NYMEX miNY Light Sweet Crude Oil Future October 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 |
72.300 |
71.925 |
-0.375 |
-0.5% |
76.050 |
| High |
72.925 |
72.150 |
-0.775 |
-1.1% |
78.125 |
| Low |
71.775 |
70.400 |
-1.375 |
-1.9% |
74.950 |
| Close |
71.940 |
71.400 |
-0.540 |
-0.8% |
75.370 |
| Range |
1.150 |
1.750 |
0.600 |
52.2% |
3.175 |
| ATR |
1.538 |
1.553 |
0.015 |
1.0% |
0.000 |
| Volume |
450 |
1,153 |
703 |
156.2% |
3,174 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.567 |
75.733 |
72.363 |
|
| R3 |
74.817 |
73.983 |
71.881 |
|
| R2 |
73.067 |
73.067 |
71.721 |
|
| R1 |
72.233 |
72.233 |
71.560 |
71.775 |
| PP |
71.317 |
71.317 |
71.317 |
71.088 |
| S1 |
70.483 |
70.483 |
71.240 |
70.025 |
| S2 |
69.567 |
69.567 |
71.079 |
|
| S3 |
67.817 |
68.733 |
70.919 |
|
| S4 |
66.067 |
66.983 |
70.438 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.673 |
83.697 |
77.116 |
|
| R3 |
82.498 |
80.522 |
76.243 |
|
| R2 |
79.323 |
79.323 |
75.952 |
|
| R1 |
77.347 |
77.347 |
75.661 |
76.748 |
| PP |
76.148 |
76.148 |
76.148 |
75.849 |
| S1 |
74.172 |
74.172 |
75.079 |
73.573 |
| S2 |
72.973 |
72.973 |
74.788 |
|
| S3 |
69.798 |
70.997 |
74.497 |
|
| S4 |
66.623 |
67.822 |
73.624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.975 |
70.400 |
6.575 |
9.2% |
1.920 |
2.7% |
15% |
False |
True |
643 |
| 10 |
78.125 |
70.400 |
7.725 |
10.8% |
1.883 |
2.6% |
13% |
False |
True |
659 |
| 20 |
78.125 |
70.400 |
7.725 |
10.8% |
1.664 |
2.3% |
13% |
False |
True |
444 |
| 40 |
78.125 |
68.725 |
9.400 |
13.2% |
1.038 |
1.5% |
28% |
False |
False |
225 |
| 60 |
78.125 |
65.950 |
12.175 |
17.1% |
0.709 |
1.0% |
45% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.588 |
|
2.618 |
76.732 |
|
1.618 |
74.982 |
|
1.000 |
73.900 |
|
0.618 |
73.232 |
|
HIGH |
72.150 |
|
0.618 |
71.482 |
|
0.500 |
71.275 |
|
0.382 |
71.069 |
|
LOW |
70.400 |
|
0.618 |
69.319 |
|
1.000 |
68.650 |
|
1.618 |
67.569 |
|
2.618 |
65.819 |
|
4.250 |
62.963 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.358 |
71.663 |
| PP |
71.317 |
71.575 |
| S1 |
71.275 |
71.488 |
|