NYMEX miNY Light Sweet Crude Oil Future November 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
72.075 |
72.150 |
0.075 |
0.1% |
73.700 |
| High |
73.100 |
72.400 |
-0.700 |
-1.0% |
73.700 |
| Low |
72.075 |
70.000 |
-2.075 |
-2.9% |
69.950 |
| Close |
72.830 |
70.600 |
-2.230 |
-3.1% |
71.050 |
| Range |
1.025 |
2.400 |
1.375 |
134.1% |
3.750 |
| ATR |
1.085 |
1.210 |
0.125 |
11.5% |
0.000 |
| Volume |
10 |
16 |
6 |
60.0% |
48 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.200 |
76.800 |
71.920 |
|
| R3 |
75.800 |
74.400 |
71.260 |
|
| R2 |
73.400 |
73.400 |
71.040 |
|
| R1 |
72.000 |
72.000 |
70.820 |
71.500 |
| PP |
71.000 |
71.000 |
71.000 |
70.750 |
| S1 |
69.600 |
69.600 |
70.380 |
69.100 |
| S2 |
68.600 |
68.600 |
70.160 |
|
| S3 |
66.200 |
67.200 |
69.940 |
|
| S4 |
63.800 |
64.800 |
69.280 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.817 |
80.683 |
73.113 |
|
| R3 |
79.067 |
76.933 |
72.081 |
|
| R2 |
75.317 |
75.317 |
71.738 |
|
| R1 |
73.183 |
73.183 |
71.394 |
72.375 |
| PP |
71.567 |
71.567 |
71.567 |
71.163 |
| S1 |
69.433 |
69.433 |
70.706 |
68.625 |
| S2 |
67.817 |
67.817 |
70.363 |
|
| S3 |
64.067 |
65.683 |
70.019 |
|
| S4 |
60.317 |
61.933 |
68.988 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.600 |
|
2.618 |
78.683 |
|
1.618 |
76.283 |
|
1.000 |
74.800 |
|
0.618 |
73.883 |
|
HIGH |
72.400 |
|
0.618 |
71.483 |
|
0.500 |
71.200 |
|
0.382 |
70.917 |
|
LOW |
70.000 |
|
0.618 |
68.517 |
|
1.000 |
67.600 |
|
1.618 |
66.117 |
|
2.618 |
63.717 |
|
4.250 |
59.800 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.200 |
71.550 |
| PP |
71.000 |
71.233 |
| S1 |
70.800 |
70.917 |
|