NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
74.725 |
73.100 |
-1.625 |
-2.2% |
74.250 |
High |
74.725 |
75.850 |
1.125 |
1.5% |
76.075 |
Low |
72.925 |
73.000 |
0.075 |
0.1% |
73.500 |
Close |
73.390 |
75.460 |
2.070 |
2.8% |
75.550 |
Range |
1.800 |
2.850 |
1.050 |
58.3% |
2.575 |
ATR |
0.909 |
1.048 |
0.139 |
15.2% |
0.000 |
Volume |
488 |
606 |
118 |
24.2% |
356 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.320 |
82.240 |
77.028 |
|
R3 |
80.470 |
79.390 |
76.244 |
|
R2 |
77.620 |
77.620 |
75.983 |
|
R1 |
76.540 |
76.540 |
75.721 |
77.080 |
PP |
74.770 |
74.770 |
74.770 |
75.040 |
S1 |
73.690 |
73.690 |
75.199 |
74.230 |
S2 |
71.920 |
71.920 |
74.938 |
|
S3 |
69.070 |
70.840 |
74.676 |
|
S4 |
66.220 |
67.990 |
73.893 |
|
|
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 |
4.2% |
1.525 |
2.0% |
80% |
False |
False |
313 |
10 |
76.075 |
72.425 |
3.650 |
4.8% |
1.335 |
1.8% |
83% |
False |
False |
181 |
20 |
76.075 |
69.950 |
6.125 |
8.1% |
0.855 |
1.1% |
90% |
False |
False |
94 |
40 |
76.075 |
65.950 |
10.125 |
13.4% |
0.531 |
0.7% |
94% |
False |
False |
52 |
60 |
76.075 |
65.920 |
10.155 |
13.5% |
0.356 |
0.5% |
94% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.963 |
2.618 |
83.311 |
1.618 |
80.461 |
1.000 |
78.700 |
0.618 |
77.611 |
HIGH |
75.850 |
0.618 |
74.761 |
0.500 |
74.425 |
0.382 |
74.089 |
LOW |
73.000 |
0.618 |
71.239 |
1.000 |
70.150 |
1.618 |
68.389 |
2.618 |
65.539 |
4.250 |
60.888 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
75.115 |
75.103 |
PP |
74.770 |
74.745 |
S1 |
74.425 |
74.388 |
|