NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
71.550 |
71.575 |
0.025 |
0.0% |
75.075 |
| High |
71.675 |
73.200 |
1.525 |
2.1% |
75.075 |
| Low |
70.075 |
71.075 |
1.000 |
1.4% |
70.075 |
| Close |
71.470 |
71.620 |
0.150 |
0.2% |
71.470 |
| Range |
1.600 |
2.125 |
0.525 |
32.8% |
5.000 |
| ATR |
1.801 |
1.824 |
0.023 |
1.3% |
0.000 |
| Volume |
21,132 |
15,317 |
-5,815 |
-27.5% |
87,393 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.340 |
77.105 |
72.789 |
|
| R3 |
76.215 |
74.980 |
72.204 |
|
| R2 |
74.090 |
74.090 |
72.010 |
|
| R1 |
72.855 |
72.855 |
71.815 |
73.473 |
| PP |
71.965 |
71.965 |
71.965 |
72.274 |
| S1 |
70.730 |
70.730 |
71.425 |
71.348 |
| S2 |
69.840 |
69.840 |
71.230 |
|
| S3 |
67.715 |
68.605 |
71.036 |
|
| S4 |
65.590 |
66.480 |
70.451 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.207 |
84.338 |
74.220 |
|
| R3 |
82.207 |
79.338 |
72.845 |
|
| R2 |
77.207 |
77.207 |
72.387 |
|
| R1 |
74.338 |
74.338 |
71.928 |
73.273 |
| PP |
72.207 |
72.207 |
72.207 |
71.674 |
| S1 |
69.338 |
69.338 |
71.012 |
68.273 |
| S2 |
67.207 |
67.207 |
70.553 |
|
| S3 |
62.207 |
64.338 |
70.095 |
|
| S4 |
57.207 |
59.338 |
68.720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.200 |
70.075 |
3.125 |
4.4% |
1.675 |
2.3% |
49% |
True |
False |
18,012 |
| 10 |
78.775 |
70.075 |
8.700 |
12.1% |
2.043 |
2.9% |
18% |
False |
False |
17,407 |
| 20 |
78.775 |
70.075 |
8.700 |
12.1% |
1.938 |
2.7% |
18% |
False |
False |
14,964 |
| 40 |
78.775 |
67.600 |
11.175 |
15.6% |
1.640 |
2.3% |
36% |
False |
False |
7,963 |
| 60 |
78.775 |
64.550 |
14.225 |
19.9% |
1.330 |
1.9% |
50% |
False |
False |
5,316 |
| 80 |
78.775 |
64.550 |
14.225 |
19.9% |
1.043 |
1.5% |
50% |
False |
False |
3,988 |
| 100 |
78.775 |
64.550 |
14.225 |
19.9% |
0.844 |
1.2% |
50% |
False |
False |
3,192 |
| 120 |
78.775 |
62.840 |
15.935 |
22.2% |
0.705 |
1.0% |
55% |
False |
False |
2,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.231 |
|
2.618 |
78.763 |
|
1.618 |
76.638 |
|
1.000 |
75.325 |
|
0.618 |
74.513 |
|
HIGH |
73.200 |
|
0.618 |
72.388 |
|
0.500 |
72.138 |
|
0.382 |
71.887 |
|
LOW |
71.075 |
|
0.618 |
69.762 |
|
1.000 |
68.950 |
|
1.618 |
67.637 |
|
2.618 |
65.512 |
|
4.250 |
62.044 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
72.138 |
71.638 |
| PP |
71.965 |
71.632 |
| S1 |
71.793 |
71.626 |
|