NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 18-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.275 |
74.300 |
0.025 |
0.0% |
73.150 |
High |
75.350 |
75.450 |
0.100 |
0.1% |
74.175 |
Low |
73.675 |
73.950 |
0.275 |
0.4% |
72.025 |
Close |
74.110 |
75.300 |
1.190 |
1.6% |
74.130 |
Range |
1.675 |
1.500 |
-0.175 |
-10.4% |
2.150 |
ATR |
1.254 |
1.272 |
0.018 |
1.4% |
0.000 |
Volume |
3,641 |
8,945 |
5,304 |
145.7% |
7,115 |
|
Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.400 |
78.850 |
76.125 |
|
R3 |
77.900 |
77.350 |
75.713 |
|
R2 |
76.400 |
76.400 |
75.575 |
|
R1 |
75.850 |
75.850 |
75.438 |
76.125 |
PP |
74.900 |
74.900 |
74.900 |
75.038 |
S1 |
74.350 |
74.350 |
75.163 |
74.625 |
S2 |
73.400 |
73.400 |
75.025 |
|
S3 |
71.900 |
72.850 |
74.888 |
|
S4 |
70.400 |
71.350 |
74.475 |
|
|
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 |
75.450 |
72.275 |
3.175 |
4.2% |
1.475 |
2.0% |
95% |
True |
False |
3,612 |
10 |
75.450 |
71.100 |
4.350 |
5.8% |
1.348 |
1.8% |
97% |
True |
False |
2,427 |
20 |
75.450 |
67.600 |
7.850 |
10.4% |
1.365 |
1.8% |
98% |
True |
False |
1,584 |
40 |
75.450 |
64.550 |
10.900 |
14.5% |
1.106 |
1.5% |
99% |
True |
False |
807 |
60 |
75.450 |
64.550 |
10.900 |
14.5% |
0.776 |
1.0% |
99% |
True |
False |
539 |
80 |
75.450 |
64.550 |
10.900 |
14.5% |
0.610 |
0.8% |
99% |
True |
False |
406 |
100 |
75.450 |
62.840 |
12.610 |
16.7% |
0.490 |
0.7% |
99% |
True |
False |
325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.825 |
2.618 |
79.377 |
1.618 |
77.877 |
1.000 |
76.950 |
0.618 |
76.377 |
HIGH |
75.450 |
0.618 |
74.877 |
0.500 |
74.700 |
0.382 |
74.523 |
LOW |
73.950 |
0.618 |
73.023 |
1.000 |
72.450 |
1.618 |
71.523 |
2.618 |
70.023 |
4.250 |
67.575 |
|
|
Fisher Pivots for day following 18-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
75.100 |
75.054 |
PP |
74.900 |
74.808 |
S1 |
74.700 |
74.563 |
|