NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
70.950 |
69.600 |
-1.350 |
-1.9% |
71.300 |
High |
71.550 |
70.350 |
-1.200 |
-1.7% |
73.975 |
Low |
68.925 |
68.650 |
-0.275 |
-0.4% |
69.950 |
Close |
69.570 |
69.260 |
-0.310 |
-0.4% |
71.820 |
Range |
2.625 |
1.700 |
-0.925 |
-35.2% |
4.025 |
ATR |
1.784 |
1.778 |
-0.006 |
-0.3% |
0.000 |
Volume |
10,527 |
15,375 |
4,848 |
46.1% |
8,199 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.520 |
73.590 |
70.195 |
|
R3 |
72.820 |
71.890 |
69.728 |
|
R2 |
71.120 |
71.120 |
69.572 |
|
R1 |
70.190 |
70.190 |
69.416 |
69.805 |
PP |
69.420 |
69.420 |
69.420 |
69.228 |
S1 |
68.490 |
68.490 |
69.104 |
68.105 |
S2 |
67.720 |
67.720 |
68.948 |
|
S3 |
66.020 |
66.790 |
68.793 |
|
S4 |
64.320 |
65.090 |
68.325 |
|
|
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 |
72.900 |
68.650 |
4.250 |
6.1% |
2.110 |
3.0% |
14% |
False |
True |
6,715 |
10 |
73.975 |
68.650 |
5.325 |
7.7% |
1.920 |
2.8% |
11% |
False |
True |
3,851 |
20 |
78.125 |
68.650 |
9.475 |
13.7% |
1.936 |
2.8% |
6% |
False |
True |
2,221 |
40 |
78.125 |
68.650 |
9.475 |
13.7% |
1.396 |
2.0% |
6% |
False |
True |
1,158 |
60 |
78.125 |
65.950 |
12.175 |
17.6% |
1.000 |
1.4% |
27% |
False |
False |
775 |
80 |
78.125 |
65.920 |
12.205 |
17.6% |
0.751 |
1.1% |
27% |
False |
False |
582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.575 |
2.618 |
74.801 |
1.618 |
73.101 |
1.000 |
72.050 |
0.618 |
71.401 |
HIGH |
70.350 |
0.618 |
69.701 |
0.500 |
69.500 |
0.382 |
69.299 |
LOW |
68.650 |
0.618 |
67.599 |
1.000 |
66.950 |
1.618 |
65.899 |
2.618 |
64.199 |
4.250 |
61.425 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
69.500 |
70.150 |
PP |
69.420 |
69.853 |
S1 |
69.340 |
69.557 |
|