NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
75.650 |
75.250 |
-0.400 |
-0.5% |
74.250 |
High |
76.075 |
75.425 |
-0.650 |
-0.9% |
76.075 |
Low |
75.200 |
74.325 |
-0.875 |
-1.2% |
73.500 |
Close |
75.550 |
74.780 |
-0.770 |
-1.0% |
75.550 |
Range |
0.875 |
1.100 |
0.225 |
25.7% |
2.575 |
ATR |
0.807 |
0.837 |
0.030 |
3.7% |
0.000 |
Volume |
100 |
283 |
183 |
183.0% |
356 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.143 |
77.562 |
75.385 |
|
R3 |
77.043 |
76.462 |
75.083 |
|
R2 |
75.943 |
75.943 |
74.982 |
|
R1 |
75.362 |
75.362 |
74.881 |
75.103 |
PP |
74.843 |
74.843 |
74.843 |
74.714 |
S1 |
74.262 |
74.262 |
74.679 |
74.003 |
S2 |
73.743 |
73.743 |
74.578 |
|
S3 |
72.643 |
73.162 |
74.478 |
|
S4 |
71.543 |
72.062 |
74.175 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.767 |
81.733 |
76.966 |
|
R3 |
80.192 |
79.158 |
76.258 |
|
R2 |
77.617 |
77.617 |
76.022 |
|
R1 |
76.583 |
76.583 |
75.786 |
77.100 |
PP |
75.042 |
75.042 |
75.042 |
75.300 |
S1 |
74.008 |
74.008 |
75.314 |
74.525 |
S2 |
72.467 |
72.467 |
75.078 |
|
S3 |
69.892 |
71.433 |
74.842 |
|
S4 |
67.317 |
68.858 |
74.134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.075 |
73.500 |
2.575 |
3.4% |
1.145 |
1.5% |
50% |
False |
False |
123 |
10 |
76.075 |
72.425 |
3.650 |
4.9% |
0.933 |
1.2% |
65% |
False |
False |
74 |
20 |
76.075 |
68.725 |
7.350 |
9.8% |
0.720 |
1.0% |
82% |
False |
False |
40 |
40 |
76.075 |
65.950 |
10.125 |
13.5% |
0.415 |
0.6% |
87% |
False |
False |
25 |
60 |
76.075 |
65.920 |
10.155 |
13.6% |
0.279 |
0.4% |
87% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.100 |
2.618 |
78.305 |
1.618 |
77.205 |
1.000 |
76.525 |
0.618 |
76.105 |
HIGH |
75.425 |
0.618 |
75.005 |
0.500 |
74.875 |
0.382 |
74.745 |
LOW |
74.325 |
0.618 |
73.645 |
1.000 |
73.225 |
1.618 |
72.545 |
2.618 |
71.445 |
4.250 |
69.650 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
74.875 |
75.200 |
PP |
74.843 |
75.060 |
S1 |
74.812 |
74.920 |
|