NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
72.150 |
71.550 |
-0.600 |
-0.8% |
75.075 |
High |
72.375 |
71.675 |
-0.700 |
-1.0% |
75.075 |
Low |
70.500 |
70.075 |
-0.425 |
-0.6% |
70.075 |
Close |
71.590 |
71.470 |
-0.120 |
-0.2% |
71.470 |
Range |
1.875 |
1.600 |
-0.275 |
-14.7% |
5.000 |
ATR |
1.816 |
1.801 |
-0.015 |
-0.8% |
0.000 |
Volume |
16,109 |
21,132 |
5,023 |
31.2% |
87,393 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.873 |
75.272 |
72.350 |
|
R3 |
74.273 |
73.672 |
71.910 |
|
R2 |
72.673 |
72.673 |
71.763 |
|
R1 |
72.072 |
72.072 |
71.617 |
71.573 |
PP |
71.073 |
71.073 |
71.073 |
70.824 |
S1 |
70.472 |
70.472 |
71.323 |
69.973 |
S2 |
69.473 |
69.473 |
71.177 |
|
S3 |
67.873 |
68.872 |
71.030 |
|
S4 |
66.273 |
67.272 |
70.590 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.207 |
84.338 |
74.220 |
|
R3 |
82.207 |
79.338 |
72.845 |
|
R2 |
77.207 |
77.207 |
72.387 |
|
R1 |
74.338 |
74.338 |
71.928 |
73.273 |
PP |
72.207 |
72.207 |
72.207 |
71.674 |
S1 |
69.338 |
69.338 |
71.012 |
68.273 |
S2 |
67.207 |
67.207 |
70.553 |
|
S3 |
62.207 |
64.338 |
70.095 |
|
S4 |
57.207 |
59.338 |
68.720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.075 |
70.075 |
5.000 |
7.0% |
1.940 |
2.7% |
28% |
False |
True |
17,478 |
10 |
78.775 |
70.075 |
8.700 |
12.2% |
1.958 |
2.7% |
16% |
False |
True |
17,458 |
20 |
78.775 |
70.075 |
8.700 |
12.2% |
1.870 |
2.6% |
16% |
False |
True |
14,281 |
40 |
78.775 |
67.600 |
11.175 |
15.6% |
1.621 |
2.3% |
35% |
False |
False |
7,585 |
60 |
78.775 |
64.550 |
14.225 |
19.9% |
1.306 |
1.8% |
49% |
False |
False |
5,061 |
80 |
78.775 |
64.550 |
14.225 |
19.9% |
1.016 |
1.4% |
49% |
False |
False |
3,796 |
100 |
78.775 |
64.550 |
14.225 |
19.9% |
0.823 |
1.2% |
49% |
False |
False |
3,038 |
120 |
78.775 |
62.840 |
15.935 |
22.3% |
0.687 |
1.0% |
54% |
False |
False |
2,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.475 |
2.618 |
75.864 |
1.618 |
74.264 |
1.000 |
73.275 |
0.618 |
72.664 |
HIGH |
71.675 |
0.618 |
71.064 |
0.500 |
70.875 |
0.382 |
70.686 |
LOW |
70.075 |
0.618 |
69.086 |
1.000 |
68.475 |
1.618 |
67.486 |
2.618 |
65.886 |
4.250 |
63.275 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.272 |
71.625 |
PP |
71.073 |
71.573 |
S1 |
70.875 |
71.522 |
|