NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
76.350 |
76.525 |
0.175 |
0.2% |
76.050 |
High |
77.025 |
76.975 |
-0.050 |
-0.1% |
78.125 |
Low |
75.150 |
74.950 |
-0.200 |
-0.3% |
74.950 |
Close |
76.550 |
75.370 |
-1.180 |
-1.5% |
75.370 |
Range |
1.875 |
2.025 |
0.150 |
8.0% |
3.175 |
ATR |
1.368 |
1.415 |
0.047 |
3.4% |
0.000 |
Volume |
1,107 |
481 |
-626 |
-56.5% |
3,174 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.840 |
80.630 |
76.484 |
|
R3 |
79.815 |
78.605 |
75.927 |
|
R2 |
77.790 |
77.790 |
75.741 |
|
R1 |
76.580 |
76.580 |
75.556 |
76.173 |
PP |
75.765 |
75.765 |
75.765 |
75.561 |
S1 |
74.555 |
74.555 |
75.184 |
74.148 |
S2 |
73.740 |
73.740 |
74.999 |
|
S3 |
71.715 |
72.530 |
74.813 |
|
S4 |
69.690 |
70.505 |
74.256 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.673 |
83.697 |
77.116 |
|
R3 |
82.498 |
80.522 |
76.243 |
|
R2 |
79.323 |
79.323 |
75.952 |
|
R1 |
77.347 |
77.347 |
75.661 |
76.748 |
PP |
76.148 |
76.148 |
76.148 |
75.849 |
S1 |
74.172 |
74.172 |
75.079 |
73.573 |
S2 |
72.973 |
72.973 |
74.788 |
|
S3 |
69.798 |
70.997 |
74.497 |
|
S4 |
66.623 |
67.822 |
73.624 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.125 |
74.950 |
3.175 |
4.2% |
1.820 |
2.4% |
13% |
False |
True |
634 |
10 |
78.125 |
72.925 |
5.200 |
6.9% |
1.945 |
2.6% |
47% |
False |
False |
571 |
20 |
78.125 |
72.425 |
5.700 |
7.6% |
1.405 |
1.9% |
52% |
False |
False |
308 |
40 |
78.125 |
66.500 |
11.625 |
15.4% |
0.861 |
1.1% |
76% |
False |
False |
157 |
60 |
78.125 |
65.950 |
12.175 |
16.2% |
0.583 |
0.8% |
77% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.581 |
2.618 |
82.276 |
1.618 |
80.251 |
1.000 |
79.000 |
0.618 |
78.226 |
HIGH |
76.975 |
0.618 |
76.201 |
0.500 |
75.963 |
0.382 |
75.724 |
LOW |
74.950 |
0.618 |
73.699 |
1.000 |
72.925 |
1.618 |
71.674 |
2.618 |
69.649 |
4.250 |
66.344 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
75.963 |
76.538 |
PP |
75.765 |
76.148 |
S1 |
75.568 |
75.759 |
|