NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 14-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.300 |
71.250 |
-0.050 |
-0.1% |
74.850 |
High |
72.800 |
72.400 |
-0.400 |
-0.5% |
74.900 |
Low |
70.800 |
71.050 |
0.250 |
0.4% |
69.875 |
Close |
71.320 |
72.020 |
0.700 |
1.0% |
71.250 |
Range |
2.000 |
1.350 |
-0.650 |
-32.5% |
5.025 |
ATR |
1.587 |
1.570 |
-0.017 |
-1.1% |
0.000 |
Volume |
836 |
1,041 |
205 |
24.5% |
3,418 |
|
Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.873 |
75.297 |
72.763 |
|
R3 |
74.523 |
73.947 |
72.391 |
|
R2 |
73.173 |
73.173 |
72.268 |
|
R1 |
72.597 |
72.597 |
72.144 |
72.885 |
PP |
71.823 |
71.823 |
71.823 |
71.968 |
S1 |
71.247 |
71.247 |
71.896 |
71.535 |
S2 |
70.473 |
70.473 |
71.773 |
|
S3 |
69.123 |
69.897 |
71.649 |
|
S4 |
67.773 |
68.547 |
71.278 |
|
|
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 |
72.925 |
69.875 |
3.050 |
4.2% |
1.565 |
2.2% |
70% |
False |
False |
832 |
10 |
78.125 |
69.875 |
8.250 |
11.5% |
1.895 |
2.6% |
26% |
False |
False |
725 |
20 |
78.125 |
69.875 |
8.250 |
11.5% |
1.759 |
2.4% |
26% |
False |
False |
565 |
40 |
78.125 |
68.725 |
9.400 |
13.1% |
1.146 |
1.6% |
35% |
False |
False |
288 |
60 |
78.125 |
65.950 |
12.175 |
16.9% |
0.791 |
1.1% |
50% |
False |
False |
195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.138 |
2.618 |
75.934 |
1.618 |
74.584 |
1.000 |
73.750 |
0.618 |
73.234 |
HIGH |
72.400 |
0.618 |
71.884 |
0.500 |
71.725 |
0.382 |
71.566 |
LOW |
71.050 |
0.618 |
70.216 |
1.000 |
69.700 |
1.618 |
68.866 |
2.618 |
67.516 |
4.250 |
65.313 |
|
|
Fisher Pivots for day following 14-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.922 |
71.793 |
PP |
71.823 |
71.565 |
S1 |
71.725 |
71.338 |
|