NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
78.000 |
76.675 |
-1.325 |
-1.7% |
75.675 |
| High |
78.775 |
77.450 |
-1.325 |
-1.7% |
77.250 |
| Low |
76.100 |
75.500 |
-0.600 |
-0.8% |
72.900 |
| Close |
76.530 |
76.860 |
0.330 |
0.4% |
77.020 |
| Range |
2.675 |
1.950 |
-0.725 |
-27.1% |
4.350 |
| ATR |
1.663 |
1.684 |
0.020 |
1.2% |
0.000 |
| Volume |
18,665 |
23,851 |
5,186 |
27.8% |
74,623 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.453 |
81.607 |
77.933 |
|
| R3 |
80.503 |
79.657 |
77.396 |
|
| R2 |
78.553 |
78.553 |
77.218 |
|
| R1 |
77.707 |
77.707 |
77.039 |
78.130 |
| PP |
76.603 |
76.603 |
76.603 |
76.815 |
| S1 |
75.757 |
75.757 |
76.681 |
76.180 |
| S2 |
74.653 |
74.653 |
76.503 |
|
| S3 |
72.703 |
73.807 |
76.324 |
|
| S4 |
70.753 |
71.857 |
75.788 |
|
|
| 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 |
74.700 |
4.075 |
5.3% |
2.000 |
2.6% |
53% |
False |
False |
18,886 |
| 10 |
78.775 |
72.900 |
5.875 |
7.6% |
2.018 |
2.6% |
67% |
False |
False |
16,015 |
| 20 |
78.775 |
71.850 |
6.925 |
9.0% |
1.671 |
2.2% |
72% |
False |
False |
9,653 |
| 40 |
78.775 |
66.300 |
12.475 |
16.2% |
1.451 |
1.9% |
85% |
False |
False |
5,035 |
| 60 |
78.775 |
64.550 |
14.225 |
18.5% |
1.126 |
1.5% |
87% |
False |
False |
3,360 |
| 80 |
78.775 |
64.550 |
14.225 |
18.5% |
0.866 |
1.1% |
87% |
False |
False |
2,521 |
| 100 |
78.775 |
62.840 |
15.935 |
20.7% |
0.703 |
0.9% |
88% |
False |
False |
2,018 |
| 120 |
78.775 |
61.190 |
17.585 |
22.9% |
0.587 |
0.8% |
89% |
False |
False |
1,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.738 |
|
2.618 |
82.555 |
|
1.618 |
80.605 |
|
1.000 |
79.400 |
|
0.618 |
78.655 |
|
HIGH |
77.450 |
|
0.618 |
76.705 |
|
0.500 |
76.475 |
|
0.382 |
76.245 |
|
LOW |
75.500 |
|
0.618 |
74.295 |
|
1.000 |
73.550 |
|
1.618 |
72.345 |
|
2.618 |
70.395 |
|
4.250 |
67.213 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.732 |
77.138 |
| PP |
76.603 |
77.045 |
| S1 |
76.475 |
76.953 |
|