NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.300 |
75.300 |
1.000 |
1.3% |
73.150 |
High |
75.450 |
76.175 |
0.725 |
1.0% |
74.175 |
Low |
73.950 |
74.900 |
0.950 |
1.3% |
72.025 |
Close |
75.300 |
76.070 |
0.770 |
1.0% |
74.130 |
Range |
1.500 |
1.275 |
-0.225 |
-15.0% |
2.150 |
ATR |
1.272 |
1.272 |
0.000 |
0.0% |
0.000 |
Volume |
8,945 |
9,157 |
212 |
2.4% |
7,115 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.540 |
79.080 |
76.771 |
|
R3 |
78.265 |
77.805 |
76.421 |
|
R2 |
76.990 |
76.990 |
76.304 |
|
R1 |
76.530 |
76.530 |
76.187 |
76.760 |
PP |
75.715 |
75.715 |
75.715 |
75.830 |
S1 |
75.255 |
75.255 |
75.953 |
75.485 |
S2 |
74.440 |
74.440 |
75.836 |
|
S3 |
73.165 |
73.980 |
75.719 |
|
S4 |
71.890 |
72.705 |
75.369 |
|
|
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 |
76.175 |
72.625 |
3.550 |
4.7% |
1.355 |
1.8% |
97% |
True |
False |
5,126 |
10 |
76.175 |
71.850 |
4.325 |
5.7% |
1.325 |
1.7% |
98% |
True |
False |
3,290 |
20 |
76.175 |
67.600 |
8.575 |
11.3% |
1.351 |
1.8% |
99% |
True |
False |
2,008 |
40 |
76.175 |
64.550 |
11.625 |
15.3% |
1.126 |
1.5% |
99% |
True |
False |
1,036 |
60 |
76.175 |
64.550 |
11.625 |
15.3% |
0.798 |
1.0% |
99% |
True |
False |
691 |
80 |
76.175 |
64.550 |
11.625 |
15.3% |
0.626 |
0.8% |
99% |
True |
False |
520 |
100 |
76.175 |
62.840 |
13.335 |
17.5% |
0.501 |
0.7% |
99% |
True |
False |
417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.594 |
2.618 |
79.513 |
1.618 |
78.238 |
1.000 |
77.450 |
0.618 |
76.963 |
HIGH |
76.175 |
0.618 |
75.688 |
0.500 |
75.538 |
0.382 |
75.387 |
LOW |
74.900 |
0.618 |
74.112 |
1.000 |
73.625 |
1.618 |
72.837 |
2.618 |
71.562 |
4.250 |
69.481 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
75.893 |
75.688 |
PP |
75.715 |
75.307 |
S1 |
75.538 |
74.925 |
|