NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
69.200 |
69.000 |
-0.200 |
-0.3% |
71.200 |
High |
69.500 |
69.325 |
-0.175 |
-0.3% |
73.000 |
Low |
68.500 |
68.425 |
-0.075 |
-0.1% |
69.250 |
Close |
68.720 |
69.230 |
0.510 |
0.7% |
70.980 |
Range |
1.000 |
0.900 |
-0.100 |
-10.0% |
3.750 |
ATR |
1.192 |
1.171 |
-0.021 |
-1.8% |
0.000 |
Volume |
12 |
21 |
9 |
75.0% |
107 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.693 |
71.362 |
69.725 |
|
R3 |
70.793 |
70.462 |
69.478 |
|
R2 |
69.893 |
69.893 |
69.395 |
|
R1 |
69.562 |
69.562 |
69.313 |
69.728 |
PP |
68.993 |
68.993 |
68.993 |
69.076 |
S1 |
68.662 |
68.662 |
69.148 |
68.828 |
S2 |
68.093 |
68.093 |
69.065 |
|
S3 |
67.193 |
67.762 |
68.983 |
|
S4 |
66.293 |
66.862 |
68.735 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.327 |
80.403 |
73.043 |
|
R3 |
78.577 |
76.653 |
72.011 |
|
R2 |
74.827 |
74.827 |
71.668 |
|
R1 |
72.903 |
72.903 |
71.324 |
71.990 |
PP |
71.077 |
71.077 |
71.077 |
70.620 |
S1 |
69.153 |
69.153 |
70.636 |
68.240 |
S2 |
67.327 |
67.327 |
70.293 |
|
S3 |
63.577 |
65.403 |
69.949 |
|
S4 |
59.827 |
61.653 |
68.918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.625 |
68.425 |
3.200 |
4.6% |
1.080 |
1.6% |
25% |
False |
True |
15 |
10 |
73.000 |
68.425 |
4.575 |
6.6% |
1.128 |
1.6% |
18% |
False |
True |
16 |
20 |
75.825 |
68.425 |
7.400 |
10.7% |
0.880 |
1.3% |
11% |
False |
True |
11 |
40 |
75.900 |
68.425 |
7.475 |
10.8% |
0.585 |
0.8% |
11% |
False |
True |
7 |
60 |
75.900 |
67.980 |
7.920 |
11.4% |
0.433 |
0.6% |
16% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.150 |
2.618 |
71.681 |
1.618 |
70.781 |
1.000 |
70.225 |
0.618 |
69.881 |
HIGH |
69.325 |
0.618 |
68.981 |
0.500 |
68.875 |
0.382 |
68.769 |
LOW |
68.425 |
0.618 |
67.869 |
1.000 |
67.525 |
1.618 |
66.969 |
2.618 |
66.069 |
4.250 |
64.600 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
69.112 |
69.488 |
PP |
68.993 |
69.402 |
S1 |
68.875 |
69.316 |
|