NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
76.900 |
76.775 |
-0.125 |
-0.2% |
75.675 |
| High |
77.325 |
78.275 |
0.950 |
1.2% |
77.250 |
| Low |
76.050 |
76.600 |
0.550 |
0.7% |
72.900 |
| Close |
76.830 |
78.210 |
1.380 |
1.8% |
77.020 |
| Range |
1.275 |
1.675 |
0.400 |
31.4% |
4.350 |
| ATR |
1.579 |
1.586 |
0.007 |
0.4% |
0.000 |
| Volume |
15,828 |
14,178 |
-1,650 |
-10.4% |
74,623 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.720 |
82.140 |
79.131 |
|
| R3 |
81.045 |
80.465 |
78.671 |
|
| R2 |
79.370 |
79.370 |
78.517 |
|
| R1 |
78.790 |
78.790 |
78.364 |
79.080 |
| PP |
77.695 |
77.695 |
77.695 |
77.840 |
| S1 |
77.115 |
77.115 |
78.056 |
77.405 |
| S2 |
76.020 |
76.020 |
77.903 |
|
| S3 |
74.345 |
75.440 |
77.749 |
|
| S4 |
72.670 |
73.765 |
77.289 |
|
|
| 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 |
78.275 |
73.100 |
5.175 |
6.6% |
2.255 |
2.9% |
99% |
True |
False |
16,764 |
| 10 |
78.275 |
72.900 |
5.375 |
6.9% |
1.833 |
2.3% |
99% |
True |
False |
13,574 |
| 20 |
78.275 |
71.100 |
7.175 |
9.2% |
1.541 |
2.0% |
99% |
True |
False |
7,588 |
| 40 |
78.275 |
66.300 |
11.975 |
15.3% |
1.364 |
1.7% |
99% |
True |
False |
3,973 |
| 60 |
78.275 |
64.550 |
13.725 |
17.5% |
1.049 |
1.3% |
100% |
True |
False |
2,652 |
| 80 |
78.275 |
64.550 |
13.725 |
17.5% |
0.808 |
1.0% |
100% |
True |
False |
1,989 |
| 100 |
78.275 |
62.840 |
15.435 |
19.7% |
0.657 |
0.8% |
100% |
True |
False |
1,593 |
| 120 |
78.275 |
61.190 |
17.085 |
21.8% |
0.548 |
0.7% |
100% |
True |
False |
1,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.394 |
|
2.618 |
82.660 |
|
1.618 |
80.985 |
|
1.000 |
79.950 |
|
0.618 |
79.310 |
|
HIGH |
78.275 |
|
0.618 |
77.635 |
|
0.500 |
77.438 |
|
0.382 |
77.240 |
|
LOW |
76.600 |
|
0.618 |
75.565 |
|
1.000 |
74.925 |
|
1.618 |
73.890 |
|
2.618 |
72.215 |
|
4.250 |
69.481 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
77.953 |
77.636 |
| PP |
77.695 |
77.062 |
| S1 |
77.438 |
76.488 |
|