
72.571 |
2.618 |
71.796 |
4.250 |
70.531 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
74.224 |
73.966 |
PP |
74.218 |
73.702 |
S1 |
74.213 |
73.438 |
|