NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
72.050 |
72.450 |
0.400 |
0.6% |
76.900 |
High |
72.625 |
73.175 |
0.550 |
0.8% |
78.775 |
Low |
71.150 |
71.875 |
0.725 |
1.0% |
75.050 |
Close |
72.420 |
72.150 |
-0.270 |
-0.4% |
75.480 |
Range |
1.475 |
1.300 |
-0.175 |
-11.9% |
3.725 |
ATR |
1.851 |
1.812 |
-0.039 |
-2.1% |
0.000 |
Volume |
19,764 |
17,738 |
-2,026 |
-10.3% |
87,196 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.300 |
75.525 |
72.865 |
|
R3 |
75.000 |
74.225 |
72.508 |
|
R2 |
73.700 |
73.700 |
72.388 |
|
R1 |
72.925 |
72.925 |
72.269 |
72.663 |
PP |
72.400 |
72.400 |
72.400 |
72.269 |
S1 |
71.625 |
71.625 |
72.031 |
71.363 |
S2 |
71.100 |
71.100 |
71.912 |
|
S3 |
69.800 |
70.325 |
71.793 |
|
S4 |
68.500 |
69.025 |
71.435 |
|
|
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 |
77.450 |
71.150 |
6.300 |
8.7% |
2.095 |
2.9% |
16% |
False |
False |
17,735 |
10 |
78.775 |
71.150 |
7.625 |
10.6% |
2.118 |
2.9% |
13% |
False |
False |
17,577 |
20 |
78.775 |
71.150 |
7.625 |
10.6% |
1.868 |
2.6% |
13% |
False |
False |
12,610 |
40 |
78.775 |
67.600 |
11.175 |
15.5% |
1.586 |
2.2% |
41% |
False |
False |
6,655 |
60 |
78.775 |
64.550 |
14.225 |
19.7% |
1.266 |
1.8% |
53% |
False |
False |
4,440 |
80 |
78.775 |
64.550 |
14.225 |
19.7% |
0.973 |
1.3% |
53% |
False |
False |
3,331 |
100 |
78.775 |
62.840 |
15.935 |
22.1% |
0.788 |
1.1% |
58% |
False |
False |
2,666 |
120 |
78.775 |
61.640 |
17.135 |
23.7% |
0.658 |
0.9% |
61% |
False |
False |
2,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.700 |
2.618 |
76.578 |
1.618 |
75.278 |
1.000 |
74.475 |
0.618 |
73.978 |
HIGH |
73.175 |
0.618 |
72.678 |
0.500 |
72.525 |
0.382 |
72.372 |
LOW |
71.875 |
0.618 |
71.072 |
1.000 |
70.575 |
1.618 |
69.772 |
2.618 |
68.472 |
4.250 |
66.350 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.525 |
73.113 |
PP |
72.400 |
72.792 |
S1 |
72.275 |
72.471 |
|