NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
72.675 |
73.150 |
0.475 |
0.7% |
75.075 |
| High |
74.225 |
73.150 |
-1.075 |
-1.4% |
75.075 |
| Low |
72.325 |
70.100 |
-2.225 |
-3.1% |
70.075 |
| Close |
73.330 |
71.000 |
-2.330 |
-3.2% |
71.470 |
| Range |
1.900 |
3.050 |
1.150 |
60.5% |
5.000 |
| ATR |
1.803 |
1.905 |
0.102 |
5.7% |
0.000 |
| Volume |
14,044 |
16,540 |
2,496 |
17.8% |
87,393 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.567 |
78.833 |
72.678 |
|
| R3 |
77.517 |
75.783 |
71.839 |
|
| R2 |
74.467 |
74.467 |
71.559 |
|
| R1 |
72.733 |
72.733 |
71.280 |
72.075 |
| PP |
71.417 |
71.417 |
71.417 |
71.088 |
| S1 |
69.683 |
69.683 |
70.720 |
69.025 |
| S2 |
68.367 |
68.367 |
70.441 |
|
| S3 |
65.317 |
66.633 |
70.161 |
|
| S4 |
62.267 |
63.583 |
69.323 |
|
|
| 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 |
74.225 |
70.075 |
4.150 |
5.8% |
2.020 |
2.8% |
22% |
False |
False |
16,263 |
| 10 |
77.350 |
70.075 |
7.275 |
10.2% |
2.050 |
2.9% |
13% |
False |
False |
16,225 |
| 20 |
78.775 |
70.075 |
8.700 |
12.3% |
2.034 |
2.9% |
11% |
False |
False |
16,120 |
| 40 |
78.775 |
67.600 |
11.175 |
15.7% |
1.693 |
2.4% |
30% |
False |
False |
9,064 |
| 60 |
78.775 |
64.550 |
14.225 |
20.0% |
1.429 |
2.0% |
45% |
False |
False |
6,064 |
| 80 |
78.775 |
64.550 |
14.225 |
20.0% |
1.107 |
1.6% |
45% |
False |
False |
4,548 |
| 100 |
78.775 |
64.550 |
14.225 |
20.0% |
0.908 |
1.3% |
45% |
False |
False |
3,640 |
| 120 |
78.775 |
62.840 |
15.935 |
22.4% |
0.756 |
1.1% |
51% |
False |
False |
3,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.113 |
|
2.618 |
81.135 |
|
1.618 |
78.085 |
|
1.000 |
76.200 |
|
0.618 |
75.035 |
|
HIGH |
73.150 |
|
0.618 |
71.985 |
|
0.500 |
71.625 |
|
0.382 |
71.265 |
|
LOW |
70.100 |
|
0.618 |
68.215 |
|
1.000 |
67.050 |
|
1.618 |
65.165 |
|
2.618 |
62.115 |
|
4.250 |
57.138 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.625 |
72.163 |
| PP |
71.417 |
71.775 |
| S1 |
71.208 |
71.388 |
|