NYMEX miNY Light Sweet Crude Oil Future November 2007
Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
71.125 |
70.725 |
-0.400 |
-0.6% |
70.900 |
High |
71.750 |
70.900 |
-0.850 |
-1.2% |
73.100 |
Low |
71.125 |
69.925 |
-1.200 |
-1.7% |
70.000 |
Close |
71.460 |
70.670 |
-0.790 |
-1.1% |
71.460 |
Range |
0.625 |
0.975 |
0.350 |
56.0% |
3.100 |
ATR |
1.205 |
1.229 |
0.024 |
2.0% |
0.000 |
Volume |
33 |
14 |
-19 |
-57.6% |
80 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.423 |
73.022 |
71.206 |
|
R3 |
72.448 |
72.047 |
70.938 |
|
R2 |
71.473 |
71.473 |
70.849 |
|
R1 |
71.072 |
71.072 |
70.759 |
70.785 |
PP |
70.498 |
70.498 |
70.498 |
70.355 |
S1 |
70.097 |
70.097 |
70.581 |
69.810 |
S2 |
69.523 |
69.523 |
70.491 |
|
S3 |
68.548 |
69.122 |
70.402 |
|
S4 |
67.573 |
68.147 |
70.134 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.820 |
79.240 |
73.165 |
|
R3 |
77.720 |
76.140 |
72.313 |
|
R2 |
74.620 |
74.620 |
72.028 |
|
R1 |
73.040 |
73.040 |
71.744 |
73.830 |
PP |
71.520 |
71.520 |
71.520 |
71.915 |
S1 |
69.940 |
69.940 |
71.176 |
70.730 |
S2 |
68.420 |
68.420 |
70.892 |
|
S3 |
65.320 |
66.840 |
70.608 |
|
S4 |
62.220 |
63.740 |
69.755 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.044 |
2.618 |
73.453 |
1.618 |
72.478 |
1.000 |
71.875 |
0.618 |
71.503 |
HIGH |
70.900 |
0.618 |
70.528 |
0.500 |
70.413 |
0.382 |
70.297 |
LOW |
69.925 |
0.618 |
69.322 |
1.000 |
68.950 |
1.618 |
68.347 |
2.618 |
67.372 |
4.250 |
65.781 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
70.584 |
71.163 |
PP |
70.498 |
70.998 |
S1 |
70.413 |
70.834 |
|