NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
74.825 |
76.900 |
2.075 |
2.8% |
75.675 |
| High |
77.125 |
77.325 |
0.200 |
0.3% |
77.250 |
| Low |
74.700 |
76.050 |
1.350 |
1.8% |
72.900 |
| Close |
77.020 |
76.830 |
-0.190 |
-0.2% |
77.020 |
| Range |
2.425 |
1.275 |
-1.150 |
-47.4% |
4.350 |
| ATR |
1.602 |
1.579 |
-0.023 |
-1.5% |
0.000 |
| Volume |
21,910 |
15,828 |
-6,082 |
-27.8% |
74,623 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.560 |
79.970 |
77.531 |
|
| R3 |
79.285 |
78.695 |
77.181 |
|
| R2 |
78.010 |
78.010 |
77.064 |
|
| R1 |
77.420 |
77.420 |
76.947 |
77.078 |
| PP |
76.735 |
76.735 |
76.735 |
76.564 |
| S1 |
76.145 |
76.145 |
76.713 |
75.803 |
| S2 |
75.460 |
75.460 |
76.596 |
|
| S3 |
74.185 |
74.870 |
76.479 |
|
| S4 |
72.910 |
73.595 |
76.129 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.773 |
87.247 |
79.413 |
|
| R3 |
84.423 |
82.897 |
78.216 |
|
| R2 |
80.073 |
80.073 |
77.818 |
|
| R1 |
78.547 |
78.547 |
77.419 |
79.310 |
| PP |
75.723 |
75.723 |
75.723 |
76.105 |
| S1 |
74.197 |
74.197 |
76.621 |
74.960 |
| S2 |
71.373 |
71.373 |
76.223 |
|
| S3 |
67.023 |
69.847 |
75.824 |
|
| S4 |
62.673 |
65.497 |
74.628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.325 |
72.900 |
4.425 |
5.8% |
2.325 |
3.0% |
89% |
True |
False |
15,999 |
| 10 |
77.325 |
72.900 |
4.425 |
5.8% |
1.833 |
2.4% |
89% |
True |
False |
12,520 |
| 20 |
77.325 |
71.100 |
6.225 |
8.1% |
1.494 |
1.9% |
92% |
True |
False |
6,914 |
| 40 |
77.325 |
66.300 |
11.025 |
14.3% |
1.322 |
1.7% |
96% |
True |
False |
3,619 |
| 60 |
77.325 |
64.550 |
12.775 |
16.6% |
1.021 |
1.3% |
96% |
True |
False |
2,415 |
| 80 |
77.325 |
64.550 |
12.775 |
16.6% |
0.787 |
1.0% |
96% |
True |
False |
1,812 |
| 100 |
77.325 |
62.840 |
14.485 |
18.9% |
0.640 |
0.8% |
97% |
True |
False |
1,451 |
| 120 |
77.325 |
61.190 |
16.135 |
21.0% |
0.534 |
0.7% |
97% |
True |
False |
1,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.744 |
|
2.618 |
80.663 |
|
1.618 |
79.388 |
|
1.000 |
78.600 |
|
0.618 |
78.113 |
|
HIGH |
77.325 |
|
0.618 |
76.838 |
|
0.500 |
76.688 |
|
0.382 |
76.537 |
|
LOW |
76.050 |
|
0.618 |
75.262 |
|
1.000 |
74.775 |
|
1.618 |
73.987 |
|
2.618 |
72.712 |
|
4.250 |
70.631 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.783 |
76.541 |
| PP |
76.735 |
76.252 |
| S1 |
76.688 |
75.963 |
|