NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
77.500 |
76.350 |
-1.150 |
-1.5% |
75.250 |
High |
78.125 |
77.025 |
-1.100 |
-1.4% |
76.675 |
Low |
75.575 |
75.150 |
-0.425 |
-0.6% |
72.925 |
Close |
76.210 |
76.550 |
0.340 |
0.4% |
76.310 |
Range |
2.550 |
1.875 |
-0.675 |
-26.5% |
3.750 |
ATR |
1.329 |
1.368 |
0.039 |
2.9% |
0.000 |
Volume |
372 |
1,107 |
735 |
197.6% |
2,537 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.867 |
81.083 |
77.581 |
|
R3 |
79.992 |
79.208 |
77.066 |
|
R2 |
78.117 |
78.117 |
76.894 |
|
R1 |
77.333 |
77.333 |
76.722 |
77.725 |
PP |
76.242 |
76.242 |
76.242 |
76.438 |
S1 |
75.458 |
75.458 |
76.378 |
75.850 |
S2 |
74.367 |
74.367 |
76.206 |
|
S3 |
72.492 |
73.583 |
76.034 |
|
S4 |
70.617 |
71.708 |
75.519 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.553 |
85.182 |
78.373 |
|
R3 |
82.803 |
81.432 |
77.341 |
|
R2 |
79.053 |
79.053 |
76.998 |
|
R1 |
77.682 |
77.682 |
76.654 |
78.368 |
PP |
75.303 |
75.303 |
75.303 |
75.646 |
S1 |
73.932 |
73.932 |
75.966 |
74.618 |
S2 |
71.553 |
71.553 |
75.623 |
|
S3 |
67.803 |
70.182 |
75.279 |
|
S4 |
64.053 |
66.432 |
74.248 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.125 |
74.200 |
3.925 |
5.1% |
1.845 |
2.4% |
60% |
False |
False |
675 |
10 |
78.125 |
72.925 |
5.200 |
6.8% |
1.830 |
2.4% |
70% |
False |
False |
533 |
20 |
78.125 |
72.400 |
5.725 |
7.5% |
1.311 |
1.7% |
72% |
False |
False |
284 |
40 |
78.125 |
66.500 |
11.625 |
15.2% |
0.811 |
1.1% |
86% |
False |
False |
145 |
60 |
78.125 |
65.950 |
12.175 |
15.9% |
0.549 |
0.7% |
87% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.994 |
2.618 |
81.934 |
1.618 |
80.059 |
1.000 |
78.900 |
0.618 |
78.184 |
HIGH |
77.025 |
0.618 |
76.309 |
0.500 |
76.088 |
0.382 |
75.866 |
LOW |
75.150 |
0.618 |
73.991 |
1.000 |
73.275 |
1.618 |
72.116 |
2.618 |
70.241 |
4.250 |
67.181 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
76.396 |
76.638 |
PP |
76.242 |
76.608 |
S1 |
76.088 |
76.579 |
|