NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
75.075 |
72.050 |
-3.025 |
-4.0% |
76.900 |
High |
75.075 |
72.625 |
-2.450 |
-3.3% |
78.775 |
Low |
71.625 |
71.150 |
-0.475 |
-0.7% |
75.050 |
Close |
72.060 |
72.420 |
0.360 |
0.5% |
75.480 |
Range |
3.450 |
1.475 |
-1.975 |
-57.2% |
3.725 |
ATR |
1.880 |
1.851 |
-0.029 |
-1.5% |
0.000 |
Volume |
12,650 |
19,764 |
7,114 |
56.2% |
87,196 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.490 |
75.930 |
73.231 |
|
R3 |
75.015 |
74.455 |
72.826 |
|
R2 |
73.540 |
73.540 |
72.690 |
|
R1 |
72.980 |
72.980 |
72.555 |
73.260 |
PP |
72.065 |
72.065 |
72.065 |
72.205 |
S1 |
71.505 |
71.505 |
72.285 |
71.785 |
S2 |
70.590 |
70.590 |
72.150 |
|
S3 |
69.115 |
70.030 |
72.014 |
|
S4 |
67.640 |
68.555 |
71.609 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.610 |
85.270 |
77.529 |
|
R3 |
83.885 |
81.545 |
76.504 |
|
R2 |
80.160 |
80.160 |
76.163 |
|
R1 |
77.820 |
77.820 |
75.821 |
77.128 |
PP |
76.435 |
76.435 |
76.435 |
76.089 |
S1 |
74.095 |
74.095 |
75.139 |
73.403 |
S2 |
72.710 |
72.710 |
74.797 |
|
S3 |
68.985 |
70.370 |
74.456 |
|
S4 |
65.260 |
66.645 |
73.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.775 |
71.150 |
7.625 |
10.5% |
2.370 |
3.3% |
17% |
False |
True |
17,920 |
10 |
78.775 |
71.150 |
7.625 |
10.5% |
2.313 |
3.2% |
17% |
False |
True |
17,342 |
20 |
78.775 |
71.150 |
7.625 |
10.5% |
1.846 |
2.5% |
17% |
False |
True |
11,778 |
40 |
78.775 |
66.725 |
12.050 |
16.6% |
1.587 |
2.2% |
47% |
False |
False |
6,212 |
60 |
78.775 |
64.550 |
14.225 |
19.6% |
1.245 |
1.7% |
55% |
False |
False |
4,145 |
80 |
78.775 |
64.550 |
14.225 |
19.6% |
0.956 |
1.3% |
55% |
False |
False |
3,109 |
100 |
78.775 |
62.840 |
15.935 |
22.0% |
0.775 |
1.1% |
60% |
False |
False |
2,489 |
120 |
78.775 |
61.640 |
17.135 |
23.7% |
0.647 |
0.9% |
63% |
False |
False |
2,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.894 |
2.618 |
76.487 |
1.618 |
75.012 |
1.000 |
74.100 |
0.618 |
73.537 |
HIGH |
72.625 |
0.618 |
72.062 |
0.500 |
71.888 |
0.382 |
71.713 |
LOW |
71.150 |
0.618 |
70.238 |
1.000 |
69.675 |
1.618 |
68.763 |
2.618 |
67.288 |
4.250 |
64.881 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.243 |
74.250 |
PP |
72.065 |
73.640 |
S1 |
71.888 |
73.030 |
|