NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
72.450 |
72.150 |
-0.300 |
-0.4% |
76.900 |
| High |
73.175 |
72.375 |
-0.800 |
-1.1% |
78.775 |
| Low |
71.875 |
70.500 |
-1.375 |
-1.9% |
75.050 |
| Close |
72.150 |
71.590 |
-0.560 |
-0.8% |
75.480 |
| Range |
1.300 |
1.875 |
0.575 |
44.2% |
3.725 |
| ATR |
1.812 |
1.816 |
0.005 |
0.3% |
0.000 |
| Volume |
17,738 |
16,109 |
-1,629 |
-9.2% |
87,196 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.113 |
76.227 |
72.621 |
|
| R3 |
75.238 |
74.352 |
72.106 |
|
| R2 |
73.363 |
73.363 |
71.934 |
|
| R1 |
72.477 |
72.477 |
71.762 |
71.983 |
| PP |
71.488 |
71.488 |
71.488 |
71.241 |
| S1 |
70.602 |
70.602 |
71.418 |
70.108 |
| S2 |
69.613 |
69.613 |
71.246 |
|
| S3 |
67.738 |
68.727 |
71.074 |
|
| S4 |
65.863 |
66.852 |
70.559 |
|
|
| 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 |
77.350 |
70.500 |
6.850 |
9.6% |
2.080 |
2.9% |
16% |
False |
True |
16,187 |
| 10 |
78.775 |
70.500 |
8.275 |
11.6% |
2.040 |
2.8% |
13% |
False |
True |
17,536 |
| 20 |
78.775 |
70.500 |
8.275 |
11.6% |
1.868 |
2.6% |
13% |
False |
True |
13,336 |
| 40 |
78.775 |
67.600 |
11.175 |
15.6% |
1.602 |
2.2% |
36% |
False |
False |
7,057 |
| 60 |
78.775 |
64.550 |
14.225 |
19.9% |
1.298 |
1.8% |
49% |
False |
False |
4,709 |
| 80 |
78.775 |
64.550 |
14.225 |
19.9% |
0.996 |
1.4% |
49% |
False |
False |
3,532 |
| 100 |
78.775 |
63.390 |
15.385 |
21.5% |
0.807 |
1.1% |
53% |
False |
False |
2,827 |
| 120 |
78.775 |
62.840 |
15.935 |
22.3% |
0.674 |
0.9% |
55% |
False |
False |
2,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.344 |
|
2.618 |
77.284 |
|
1.618 |
75.409 |
|
1.000 |
74.250 |
|
0.618 |
73.534 |
|
HIGH |
72.375 |
|
0.618 |
71.659 |
|
0.500 |
71.438 |
|
0.382 |
71.216 |
|
LOW |
70.500 |
|
0.618 |
69.341 |
|
1.000 |
68.625 |
|
1.618 |
67.466 |
|
2.618 |
65.591 |
|
4.250 |
62.531 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.539 |
71.838 |
| PP |
71.488 |
71.755 |
| S1 |
71.438 |
71.673 |
|