NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
72.750 |
74.000 |
1.250 |
1.7% |
72.750 |
| High |
74.000 |
74.475 |
0.475 |
0.6% |
74.000 |
| Low |
72.300 |
73.650 |
1.350 |
1.9% |
71.600 |
| Close |
73.930 |
74.150 |
0.220 |
0.3% |
73.930 |
| Range |
1.700 |
0.825 |
-0.875 |
-51.5% |
2.400 |
| ATR |
1.469 |
1.423 |
-0.046 |
-3.1% |
0.000 |
| Volume |
16,230 |
11,364 |
-4,866 |
-30.0% |
64,255 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.567 |
76.183 |
74.604 |
|
| R3 |
75.742 |
75.358 |
74.377 |
|
| R2 |
74.917 |
74.917 |
74.301 |
|
| R1 |
74.533 |
74.533 |
74.226 |
74.725 |
| PP |
74.092 |
74.092 |
74.092 |
74.188 |
| S1 |
73.708 |
73.708 |
74.074 |
73.900 |
| S2 |
73.267 |
73.267 |
73.999 |
|
| S3 |
72.442 |
72.883 |
73.923 |
|
| S4 |
71.617 |
72.058 |
73.696 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.377 |
79.553 |
75.250 |
|
| R3 |
77.977 |
77.153 |
74.590 |
|
| R2 |
75.577 |
75.577 |
74.370 |
|
| R1 |
74.753 |
74.753 |
74.150 |
75.165 |
| PP |
73.177 |
73.177 |
73.177 |
73.383 |
| S1 |
72.353 |
72.353 |
73.710 |
72.765 |
| S2 |
70.777 |
70.777 |
73.490 |
|
| S3 |
68.377 |
69.953 |
73.270 |
|
| S4 |
65.977 |
67.553 |
72.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.475 |
71.600 |
2.875 |
3.9% |
1.365 |
1.8% |
89% |
True |
False |
12,883 |
| 10 |
74.475 |
69.550 |
4.925 |
6.6% |
1.350 |
1.8% |
93% |
True |
False |
13,324 |
| 20 |
74.475 |
67.075 |
7.400 |
10.0% |
1.505 |
2.0% |
96% |
True |
False |
13,924 |
| 40 |
74.475 |
63.500 |
10.975 |
14.8% |
1.446 |
1.9% |
97% |
True |
False |
7,355 |
| 60 |
74.475 |
63.500 |
10.975 |
14.8% |
1.238 |
1.7% |
97% |
True |
False |
4,906 |
| 80 |
74.475 |
63.500 |
10.975 |
14.8% |
0.988 |
1.3% |
97% |
True |
False |
3,682 |
| 100 |
74.475 |
61.900 |
12.575 |
17.0% |
0.835 |
1.1% |
97% |
True |
False |
2,946 |
| 120 |
74.475 |
57.180 |
17.295 |
23.3% |
0.695 |
0.9% |
98% |
True |
False |
2,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.981 |
|
2.618 |
76.635 |
|
1.618 |
75.810 |
|
1.000 |
75.300 |
|
0.618 |
74.985 |
|
HIGH |
74.475 |
|
0.618 |
74.160 |
|
0.500 |
74.063 |
|
0.382 |
73.965 |
|
LOW |
73.650 |
|
0.618 |
73.140 |
|
1.000 |
72.825 |
|
1.618 |
72.315 |
|
2.618 |
71.490 |
|
4.250 |
70.144 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
74.121 |
73.833 |
| PP |
74.092 |
73.517 |
| S1 |
74.063 |
73.200 |
|