NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
74.850 |
71.950 |
-2.900 |
-3.9% |
76.050 |
High |
74.900 |
72.475 |
-2.425 |
-3.2% |
78.125 |
Low |
71.600 |
71.100 |
-0.500 |
-0.7% |
74.950 |
Close |
71.970 |
72.380 |
0.410 |
0.6% |
75.370 |
Range |
3.300 |
1.375 |
-1.925 |
-58.3% |
3.175 |
ATR |
1.583 |
1.568 |
-0.015 |
-0.9% |
0.000 |
Volume |
439 |
695 |
256 |
58.3% |
3,174 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.110 |
75.620 |
73.136 |
|
R3 |
74.735 |
74.245 |
72.758 |
|
R2 |
73.360 |
73.360 |
72.632 |
|
R1 |
72.870 |
72.870 |
72.506 |
73.115 |
PP |
71.985 |
71.985 |
71.985 |
72.108 |
S1 |
71.495 |
71.495 |
72.254 |
71.740 |
S2 |
70.610 |
70.610 |
72.128 |
|
S3 |
69.235 |
70.120 |
72.002 |
|
S4 |
67.860 |
68.745 |
71.624 |
|
|
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 |
71.100 |
7.025 |
9.7% |
2.225 |
3.1% |
18% |
False |
True |
618 |
10 |
78.125 |
71.100 |
7.025 |
9.7% |
2.123 |
2.9% |
18% |
False |
True |
607 |
20 |
78.125 |
71.100 |
7.025 |
9.7% |
1.596 |
2.2% |
18% |
False |
True |
364 |
40 |
78.125 |
68.510 |
9.615 |
13.3% |
0.978 |
1.4% |
40% |
False |
False |
185 |
60 |
78.125 |
65.950 |
12.175 |
16.8% |
0.660 |
0.9% |
53% |
False |
False |
126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.319 |
2.618 |
76.075 |
1.618 |
74.700 |
1.000 |
73.850 |
0.618 |
73.325 |
HIGH |
72.475 |
0.618 |
71.950 |
0.500 |
71.788 |
0.382 |
71.625 |
LOW |
71.100 |
0.618 |
70.250 |
1.000 |
69.725 |
1.618 |
68.875 |
2.618 |
67.500 |
4.250 |
65.256 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.183 |
74.038 |
PP |
71.985 |
73.485 |
S1 |
71.788 |
72.933 |
|