NYMEX miNY Light Sweet Crude Oil Future October 2007
Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
72.025 |
71.575 |
-0.450 |
-0.6% |
71.575 |
High |
72.275 |
73.650 |
1.375 |
1.9% |
71.650 |
Low |
71.200 |
71.400 |
0.200 |
0.3% |
68.650 |
Close |
71.730 |
73.510 |
1.780 |
2.5% |
71.090 |
Range |
1.075 |
2.250 |
1.175 |
109.3% |
3.000 |
ATR |
1.702 |
1.741 |
0.039 |
2.3% |
0.000 |
Volume |
9,751 |
10,256 |
505 |
5.2% |
54,158 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.603 |
78.807 |
74.748 |
|
R3 |
77.353 |
76.557 |
74.129 |
|
R2 |
75.103 |
75.103 |
73.923 |
|
R1 |
74.307 |
74.307 |
73.716 |
74.705 |
PP |
72.853 |
72.853 |
72.853 |
73.053 |
S1 |
72.057 |
72.057 |
73.304 |
72.455 |
S2 |
70.603 |
70.603 |
73.098 |
|
S3 |
68.353 |
69.807 |
72.891 |
|
S4 |
66.103 |
67.557 |
72.273 |
|
|
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 |
73.650 |
69.025 |
4.625 |
6.3% |
1.635 |
2.2% |
97% |
True |
False |
11,012 |
10 |
73.650 |
68.650 |
5.000 |
6.8% |
1.873 |
2.5% |
97% |
True |
False |
8,863 |
20 |
77.025 |
68.650 |
8.375 |
11.4% |
1.855 |
2.5% |
58% |
False |
False |
4,837 |
40 |
78.125 |
68.650 |
9.475 |
12.9% |
1.558 |
2.1% |
51% |
False |
False |
2,533 |
60 |
78.125 |
66.500 |
11.625 |
15.8% |
1.136 |
1.5% |
60% |
False |
False |
1,690 |
80 |
78.125 |
65.920 |
12.205 |
16.6% |
0.852 |
1.2% |
62% |
False |
False |
1,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.213 |
2.618 |
79.541 |
1.618 |
77.291 |
1.000 |
75.900 |
0.618 |
75.041 |
HIGH |
73.650 |
0.618 |
72.791 |
0.500 |
72.525 |
0.382 |
72.260 |
LOW |
71.400 |
0.618 |
70.010 |
1.000 |
69.150 |
1.618 |
67.760 |
2.618 |
65.510 |
4.250 |
61.838 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
73.182 |
72.982 |
PP |
72.853 |
72.453 |
S1 |
72.525 |
71.925 |
|