NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.250 |
72.400 |
1.150 |
1.6% |
74.850 |
High |
72.400 |
73.975 |
1.575 |
2.2% |
74.900 |
Low |
71.050 |
72.000 |
0.950 |
1.3% |
69.875 |
Close |
72.020 |
73.210 |
1.190 |
1.7% |
71.250 |
Range |
1.350 |
1.975 |
0.625 |
46.3% |
5.025 |
ATR |
1.570 |
1.599 |
0.029 |
1.8% |
0.000 |
Volume |
1,041 |
1,227 |
186 |
17.9% |
3,418 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.987 |
78.073 |
74.296 |
|
R3 |
77.012 |
76.098 |
73.753 |
|
R2 |
75.037 |
75.037 |
73.572 |
|
R1 |
74.123 |
74.123 |
73.391 |
74.580 |
PP |
73.062 |
73.062 |
73.062 |
73.290 |
S1 |
72.148 |
72.148 |
73.029 |
72.605 |
S2 |
71.087 |
71.087 |
72.848 |
|
S3 |
69.112 |
70.173 |
72.667 |
|
S4 |
67.137 |
68.198 |
72.124 |
|
|
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 |
73.975 |
69.875 |
4.100 |
5.6% |
1.730 |
2.4% |
81% |
True |
False |
987 |
10 |
77.025 |
69.875 |
7.150 |
9.8% |
1.838 |
2.5% |
47% |
False |
False |
811 |
20 |
78.125 |
69.875 |
8.250 |
11.3% |
1.790 |
2.4% |
40% |
False |
False |
621 |
40 |
78.125 |
68.725 |
9.400 |
12.8% |
1.195 |
1.6% |
48% |
False |
False |
319 |
60 |
78.125 |
65.950 |
12.175 |
16.6% |
0.824 |
1.1% |
60% |
False |
False |
216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.369 |
2.618 |
79.146 |
1.618 |
77.171 |
1.000 |
75.950 |
0.618 |
75.196 |
HIGH |
73.975 |
0.618 |
73.221 |
0.500 |
72.988 |
0.382 |
72.754 |
LOW |
72.000 |
0.618 |
70.779 |
1.000 |
70.025 |
1.618 |
68.804 |
2.618 |
66.829 |
4.250 |
63.606 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
73.136 |
72.936 |
PP |
73.062 |
72.662 |
S1 |
72.988 |
72.388 |
|