NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.900 |
73.350 |
-1.550 |
-2.1% |
74.225 |
High |
74.925 |
76.350 |
1.425 |
1.9% |
76.400 |
Low |
72.900 |
73.100 |
0.200 |
0.3% |
73.675 |
Close |
73.325 |
75.880 |
2.555 |
3.5% |
75.790 |
Range |
2.025 |
3.250 |
1.225 |
60.5% |
2.725 |
ATR |
1.315 |
1.453 |
0.138 |
10.5% |
0.000 |
Volume |
10,352 |
15,386 |
5,034 |
48.6% |
36,426 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.860 |
83.620 |
77.668 |
|
R3 |
81.610 |
80.370 |
76.774 |
|
R2 |
78.360 |
78.360 |
76.476 |
|
R1 |
77.120 |
77.120 |
76.178 |
77.740 |
PP |
75.110 |
75.110 |
75.110 |
75.420 |
S1 |
73.870 |
73.870 |
75.582 |
74.490 |
S2 |
71.860 |
71.860 |
75.284 |
|
S3 |
68.610 |
70.620 |
74.986 |
|
S4 |
65.360 |
67.370 |
74.093 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.463 |
82.352 |
77.289 |
|
R3 |
80.738 |
79.627 |
76.539 |
|
R2 |
78.013 |
78.013 |
76.290 |
|
R1 |
76.902 |
76.902 |
76.040 |
77.458 |
PP |
75.288 |
75.288 |
75.288 |
75.566 |
S1 |
74.177 |
74.177 |
75.540 |
74.733 |
S2 |
72.563 |
72.563 |
75.290 |
|
S3 |
69.838 |
71.452 |
75.041 |
|
S4 |
67.113 |
68.727 |
74.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.400 |
72.900 |
3.500 |
4.6% |
1.760 |
2.3% |
85% |
False |
False |
11,672 |
10 |
76.400 |
72.275 |
4.125 |
5.4% |
1.618 |
2.1% |
87% |
False |
False |
7,642 |
20 |
76.400 |
69.275 |
7.125 |
9.4% |
1.398 |
1.8% |
93% |
False |
False |
4,336 |
40 |
76.400 |
64.550 |
11.850 |
15.6% |
1.259 |
1.7% |
96% |
False |
False |
2,265 |
60 |
76.400 |
64.550 |
11.850 |
15.6% |
0.923 |
1.2% |
96% |
False |
False |
1,511 |
80 |
76.400 |
64.550 |
11.850 |
15.6% |
0.708 |
0.9% |
96% |
False |
False |
1,135 |
100 |
76.400 |
62.840 |
13.560 |
17.9% |
0.576 |
0.8% |
96% |
False |
False |
909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.163 |
2.618 |
84.859 |
1.618 |
81.609 |
1.000 |
79.600 |
0.618 |
78.359 |
HIGH |
76.350 |
0.618 |
75.109 |
0.500 |
74.725 |
0.382 |
74.342 |
LOW |
73.100 |
0.618 |
71.092 |
1.000 |
69.850 |
1.618 |
67.842 |
2.618 |
64.592 |
4.250 |
59.288 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
75.495 |
75.462 |
PP |
75.110 |
75.043 |
S1 |
74.725 |
74.625 |
|