NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
72.375 |
72.750 |
0.375 |
0.5% |
72.750 |
| High |
73.775 |
74.000 |
0.225 |
0.3% |
74.000 |
| Low |
71.925 |
72.300 |
0.375 |
0.5% |
71.600 |
| Close |
72.500 |
73.930 |
1.430 |
2.0% |
73.930 |
| Range |
1.850 |
1.700 |
-0.150 |
-8.1% |
2.400 |
| ATR |
1.451 |
1.469 |
0.018 |
1.2% |
0.000 |
| Volume |
12,215 |
16,230 |
4,015 |
32.9% |
64,255 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.510 |
77.920 |
74.865 |
|
| R3 |
76.810 |
76.220 |
74.398 |
|
| R2 |
75.110 |
75.110 |
74.242 |
|
| R1 |
74.520 |
74.520 |
74.086 |
74.815 |
| PP |
73.410 |
73.410 |
73.410 |
73.558 |
| S1 |
72.820 |
72.820 |
73.774 |
73.115 |
| S2 |
71.710 |
71.710 |
73.618 |
|
| S3 |
70.010 |
71.120 |
73.463 |
|
| S4 |
68.310 |
69.420 |
72.995 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.377 |
79.553 |
75.250 |
|
| R3 |
77.977 |
77.153 |
74.590 |
|
| R2 |
75.577 |
75.577 |
74.370 |
|
| R1 |
74.753 |
74.753 |
74.150 |
75.165 |
| PP |
73.177 |
73.177 |
73.177 |
73.383 |
| S1 |
72.353 |
72.353 |
73.710 |
72.765 |
| S2 |
70.777 |
70.777 |
73.490 |
|
| S3 |
68.377 |
69.953 |
73.270 |
|
| S4 |
65.977 |
67.553 |
72.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.000 |
71.600 |
2.400 |
3.2% |
1.440 |
1.9% |
97% |
True |
False |
12,851 |
| 10 |
74.000 |
69.475 |
4.525 |
6.1% |
1.428 |
1.9% |
98% |
True |
False |
13,889 |
| 20 |
74.000 |
67.075 |
6.925 |
9.4% |
1.521 |
2.1% |
99% |
True |
False |
13,483 |
| 40 |
74.000 |
63.500 |
10.500 |
14.2% |
1.473 |
2.0% |
99% |
True |
False |
7,071 |
| 60 |
74.000 |
63.500 |
10.500 |
14.2% |
1.225 |
1.7% |
99% |
True |
False |
4,717 |
| 80 |
74.000 |
62.830 |
11.170 |
15.1% |
0.978 |
1.3% |
99% |
True |
False |
3,540 |
| 100 |
74.000 |
61.240 |
12.760 |
17.3% |
0.826 |
1.1% |
99% |
True |
False |
2,833 |
| 120 |
74.000 |
57.180 |
16.820 |
22.8% |
0.689 |
0.9% |
100% |
True |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.225 |
|
2.618 |
78.451 |
|
1.618 |
76.751 |
|
1.000 |
75.700 |
|
0.618 |
75.051 |
|
HIGH |
74.000 |
|
0.618 |
73.351 |
|
0.500 |
73.150 |
|
0.382 |
72.949 |
|
LOW |
72.300 |
|
0.618 |
71.249 |
|
1.000 |
70.600 |
|
1.618 |
69.549 |
|
2.618 |
67.849 |
|
4.250 |
65.075 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
73.670 |
73.608 |
| PP |
73.410 |
73.285 |
| S1 |
73.150 |
72.963 |
|