NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 17-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.225 |
74.275 |
0.050 |
0.1% |
73.150 |
High |
74.600 |
75.350 |
0.750 |
1.0% |
74.175 |
Low |
73.825 |
73.675 |
-0.150 |
-0.2% |
72.025 |
Close |
74.230 |
74.110 |
-0.120 |
-0.2% |
74.130 |
Range |
0.775 |
1.675 |
0.900 |
116.1% |
2.150 |
ATR |
1.222 |
1.254 |
0.032 |
2.6% |
0.000 |
Volume |
1,672 |
3,641 |
1,969 |
117.8% |
7,115 |
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.403 |
78.432 |
75.031 |
|
R3 |
77.728 |
76.757 |
74.571 |
|
R2 |
76.053 |
76.053 |
74.417 |
|
R1 |
75.082 |
75.082 |
74.264 |
74.730 |
PP |
74.378 |
74.378 |
74.378 |
74.203 |
S1 |
73.407 |
73.407 |
73.956 |
73.055 |
S2 |
72.703 |
72.703 |
73.803 |
|
S3 |
71.028 |
71.732 |
73.649 |
|
S4 |
69.353 |
70.057 |
73.189 |
|
|
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 |
75.350 |
72.275 |
3.075 |
4.1% |
1.350 |
1.8% |
60% |
True |
False |
2,046 |
10 |
75.350 |
71.100 |
4.250 |
5.7% |
1.250 |
1.7% |
71% |
True |
False |
1,603 |
20 |
75.350 |
67.600 |
7.750 |
10.5% |
1.378 |
1.9% |
84% |
True |
False |
1,143 |
40 |
75.350 |
64.550 |
10.800 |
14.6% |
1.069 |
1.4% |
89% |
True |
False |
583 |
60 |
75.350 |
64.550 |
10.800 |
14.6% |
0.751 |
1.0% |
89% |
True |
False |
390 |
80 |
75.350 |
64.550 |
10.800 |
14.6% |
0.591 |
0.8% |
89% |
True |
False |
294 |
100 |
75.350 |
62.840 |
12.510 |
16.9% |
0.475 |
0.6% |
90% |
True |
False |
236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.469 |
2.618 |
79.735 |
1.618 |
78.060 |
1.000 |
77.025 |
0.618 |
76.385 |
HIGH |
75.350 |
0.618 |
74.710 |
0.500 |
74.513 |
0.382 |
74.315 |
LOW |
73.675 |
0.618 |
72.640 |
1.000 |
72.000 |
1.618 |
70.965 |
2.618 |
69.290 |
4.250 |
66.556 |
|
|
Fisher Pivots for day following 17-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
74.513 |
74.069 |
PP |
74.378 |
74.028 |
S1 |
74.244 |
73.988 |
|