NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
75.675 |
74.900 |
-0.775 |
-1.0% |
74.225 |
| High |
75.675 |
74.925 |
-0.750 |
-1.0% |
76.400 |
| Low |
74.425 |
72.900 |
-1.525 |
-2.0% |
73.675 |
| Close |
74.890 |
73.325 |
-1.565 |
-2.1% |
75.790 |
| Range |
1.250 |
2.025 |
0.775 |
62.0% |
2.725 |
| ATR |
1.261 |
1.315 |
0.055 |
4.3% |
0.000 |
| Volume |
10,456 |
10,352 |
-104 |
-1.0% |
36,426 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.792 |
78.583 |
74.439 |
|
| R3 |
77.767 |
76.558 |
73.882 |
|
| R2 |
75.742 |
75.742 |
73.696 |
|
| R1 |
74.533 |
74.533 |
73.511 |
74.125 |
| PP |
73.717 |
73.717 |
73.717 |
73.513 |
| S1 |
72.508 |
72.508 |
73.139 |
72.100 |
| S2 |
71.692 |
71.692 |
72.954 |
|
| S3 |
69.667 |
70.483 |
72.768 |
|
| S4 |
67.642 |
68.458 |
72.211 |
|
|
| 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 |
72.900 |
3.500 |
4.8% |
1.410 |
1.9% |
12% |
False |
True |
10,384 |
| 10 |
76.400 |
72.275 |
4.125 |
5.6% |
1.380 |
1.9% |
25% |
False |
False |
6,215 |
| 20 |
76.400 |
67.600 |
8.800 |
12.0% |
1.338 |
1.8% |
65% |
False |
False |
3,612 |
| 40 |
76.400 |
64.550 |
11.850 |
16.2% |
1.183 |
1.6% |
74% |
False |
False |
1,880 |
| 60 |
76.400 |
64.550 |
11.850 |
16.2% |
0.869 |
1.2% |
74% |
False |
False |
1,255 |
| 80 |
76.400 |
64.550 |
11.850 |
16.2% |
0.667 |
0.9% |
74% |
False |
False |
943 |
| 100 |
76.400 |
62.840 |
13.560 |
18.5% |
0.544 |
0.7% |
77% |
False |
False |
755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.531 |
|
2.618 |
80.226 |
|
1.618 |
78.201 |
|
1.000 |
76.950 |
|
0.618 |
76.176 |
|
HIGH |
74.925 |
|
0.618 |
74.151 |
|
0.500 |
73.913 |
|
0.382 |
73.674 |
|
LOW |
72.900 |
|
0.618 |
71.649 |
|
1.000 |
70.875 |
|
1.618 |
69.624 |
|
2.618 |
67.599 |
|
4.250 |
64.294 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
73.913 |
74.650 |
| PP |
73.717 |
74.208 |
| S1 |
73.521 |
73.767 |
|