NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
76.675 |
76.825 |
0.150 |
0.2% |
76.900 |
| High |
77.450 |
77.350 |
-0.100 |
-0.1% |
78.775 |
| Low |
75.500 |
75.050 |
-0.450 |
-0.6% |
75.050 |
| Close |
76.860 |
75.480 |
-1.380 |
-1.8% |
75.480 |
| Range |
1.950 |
2.300 |
0.350 |
17.9% |
3.725 |
| ATR |
1.684 |
1.728 |
0.044 |
2.6% |
0.000 |
| Volume |
23,851 |
14,674 |
-9,177 |
-38.5% |
87,196 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.860 |
81.470 |
76.745 |
|
| R3 |
80.560 |
79.170 |
76.113 |
|
| R2 |
78.260 |
78.260 |
75.902 |
|
| R1 |
76.870 |
76.870 |
75.691 |
76.415 |
| PP |
75.960 |
75.960 |
75.960 |
75.733 |
| S1 |
74.570 |
74.570 |
75.269 |
74.115 |
| S2 |
73.660 |
73.660 |
75.058 |
|
| S3 |
71.360 |
72.270 |
74.848 |
|
| S4 |
69.060 |
69.970 |
74.215 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.610 |
85.270 |
77.529 |
|
| R3 |
83.885 |
81.545 |
76.504 |
|
| R2 |
80.160 |
80.160 |
76.163 |
|
| R1 |
77.820 |
77.820 |
75.821 |
77.128 |
| PP |
76.435 |
76.435 |
76.435 |
76.089 |
| S1 |
74.095 |
74.095 |
75.139 |
73.403 |
| S2 |
72.710 |
72.710 |
74.797 |
|
| S3 |
68.985 |
70.370 |
74.456 |
|
| S4 |
65.260 |
66.645 |
73.431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.775 |
75.050 |
3.725 |
4.9% |
1.975 |
2.6% |
12% |
False |
True |
17,439 |
| 10 |
78.775 |
72.900 |
5.875 |
7.8% |
2.148 |
2.8% |
44% |
False |
False |
16,181 |
| 20 |
78.775 |
72.025 |
6.750 |
8.9% |
1.720 |
2.3% |
51% |
False |
False |
10,268 |
| 40 |
78.775 |
66.425 |
12.350 |
16.4% |
1.478 |
2.0% |
73% |
False |
False |
5,402 |
| 60 |
78.775 |
64.550 |
14.225 |
18.8% |
1.164 |
1.5% |
77% |
False |
False |
3,605 |
| 80 |
78.775 |
64.550 |
14.225 |
18.8% |
0.895 |
1.2% |
77% |
False |
False |
2,704 |
| 100 |
78.775 |
62.840 |
15.935 |
21.1% |
0.726 |
1.0% |
79% |
False |
False |
2,165 |
| 120 |
78.775 |
61.190 |
17.585 |
23.3% |
0.606 |
0.8% |
81% |
False |
False |
1,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.125 |
|
2.618 |
83.371 |
|
1.618 |
81.071 |
|
1.000 |
79.650 |
|
0.618 |
78.771 |
|
HIGH |
77.350 |
|
0.618 |
76.471 |
|
0.500 |
76.200 |
|
0.382 |
75.929 |
|
LOW |
75.050 |
|
0.618 |
73.629 |
|
1.000 |
72.750 |
|
1.618 |
71.329 |
|
2.618 |
69.029 |
|
4.250 |
65.275 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
76.200 |
76.913 |
| PP |
75.960 |
76.435 |
| S1 |
75.720 |
75.958 |
|