NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
69.425 |
70.050 |
0.625 |
0.9% |
71.575 |
High |
70.100 |
71.325 |
1.225 |
1.7% |
71.650 |
Low |
69.025 |
69.500 |
0.475 |
0.7% |
68.650 |
Close |
69.830 |
71.090 |
1.260 |
1.8% |
71.090 |
Range |
1.075 |
1.825 |
0.750 |
69.8% |
3.000 |
ATR |
1.728 |
1.735 |
0.007 |
0.4% |
0.000 |
Volume |
17,139 |
8,539 |
-8,600 |
-50.2% |
54,158 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.113 |
75.427 |
72.094 |
|
R3 |
74.288 |
73.602 |
71.592 |
|
R2 |
72.463 |
72.463 |
71.425 |
|
R1 |
71.777 |
71.777 |
71.257 |
72.120 |
PP |
70.638 |
70.638 |
70.638 |
70.810 |
S1 |
69.952 |
69.952 |
70.923 |
70.295 |
S2 |
68.813 |
68.813 |
70.755 |
|
S3 |
66.988 |
68.127 |
70.588 |
|
S4 |
65.163 |
66.302 |
70.086 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.463 |
78.277 |
72.740 |
|
R3 |
76.463 |
75.277 |
71.915 |
|
R2 |
73.463 |
73.463 |
71.640 |
|
R1 |
72.277 |
72.277 |
71.365 |
71.370 |
PP |
70.463 |
70.463 |
70.463 |
70.010 |
S1 |
69.277 |
69.277 |
70.815 |
68.370 |
S2 |
67.463 |
67.463 |
70.540 |
|
S3 |
64.463 |
66.277 |
70.265 |
|
S4 |
61.463 |
63.277 |
69.440 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.650 |
68.650 |
3.000 |
4.2% |
1.790 |
2.5% |
81% |
False |
False |
10,831 |
10 |
73.975 |
68.650 |
5.325 |
7.5% |
1.878 |
2.6% |
46% |
False |
False |
6,235 |
20 |
78.125 |
68.650 |
9.475 |
13.3% |
1.851 |
2.6% |
26% |
False |
False |
3,447 |
40 |
78.125 |
68.650 |
9.475 |
13.3% |
1.433 |
2.0% |
26% |
False |
False |
1,799 |
60 |
78.125 |
66.500 |
11.625 |
16.4% |
1.048 |
1.5% |
39% |
False |
False |
1,202 |
80 |
78.125 |
65.920 |
12.205 |
17.2% |
0.786 |
1.1% |
42% |
False |
False |
903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.081 |
2.618 |
76.103 |
1.618 |
74.278 |
1.000 |
73.150 |
0.618 |
72.453 |
HIGH |
71.325 |
0.618 |
70.628 |
0.500 |
70.413 |
0.382 |
70.197 |
LOW |
69.500 |
0.618 |
68.372 |
1.000 |
67.675 |
1.618 |
66.547 |
2.618 |
64.722 |
4.250 |
61.744 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
70.864 |
70.723 |
PP |
70.638 |
70.355 |
S1 |
70.413 |
69.988 |
|