NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.925 |
71.350 |
-0.575 |
-0.8% |
74.850 |
High |
72.150 |
71.450 |
-0.700 |
-1.0% |
74.900 |
Low |
70.400 |
69.875 |
-0.525 |
-0.7% |
69.875 |
Close |
71.400 |
71.250 |
-0.150 |
-0.2% |
71.250 |
Range |
1.750 |
1.575 |
-0.175 |
-10.0% |
5.025 |
ATR |
1.553 |
1.555 |
0.002 |
0.1% |
0.000 |
Volume |
1,153 |
681 |
-472 |
-40.9% |
3,418 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.583 |
74.992 |
72.116 |
|
R3 |
74.008 |
73.417 |
71.683 |
|
R2 |
72.433 |
72.433 |
71.539 |
|
R1 |
71.842 |
71.842 |
71.394 |
71.350 |
PP |
70.858 |
70.858 |
70.858 |
70.613 |
S1 |
70.267 |
70.267 |
71.106 |
69.775 |
S2 |
69.283 |
69.283 |
70.961 |
|
S3 |
67.708 |
68.692 |
70.817 |
|
S4 |
66.133 |
67.117 |
70.384 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.083 |
84.192 |
74.014 |
|
R3 |
82.058 |
79.167 |
72.632 |
|
R2 |
77.033 |
77.033 |
72.171 |
|
R1 |
74.142 |
74.142 |
71.711 |
73.075 |
PP |
72.008 |
72.008 |
72.008 |
71.475 |
S1 |
69.117 |
69.117 |
70.789 |
68.050 |
S2 |
66.983 |
66.983 |
70.329 |
|
S3 |
61.958 |
64.092 |
69.868 |
|
S4 |
56.933 |
59.067 |
68.486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.900 |
69.875 |
5.025 |
7.1% |
1.830 |
2.6% |
27% |
False |
True |
683 |
10 |
78.125 |
69.875 |
8.250 |
11.6% |
1.825 |
2.6% |
17% |
False |
True |
659 |
20 |
78.125 |
69.875 |
8.250 |
11.6% |
1.688 |
2.4% |
17% |
False |
True |
474 |
40 |
78.125 |
68.725 |
9.400 |
13.2% |
1.078 |
1.5% |
27% |
False |
False |
242 |
60 |
78.125 |
65.950 |
12.175 |
17.1% |
0.735 |
1.0% |
44% |
False |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.144 |
2.618 |
75.573 |
1.618 |
73.998 |
1.000 |
73.025 |
0.618 |
72.423 |
HIGH |
71.450 |
0.618 |
70.848 |
0.500 |
70.663 |
0.382 |
70.477 |
LOW |
69.875 |
0.618 |
68.902 |
1.000 |
68.300 |
1.618 |
67.327 |
2.618 |
65.752 |
4.250 |
63.181 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.054 |
71.400 |
PP |
70.858 |
71.350 |
S1 |
70.663 |
71.300 |
|