NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
76.525 |
74.850 |
-1.675 |
-2.2% |
76.050 |
High |
76.975 |
74.900 |
-2.075 |
-2.7% |
78.125 |
Low |
74.950 |
71.600 |
-3.350 |
-4.5% |
74.950 |
Close |
75.370 |
71.970 |
-3.400 |
-4.5% |
75.370 |
Range |
2.025 |
3.300 |
1.275 |
63.0% |
3.175 |
ATR |
1.415 |
1.583 |
0.168 |
11.9% |
0.000 |
Volume |
481 |
439 |
-42 |
-8.7% |
3,174 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.723 |
80.647 |
73.785 |
|
R3 |
79.423 |
77.347 |
72.878 |
|
R2 |
76.123 |
76.123 |
72.575 |
|
R1 |
74.047 |
74.047 |
72.273 |
73.435 |
PP |
72.823 |
72.823 |
72.823 |
72.518 |
S1 |
70.747 |
70.747 |
71.668 |
70.135 |
S2 |
69.523 |
69.523 |
71.365 |
|
S3 |
66.223 |
67.447 |
71.063 |
|
S4 |
62.923 |
64.147 |
70.155 |
|
|
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 |
71.600 |
6.525 |
9.1% |
2.250 |
3.1% |
6% |
False |
True |
575 |
10 |
78.125 |
71.600 |
6.525 |
9.1% |
2.165 |
3.0% |
6% |
False |
True |
586 |
20 |
78.125 |
71.600 |
6.525 |
9.1% |
1.549 |
2.2% |
6% |
False |
True |
330 |
40 |
78.125 |
67.670 |
10.455 |
14.5% |
0.944 |
1.3% |
41% |
False |
False |
167 |
60 |
78.125 |
65.950 |
12.175 |
16.9% |
0.638 |
0.9% |
49% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.925 |
2.618 |
83.539 |
1.618 |
80.239 |
1.000 |
78.200 |
0.618 |
76.939 |
HIGH |
74.900 |
0.618 |
73.639 |
0.500 |
73.250 |
0.382 |
72.861 |
LOW |
71.600 |
0.618 |
69.561 |
1.000 |
68.300 |
1.618 |
66.261 |
2.618 |
62.961 |
4.250 |
57.575 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
73.250 |
74.313 |
PP |
72.823 |
73.532 |
S1 |
72.397 |
72.751 |
|