NYMEX miNY Light Sweet Crude Oil Future December 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 |
69.000 |
69.125 |
0.125 |
0.2% |
70.150 |
High |
69.325 |
70.200 |
0.875 |
1.3% |
70.550 |
Low |
68.425 |
69.125 |
0.700 |
1.0% |
68.425 |
Close |
69.230 |
70.230 |
1.000 |
1.4% |
70.230 |
Range |
0.900 |
1.075 |
0.175 |
19.4% |
2.125 |
ATR |
1.171 |
1.164 |
-0.007 |
-0.6% |
0.000 |
Volume |
21 |
20 |
-1 |
-4.8% |
66 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.077 |
72.728 |
70.821 |
|
R3 |
72.002 |
71.653 |
70.526 |
|
R2 |
70.927 |
70.927 |
70.427 |
|
R1 |
70.578 |
70.578 |
70.329 |
70.753 |
PP |
69.852 |
69.852 |
69.852 |
69.939 |
S1 |
69.503 |
69.503 |
70.131 |
69.678 |
S2 |
68.777 |
68.777 |
70.033 |
|
S3 |
67.702 |
68.428 |
69.934 |
|
S4 |
66.627 |
67.353 |
69.639 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.110 |
75.295 |
71.399 |
|
R3 |
73.985 |
73.170 |
70.814 |
|
R2 |
71.860 |
71.860 |
70.620 |
|
R1 |
71.045 |
71.045 |
70.425 |
71.453 |
PP |
69.735 |
69.735 |
69.735 |
69.939 |
S1 |
68.920 |
68.920 |
70.035 |
69.328 |
S2 |
67.610 |
67.610 |
69.840 |
|
S3 |
65.485 |
66.795 |
69.646 |
|
S4 |
63.360 |
64.670 |
69.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.550 |
68.425 |
2.125 |
3.0% |
1.045 |
1.5% |
85% |
False |
False |
13 |
10 |
73.000 |
68.425 |
4.575 |
6.5% |
1.155 |
1.6% |
39% |
False |
False |
17 |
20 |
75.825 |
68.425 |
7.400 |
10.5% |
0.934 |
1.3% |
24% |
False |
False |
11 |
40 |
75.900 |
68.425 |
7.475 |
10.6% |
0.612 |
0.9% |
24% |
False |
False |
7 |
60 |
75.900 |
67.980 |
7.920 |
11.3% |
0.451 |
0.6% |
28% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.769 |
2.618 |
73.014 |
1.618 |
71.939 |
1.000 |
71.275 |
0.618 |
70.864 |
HIGH |
70.200 |
0.618 |
69.789 |
0.500 |
69.663 |
0.382 |
69.536 |
LOW |
69.125 |
0.618 |
68.461 |
1.000 |
68.050 |
1.618 |
67.386 |
2.618 |
66.311 |
4.250 |
64.556 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
70.041 |
69.924 |
PP |
69.852 |
69.618 |
S1 |
69.663 |
69.313 |
|