NYMEX miNY Light Sweet Crude Oil Future October 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 |
72.400 |
72.900 |
0.500 |
0.7% |
74.850 |
High |
73.975 |
72.900 |
-1.075 |
-1.5% |
74.900 |
Low |
72.000 |
69.950 |
-2.050 |
-2.8% |
69.875 |
Close |
73.210 |
70.870 |
-2.340 |
-3.2% |
71.250 |
Range |
1.975 |
2.950 |
0.975 |
49.4% |
5.025 |
ATR |
1.599 |
1.717 |
0.119 |
7.4% |
0.000 |
Volume |
1,227 |
1,674 |
447 |
36.4% |
3,418 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.090 |
78.430 |
72.493 |
|
R3 |
77.140 |
75.480 |
71.681 |
|
R2 |
74.190 |
74.190 |
71.411 |
|
R1 |
72.530 |
72.530 |
71.140 |
71.885 |
PP |
71.240 |
71.240 |
71.240 |
70.918 |
S1 |
69.580 |
69.580 |
70.600 |
68.935 |
S2 |
68.290 |
68.290 |
70.329 |
|
S3 |
65.340 |
66.630 |
70.059 |
|
S4 |
62.390 |
63.680 |
69.248 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.083 |
84.192 |
74.014 |
|
R3 |
82.058 |
79.167 |
72.632 |
|
R2 |
77.033 |
77.033 |
72.171 |
|
R1 |
74.142 |
74.142 |
71.711 |
73.075 |
PP |
72.008 |
72.008 |
72.008 |
71.475 |
S1 |
69.117 |
69.117 |
70.789 |
68.050 |
S2 |
66.983 |
66.983 |
70.329 |
|
S3 |
61.958 |
64.092 |
69.868 |
|
S4 |
56.933 |
59.067 |
68.486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.975 |
69.875 |
4.100 |
5.8% |
1.970 |
2.8% |
24% |
False |
False |
1,091 |
10 |
76.975 |
69.875 |
7.100 |
10.0% |
1.945 |
2.7% |
14% |
False |
False |
867 |
20 |
78.125 |
69.875 |
8.250 |
11.6% |
1.888 |
2.7% |
12% |
False |
False |
700 |
40 |
78.125 |
68.725 |
9.400 |
13.3% |
1.269 |
1.8% |
23% |
False |
False |
361 |
60 |
78.125 |
65.950 |
12.175 |
17.2% |
0.873 |
1.2% |
40% |
False |
False |
243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.438 |
2.618 |
80.623 |
1.618 |
77.673 |
1.000 |
75.850 |
0.618 |
74.723 |
HIGH |
72.900 |
0.618 |
71.773 |
0.500 |
71.425 |
0.382 |
71.077 |
LOW |
69.950 |
0.618 |
68.127 |
1.000 |
67.000 |
1.618 |
65.177 |
2.618 |
62.227 |
4.250 |
57.413 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
71.425 |
71.963 |
PP |
71.240 |
71.598 |
S1 |
71.055 |
71.234 |
|