NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
73.100 |
75.900 |
2.800 |
3.8% |
74.250 |
High |
75.850 |
76.675 |
0.825 |
1.1% |
76.075 |
Low |
73.000 |
74.225 |
1.225 |
1.7% |
73.500 |
Close |
75.460 |
74.470 |
-0.990 |
-1.3% |
75.550 |
Range |
2.850 |
2.450 |
-0.400 |
-14.0% |
2.575 |
ATR |
1.048 |
1.148 |
0.100 |
9.6% |
0.000 |
Volume |
606 |
475 |
-131 |
-21.6% |
356 |
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.473 |
80.922 |
75.818 |
|
R3 |
80.023 |
78.472 |
75.144 |
|
R2 |
77.573 |
77.573 |
74.919 |
|
R1 |
76.022 |
76.022 |
74.695 |
75.573 |
PP |
75.123 |
75.123 |
75.123 |
74.899 |
S1 |
73.572 |
73.572 |
74.245 |
73.123 |
S2 |
72.673 |
72.673 |
74.021 |
|
S3 |
70.223 |
71.122 |
73.796 |
|
S4 |
67.773 |
68.672 |
73.123 |
|
|
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 |
76.675 |
72.925 |
3.750 |
5.0% |
1.815 |
2.4% |
41% |
True |
False |
390 |
10 |
76.675 |
72.900 |
3.775 |
5.1% |
1.445 |
1.9% |
42% |
True |
False |
228 |
20 |
76.675 |
70.050 |
6.625 |
8.9% |
0.955 |
1.3% |
67% |
True |
False |
118 |
40 |
76.675 |
66.500 |
10.175 |
13.7% |
0.593 |
0.8% |
78% |
True |
False |
64 |
60 |
76.675 |
65.920 |
10.755 |
14.4% |
0.395 |
0.5% |
79% |
True |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.088 |
2.618 |
83.089 |
1.618 |
80.639 |
1.000 |
79.125 |
0.618 |
78.189 |
HIGH |
76.675 |
0.618 |
75.739 |
0.500 |
75.450 |
0.382 |
75.161 |
LOW |
74.225 |
0.618 |
72.711 |
1.000 |
71.775 |
1.618 |
70.261 |
2.618 |
67.811 |
4.250 |
63.813 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
75.450 |
74.800 |
PP |
75.123 |
74.690 |
S1 |
74.797 |
74.580 |
|