NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
75.250 |
74.725 |
-0.525 |
-0.7% |
74.250 |
High |
75.425 |
74.725 |
-0.700 |
-0.9% |
76.075 |
Low |
74.325 |
72.925 |
-1.400 |
-1.9% |
73.500 |
Close |
74.780 |
73.390 |
-1.390 |
-1.9% |
75.550 |
Range |
1.100 |
1.800 |
0.700 |
63.6% |
2.575 |
ATR |
0.837 |
0.909 |
0.073 |
8.7% |
0.000 |
Volume |
283 |
488 |
205 |
72.4% |
356 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.080 |
78.035 |
74.380 |
|
R3 |
77.280 |
76.235 |
73.885 |
|
R2 |
75.480 |
75.480 |
73.720 |
|
R1 |
74.435 |
74.435 |
73.555 |
74.058 |
PP |
73.680 |
73.680 |
73.680 |
73.491 |
S1 |
72.635 |
72.635 |
73.225 |
72.258 |
S2 |
71.880 |
71.880 |
73.060 |
|
S3 |
70.080 |
70.835 |
72.895 |
|
S4 |
68.280 |
69.035 |
72.400 |
|
|
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 |
72.925 |
3.150 |
4.3% |
1.225 |
1.7% |
15% |
False |
True |
216 |
10 |
76.075 |
72.425 |
3.650 |
5.0% |
1.070 |
1.5% |
26% |
False |
False |
122 |
20 |
76.075 |
68.725 |
7.350 |
10.0% |
0.733 |
1.0% |
63% |
False |
False |
65 |
40 |
76.075 |
65.950 |
10.125 |
13.8% |
0.460 |
0.6% |
73% |
False |
False |
37 |
60 |
76.075 |
65.920 |
10.155 |
13.8% |
0.309 |
0.4% |
74% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.375 |
2.618 |
79.437 |
1.618 |
77.637 |
1.000 |
76.525 |
0.618 |
75.837 |
HIGH |
74.725 |
0.618 |
74.037 |
0.500 |
73.825 |
0.382 |
73.613 |
LOW |
72.925 |
0.618 |
71.813 |
1.000 |
71.125 |
1.618 |
70.013 |
2.618 |
68.213 |
4.250 |
65.275 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
73.825 |
74.500 |
PP |
73.680 |
74.130 |
S1 |
73.535 |
73.760 |
|