NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.575 |
71.525 |
-0.050 |
-0.1% |
75.075 |
High |
73.200 |
72.775 |
-0.425 |
-0.6% |
75.075 |
Low |
71.075 |
71.350 |
0.275 |
0.4% |
70.075 |
Close |
71.620 |
72.380 |
0.760 |
1.1% |
71.470 |
Range |
2.125 |
1.425 |
-0.700 |
-32.9% |
5.000 |
ATR |
1.824 |
1.795 |
-0.028 |
-1.6% |
0.000 |
Volume |
15,317 |
14,285 |
-1,032 |
-6.7% |
87,393 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.443 |
75.837 |
73.164 |
|
R3 |
75.018 |
74.412 |
72.772 |
|
R2 |
73.593 |
73.593 |
72.641 |
|
R1 |
72.987 |
72.987 |
72.511 |
73.290 |
PP |
72.168 |
72.168 |
72.168 |
72.320 |
S1 |
71.562 |
71.562 |
72.249 |
71.865 |
S2 |
70.743 |
70.743 |
72.119 |
|
S3 |
69.318 |
70.137 |
71.988 |
|
S4 |
67.893 |
68.712 |
71.596 |
|
|
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 |
73.200 |
70.075 |
3.125 |
4.3% |
1.665 |
2.3% |
74% |
False |
False |
16,916 |
10 |
78.775 |
70.075 |
8.700 |
12.0% |
2.018 |
2.8% |
26% |
False |
False |
17,418 |
20 |
78.775 |
70.075 |
8.700 |
12.0% |
1.925 |
2.7% |
26% |
False |
False |
15,496 |
40 |
78.775 |
67.600 |
11.175 |
15.4% |
1.651 |
2.3% |
43% |
False |
False |
8,319 |
60 |
78.775 |
64.550 |
14.225 |
19.7% |
1.354 |
1.9% |
55% |
False |
False |
5,554 |
80 |
78.775 |
64.550 |
14.225 |
19.7% |
1.045 |
1.4% |
55% |
False |
False |
4,166 |
100 |
78.775 |
64.550 |
14.225 |
19.7% |
0.858 |
1.2% |
55% |
False |
False |
3,334 |
120 |
78.775 |
62.840 |
15.935 |
22.0% |
0.716 |
1.0% |
60% |
False |
False |
2,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.831 |
2.618 |
76.506 |
1.618 |
75.081 |
1.000 |
74.200 |
0.618 |
73.656 |
HIGH |
72.775 |
0.618 |
72.231 |
0.500 |
72.063 |
0.382 |
71.894 |
LOW |
71.350 |
0.618 |
70.469 |
1.000 |
69.925 |
1.618 |
69.044 |
2.618 |
67.619 |
4.250 |
65.294 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.274 |
72.133 |
PP |
72.168 |
71.885 |
S1 |
72.063 |
71.638 |
|