NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
76.775 |
78.000 |
1.225 |
1.6% |
75.675 |
| High |
78.275 |
78.775 |
0.500 |
0.6% |
77.250 |
| Low |
76.600 |
76.100 |
-0.500 |
-0.7% |
72.900 |
| Close |
78.210 |
76.530 |
-1.680 |
-2.1% |
77.020 |
| Range |
1.675 |
2.675 |
1.000 |
59.7% |
4.350 |
| ATR |
1.586 |
1.663 |
0.078 |
4.9% |
0.000 |
| Volume |
14,178 |
18,665 |
4,487 |
31.6% |
74,623 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.160 |
83.520 |
78.001 |
|
| R3 |
82.485 |
80.845 |
77.266 |
|
| R2 |
79.810 |
79.810 |
77.020 |
|
| R1 |
78.170 |
78.170 |
76.775 |
77.653 |
| PP |
77.135 |
77.135 |
77.135 |
76.876 |
| S1 |
75.495 |
75.495 |
76.285 |
74.978 |
| S2 |
74.460 |
74.460 |
76.040 |
|
| S3 |
71.785 |
72.820 |
75.794 |
|
| S4 |
69.110 |
70.145 |
75.059 |
|
|
| 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 |
78.775 |
74.600 |
4.175 |
5.5% |
2.140 |
2.8% |
46% |
True |
False |
17,420 |
| 10 |
78.775 |
72.900 |
5.875 |
7.7% |
1.950 |
2.5% |
62% |
True |
False |
14,546 |
| 20 |
78.775 |
71.100 |
7.675 |
10.0% |
1.649 |
2.2% |
71% |
True |
False |
8,486 |
| 40 |
78.775 |
66.300 |
12.475 |
16.3% |
1.426 |
1.9% |
82% |
True |
False |
4,439 |
| 60 |
78.775 |
64.550 |
14.225 |
18.6% |
1.093 |
1.4% |
84% |
True |
False |
2,963 |
| 80 |
78.775 |
64.550 |
14.225 |
18.6% |
0.842 |
1.1% |
84% |
True |
False |
2,222 |
| 100 |
78.775 |
62.840 |
15.935 |
20.8% |
0.683 |
0.9% |
86% |
True |
False |
1,779 |
| 120 |
78.775 |
61.190 |
17.585 |
23.0% |
0.571 |
0.7% |
87% |
True |
False |
1,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.144 |
|
2.618 |
85.778 |
|
1.618 |
83.103 |
|
1.000 |
81.450 |
|
0.618 |
80.428 |
|
HIGH |
78.775 |
|
0.618 |
77.753 |
|
0.500 |
77.438 |
|
0.382 |
77.122 |
|
LOW |
76.100 |
|
0.618 |
74.447 |
|
1.000 |
73.425 |
|
1.618 |
71.772 |
|
2.618 |
69.097 |
|
4.250 |
64.731 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
77.438 |
77.413 |
| PP |
77.135 |
77.118 |
| S1 |
76.833 |
76.824 |
|