NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
76.100 |
75.675 |
-0.425 |
-0.6% |
74.225 |
| High |
76.400 |
75.675 |
-0.725 |
-0.9% |
76.400 |
| Low |
75.400 |
74.425 |
-0.975 |
-1.3% |
73.675 |
| Close |
75.790 |
74.890 |
-0.900 |
-1.2% |
75.790 |
| Range |
1.000 |
1.250 |
0.250 |
25.0% |
2.725 |
| ATR |
1.253 |
1.261 |
0.008 |
0.6% |
0.000 |
| Volume |
13,011 |
10,456 |
-2,555 |
-19.6% |
36,426 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.747 |
78.068 |
75.578 |
|
| R3 |
77.497 |
76.818 |
75.234 |
|
| R2 |
76.247 |
76.247 |
75.119 |
|
| R1 |
75.568 |
75.568 |
75.005 |
75.283 |
| PP |
74.997 |
74.997 |
74.997 |
74.854 |
| S1 |
74.318 |
74.318 |
74.775 |
74.033 |
| S2 |
73.747 |
73.747 |
74.661 |
|
| S3 |
72.497 |
73.068 |
74.546 |
|
| S4 |
71.247 |
71.818 |
74.203 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.463 |
82.352 |
77.289 |
|
| R3 |
80.738 |
79.627 |
76.539 |
|
| R2 |
78.013 |
78.013 |
76.290 |
|
| R1 |
76.902 |
76.902 |
76.040 |
77.458 |
| PP |
75.288 |
75.288 |
75.288 |
75.566 |
| S1 |
74.177 |
74.177 |
75.540 |
74.733 |
| S2 |
72.563 |
72.563 |
75.290 |
|
| S3 |
69.838 |
71.452 |
75.041 |
|
| S4 |
67.113 |
68.727 |
74.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.400 |
73.675 |
2.725 |
3.6% |
1.340 |
1.8% |
45% |
False |
False |
9,042 |
| 10 |
76.400 |
72.025 |
4.375 |
5.8% |
1.310 |
1.7% |
65% |
False |
False |
5,294 |
| 20 |
76.400 |
67.600 |
8.800 |
11.8% |
1.313 |
1.8% |
83% |
False |
False |
3,144 |
| 40 |
76.400 |
64.550 |
11.850 |
15.8% |
1.139 |
1.5% |
87% |
False |
False |
1,622 |
| 60 |
76.400 |
64.550 |
11.850 |
15.8% |
0.835 |
1.1% |
87% |
False |
False |
1,082 |
| 80 |
76.400 |
64.550 |
11.850 |
15.8% |
0.654 |
0.9% |
87% |
False |
False |
814 |
| 100 |
76.400 |
62.840 |
13.560 |
18.1% |
0.524 |
0.7% |
89% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.988 |
|
2.618 |
78.948 |
|
1.618 |
77.698 |
|
1.000 |
76.925 |
|
0.618 |
76.448 |
|
HIGH |
75.675 |
|
0.618 |
75.198 |
|
0.500 |
75.050 |
|
0.382 |
74.903 |
|
LOW |
74.425 |
|
0.618 |
73.653 |
|
1.000 |
73.175 |
|
1.618 |
72.403 |
|
2.618 |
71.153 |
|
4.250 |
69.113 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
75.050 |
75.413 |
| PP |
74.997 |
75.238 |
| S1 |
74.943 |
75.064 |
|