NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.075 |
65.600 |
-0.475 |
-0.7% |
65.050 |
High |
66.200 |
66.300 |
0.100 |
0.2% |
65.250 |
Low |
65.225 |
65.225 |
0.000 |
0.0% |
62.450 |
Close |
65.610 |
65.960 |
0.350 |
0.5% |
65.080 |
Range |
0.975 |
1.075 |
0.100 |
10.3% |
2.800 |
ATR |
1.479 |
1.450 |
-0.029 |
-2.0% |
0.000 |
Volume |
12,094 |
11,740 |
-354 |
-2.9% |
56,051 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.053 |
68.582 |
66.551 |
|
R3 |
67.978 |
67.507 |
66.256 |
|
R2 |
66.903 |
66.903 |
66.157 |
|
R1 |
66.432 |
66.432 |
66.059 |
66.668 |
PP |
65.828 |
65.828 |
65.828 |
65.946 |
S1 |
65.357 |
65.357 |
65.861 |
65.593 |
S2 |
64.753 |
64.753 |
65.763 |
|
S3 |
63.678 |
64.282 |
65.664 |
|
S4 |
62.603 |
63.207 |
65.369 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.660 |
71.670 |
66.620 |
|
R3 |
69.860 |
68.870 |
65.850 |
|
R2 |
67.060 |
67.060 |
65.593 |
|
R1 |
66.070 |
66.070 |
65.337 |
66.565 |
PP |
64.260 |
64.260 |
64.260 |
64.508 |
S1 |
63.270 |
63.270 |
64.823 |
63.765 |
S2 |
61.460 |
61.460 |
64.567 |
|
S3 |
58.660 |
60.470 |
64.310 |
|
S4 |
55.860 |
57.670 |
63.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.500 |
62.450 |
4.050 |
6.1% |
1.450 |
2.2% |
87% |
False |
False |
13,619 |
10 |
66.500 |
62.450 |
4.050 |
6.1% |
1.533 |
2.3% |
87% |
False |
False |
13,874 |
20 |
67.100 |
62.400 |
4.700 |
7.1% |
1.456 |
2.2% |
76% |
False |
False |
8,502 |
40 |
68.450 |
62.400 |
6.050 |
9.2% |
1.448 |
2.2% |
59% |
False |
False |
4,456 |
60 |
68.750 |
61.700 |
7.050 |
10.7% |
1.212 |
1.8% |
60% |
False |
False |
2,992 |
80 |
68.750 |
60.220 |
8.530 |
12.9% |
0.951 |
1.4% |
67% |
False |
False |
2,244 |
100 |
68.750 |
54.000 |
14.750 |
22.4% |
0.761 |
1.2% |
81% |
False |
False |
1,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.869 |
2.618 |
69.114 |
1.618 |
68.039 |
1.000 |
67.375 |
0.618 |
66.964 |
HIGH |
66.300 |
0.618 |
65.889 |
0.500 |
65.763 |
0.382 |
65.636 |
LOW |
65.225 |
0.618 |
64.561 |
1.000 |
64.150 |
1.618 |
63.486 |
2.618 |
62.411 |
4.250 |
60.656 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
65.894 |
65.815 |
PP |
65.828 |
65.670 |
S1 |
65.763 |
65.525 |
|