NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
73.500 |
73.550 |
0.050 |
0.1% |
71.075 |
| High |
73.975 |
74.450 |
0.475 |
0.6% |
74.450 |
| Low |
72.750 |
73.425 |
0.675 |
0.9% |
70.200 |
| Close |
73.360 |
74.040 |
0.680 |
0.9% |
74.040 |
| Range |
1.225 |
1.025 |
-0.200 |
-16.3% |
4.250 |
| ATR |
1.704 |
1.660 |
-0.044 |
-2.6% |
0.000 |
| Volume |
11,986 |
10,127 |
-1,859 |
-15.5% |
51,499 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.047 |
76.568 |
74.604 |
|
| R3 |
76.022 |
75.543 |
74.322 |
|
| R2 |
74.997 |
74.997 |
74.228 |
|
| R1 |
74.518 |
74.518 |
74.134 |
74.758 |
| PP |
73.972 |
73.972 |
73.972 |
74.091 |
| S1 |
73.493 |
73.493 |
73.946 |
73.733 |
| S2 |
72.947 |
72.947 |
73.852 |
|
| S3 |
71.922 |
72.468 |
73.758 |
|
| S4 |
70.897 |
71.443 |
73.476 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.647 |
84.093 |
76.378 |
|
| R3 |
81.397 |
79.843 |
75.209 |
|
| R2 |
77.147 |
77.147 |
74.819 |
|
| R1 |
75.593 |
75.593 |
74.430 |
76.370 |
| PP |
72.897 |
72.897 |
72.897 |
73.285 |
| S1 |
71.343 |
71.343 |
73.650 |
72.120 |
| S2 |
68.647 |
68.647 |
73.261 |
|
| S3 |
64.397 |
67.093 |
72.871 |
|
| S4 |
60.147 |
62.843 |
71.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.450 |
70.200 |
4.250 |
5.7% |
1.505 |
2.0% |
90% |
True |
False |
10,299 |
| 10 |
74.450 |
68.650 |
5.800 |
7.8% |
1.648 |
2.2% |
93% |
True |
False |
10,565 |
| 20 |
74.900 |
68.650 |
6.250 |
8.4% |
1.773 |
2.4% |
86% |
False |
False |
5,863 |
| 40 |
78.125 |
68.650 |
9.475 |
12.8% |
1.589 |
2.1% |
57% |
False |
False |
3,086 |
| 60 |
78.125 |
66.500 |
11.625 |
15.7% |
1.165 |
1.6% |
65% |
False |
False |
2,059 |
| 80 |
78.125 |
65.950 |
12.175 |
16.4% |
0.880 |
1.2% |
66% |
False |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.806 |
|
2.618 |
77.133 |
|
1.618 |
76.108 |
|
1.000 |
75.475 |
|
0.618 |
75.083 |
|
HIGH |
74.450 |
|
0.618 |
74.058 |
|
0.500 |
73.938 |
|
0.382 |
73.817 |
|
LOW |
73.425 |
|
0.618 |
72.792 |
|
1.000 |
72.400 |
|
1.618 |
71.767 |
|
2.618 |
70.742 |
|
4.250 |
69.069 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
74.006 |
73.668 |
| PP |
73.972 |
73.297 |
| S1 |
73.938 |
72.925 |
|