NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
72.900 |
71.475 |
-1.425 |
-2.0% |
71.300 |
High |
72.900 |
72.375 |
-0.525 |
-0.7% |
73.975 |
Low |
69.950 |
70.825 |
0.875 |
1.3% |
69.950 |
Close |
70.870 |
71.820 |
0.950 |
1.3% |
71.820 |
Range |
2.950 |
1.550 |
-1.400 |
-47.5% |
4.025 |
ATR |
1.717 |
1.706 |
-0.012 |
-0.7% |
0.000 |
Volume |
1,674 |
3,421 |
1,747 |
104.4% |
8,199 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.323 |
75.622 |
72.673 |
|
R3 |
74.773 |
74.072 |
72.246 |
|
R2 |
73.223 |
73.223 |
72.104 |
|
R1 |
72.522 |
72.522 |
71.962 |
72.873 |
PP |
71.673 |
71.673 |
71.673 |
71.849 |
S1 |
70.972 |
70.972 |
71.678 |
71.323 |
S2 |
70.123 |
70.123 |
71.536 |
|
S3 |
68.573 |
69.422 |
71.394 |
|
S4 |
67.023 |
67.872 |
70.968 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.990 |
81.930 |
74.034 |
|
R3 |
79.965 |
77.905 |
72.927 |
|
R2 |
75.940 |
75.940 |
72.558 |
|
R1 |
73.880 |
73.880 |
72.189 |
74.910 |
PP |
71.915 |
71.915 |
71.915 |
72.430 |
S1 |
69.855 |
69.855 |
71.451 |
70.885 |
S2 |
67.890 |
67.890 |
71.082 |
|
S3 |
63.865 |
65.830 |
70.713 |
|
S4 |
59.840 |
61.805 |
69.606 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.975 |
69.950 |
4.025 |
5.6% |
1.965 |
2.7% |
46% |
False |
False |
1,639 |
10 |
74.900 |
69.875 |
5.025 |
7.0% |
1.898 |
2.6% |
39% |
False |
False |
1,161 |
20 |
78.125 |
69.875 |
8.250 |
11.5% |
1.921 |
2.7% |
24% |
False |
False |
866 |
40 |
78.125 |
68.725 |
9.400 |
13.1% |
1.308 |
1.8% |
33% |
False |
False |
446 |
60 |
78.125 |
65.950 |
12.175 |
17.0% |
0.899 |
1.3% |
48% |
False |
False |
300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.963 |
2.618 |
76.433 |
1.618 |
74.883 |
1.000 |
73.925 |
0.618 |
73.333 |
HIGH |
72.375 |
0.618 |
71.783 |
0.500 |
71.600 |
0.382 |
71.417 |
LOW |
70.825 |
0.618 |
69.867 |
1.000 |
69.275 |
1.618 |
68.317 |
2.618 |
66.767 |
4.250 |
64.238 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.747 |
71.963 |
PP |
71.673 |
71.915 |
S1 |
71.600 |
71.868 |
|