NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
73.150 |
71.625 |
-1.525 |
-2.1% |
71.575 |
| High |
73.150 |
72.525 |
-0.625 |
-0.9% |
74.225 |
| Low |
70.100 |
71.000 |
0.900 |
1.3% |
70.100 |
| Close |
71.000 |
71.980 |
0.980 |
1.4% |
71.980 |
| Range |
3.050 |
1.525 |
-1.525 |
-50.0% |
4.125 |
| ATR |
1.905 |
1.878 |
-0.027 |
-1.4% |
0.000 |
| Volume |
16,540 |
20,903 |
4,363 |
26.4% |
81,089 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.410 |
75.720 |
72.819 |
|
| R3 |
74.885 |
74.195 |
72.399 |
|
| R2 |
73.360 |
73.360 |
72.260 |
|
| R1 |
72.670 |
72.670 |
72.120 |
73.015 |
| PP |
71.835 |
71.835 |
71.835 |
72.008 |
| S1 |
71.145 |
71.145 |
71.840 |
71.490 |
| S2 |
70.310 |
70.310 |
71.700 |
|
| S3 |
68.785 |
69.620 |
71.561 |
|
| S4 |
67.260 |
68.095 |
71.141 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.477 |
82.353 |
74.249 |
|
| R3 |
80.352 |
78.228 |
73.114 |
|
| R2 |
76.227 |
76.227 |
72.736 |
|
| R1 |
74.103 |
74.103 |
72.358 |
75.165 |
| PP |
72.102 |
72.102 |
72.102 |
72.633 |
| S1 |
69.978 |
69.978 |
71.602 |
71.040 |
| S2 |
67.977 |
67.977 |
71.224 |
|
| S3 |
63.852 |
65.853 |
70.846 |
|
| S4 |
59.727 |
61.728 |
69.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.225 |
70.100 |
4.125 |
5.7% |
2.005 |
2.8% |
46% |
False |
False |
16,217 |
| 10 |
75.075 |
70.075 |
5.000 |
6.9% |
1.973 |
2.7% |
38% |
False |
False |
16,848 |
| 20 |
78.775 |
70.075 |
8.700 |
12.1% |
2.060 |
2.9% |
22% |
False |
False |
16,515 |
| 40 |
78.775 |
67.600 |
11.175 |
15.5% |
1.698 |
2.4% |
39% |
False |
False |
9,577 |
| 60 |
78.775 |
64.550 |
14.225 |
19.8% |
1.430 |
2.0% |
52% |
False |
False |
6,412 |
| 80 |
78.775 |
64.550 |
14.225 |
19.8% |
1.126 |
1.6% |
52% |
False |
False |
4,810 |
| 100 |
78.775 |
64.550 |
14.225 |
19.8% |
0.923 |
1.3% |
52% |
False |
False |
3,849 |
| 120 |
78.775 |
62.840 |
15.935 |
22.1% |
0.769 |
1.1% |
57% |
False |
False |
3,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.006 |
|
2.618 |
76.517 |
|
1.618 |
74.992 |
|
1.000 |
74.050 |
|
0.618 |
73.467 |
|
HIGH |
72.525 |
|
0.618 |
71.942 |
|
0.500 |
71.763 |
|
0.382 |
71.583 |
|
LOW |
71.000 |
|
0.618 |
70.058 |
|
1.000 |
69.475 |
|
1.618 |
68.533 |
|
2.618 |
67.008 |
|
4.250 |
64.519 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.908 |
72.163 |
| PP |
71.835 |
72.102 |
| S1 |
71.763 |
72.041 |
|