NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.950 |
72.300 |
0.350 |
0.5% |
76.050 |
High |
72.475 |
72.925 |
0.450 |
0.6% |
78.125 |
Low |
71.100 |
71.775 |
0.675 |
0.9% |
74.950 |
Close |
72.380 |
71.940 |
-0.440 |
-0.6% |
75.370 |
Range |
1.375 |
1.150 |
-0.225 |
-16.4% |
3.175 |
ATR |
1.568 |
1.538 |
-0.030 |
-1.9% |
0.000 |
Volume |
695 |
450 |
-245 |
-35.3% |
3,174 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.663 |
74.952 |
72.573 |
|
R3 |
74.513 |
73.802 |
72.256 |
|
R2 |
73.363 |
73.363 |
72.151 |
|
R1 |
72.652 |
72.652 |
72.045 |
72.433 |
PP |
72.213 |
72.213 |
72.213 |
72.104 |
S1 |
71.502 |
71.502 |
71.835 |
71.283 |
S2 |
71.063 |
71.063 |
71.729 |
|
S3 |
69.913 |
70.352 |
71.624 |
|
S4 |
68.763 |
69.202 |
71.308 |
|
|
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 |
77.025 |
71.100 |
5.925 |
8.2% |
1.945 |
2.7% |
14% |
False |
False |
634 |
10 |
78.125 |
71.100 |
7.025 |
9.8% |
1.953 |
2.7% |
12% |
False |
False |
591 |
20 |
78.125 |
71.100 |
7.025 |
9.8% |
1.644 |
2.3% |
12% |
False |
False |
386 |
40 |
78.125 |
68.725 |
9.400 |
13.1% |
1.007 |
1.4% |
34% |
False |
False |
196 |
60 |
78.125 |
65.950 |
12.175 |
16.9% |
0.680 |
0.9% |
49% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.813 |
2.618 |
75.936 |
1.618 |
74.786 |
1.000 |
74.075 |
0.618 |
73.636 |
HIGH |
72.925 |
0.618 |
72.486 |
0.500 |
72.350 |
0.382 |
72.214 |
LOW |
71.775 |
0.618 |
71.064 |
1.000 |
70.625 |
1.618 |
69.914 |
2.618 |
68.764 |
4.250 |
66.888 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
72.350 |
73.000 |
PP |
72.213 |
72.647 |
S1 |
72.077 |
72.293 |
|