NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
71.575 |
73.500 |
1.925 |
2.7% |
71.575 |
| High |
73.650 |
73.975 |
0.325 |
0.4% |
71.650 |
| Low |
71.400 |
72.750 |
1.350 |
1.9% |
68.650 |
| Close |
73.510 |
73.360 |
-0.150 |
-0.2% |
71.090 |
| Range |
2.250 |
1.225 |
-1.025 |
-45.6% |
3.000 |
| ATR |
1.741 |
1.704 |
-0.037 |
-2.1% |
0.000 |
| Volume |
10,256 |
11,986 |
1,730 |
16.9% |
54,158 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.037 |
76.423 |
74.034 |
|
| R3 |
75.812 |
75.198 |
73.697 |
|
| R2 |
74.587 |
74.587 |
73.585 |
|
| R1 |
73.973 |
73.973 |
73.472 |
73.668 |
| PP |
73.362 |
73.362 |
73.362 |
73.209 |
| S1 |
72.748 |
72.748 |
73.248 |
72.443 |
| S2 |
72.137 |
72.137 |
73.135 |
|
| S3 |
70.912 |
71.523 |
73.023 |
|
| S4 |
69.687 |
70.298 |
72.686 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.463 |
78.277 |
72.740 |
|
| R3 |
76.463 |
75.277 |
71.915 |
|
| R2 |
73.463 |
73.463 |
71.640 |
|
| R1 |
72.277 |
72.277 |
71.365 |
71.370 |
| PP |
70.463 |
70.463 |
70.463 |
70.010 |
| S1 |
69.277 |
69.277 |
70.815 |
68.370 |
| S2 |
67.463 |
67.463 |
70.540 |
|
| S3 |
64.463 |
66.277 |
70.265 |
|
| S4 |
61.463 |
63.277 |
69.440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.975 |
69.500 |
4.475 |
6.1% |
1.665 |
2.3% |
86% |
True |
False |
9,982 |
| 10 |
73.975 |
68.650 |
5.325 |
7.3% |
1.700 |
2.3% |
88% |
True |
False |
9,895 |
| 20 |
76.975 |
68.650 |
8.325 |
11.3% |
1.823 |
2.5% |
57% |
False |
False |
5,381 |
| 40 |
78.125 |
68.650 |
9.475 |
12.9% |
1.567 |
2.1% |
50% |
False |
False |
2,833 |
| 60 |
78.125 |
66.500 |
11.625 |
15.8% |
1.148 |
1.6% |
59% |
False |
False |
1,890 |
| 80 |
78.125 |
65.950 |
12.175 |
16.6% |
0.867 |
1.2% |
61% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.181 |
|
2.618 |
77.182 |
|
1.618 |
75.957 |
|
1.000 |
75.200 |
|
0.618 |
74.732 |
|
HIGH |
73.975 |
|
0.618 |
73.507 |
|
0.500 |
73.363 |
|
0.382 |
73.218 |
|
LOW |
72.750 |
|
0.618 |
71.993 |
|
1.000 |
71.525 |
|
1.618 |
70.768 |
|
2.618 |
69.543 |
|
4.250 |
67.544 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
73.363 |
73.103 |
| PP |
73.362 |
72.845 |
| S1 |
73.361 |
72.588 |
|