NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.850 |
66.725 |
0.875 |
1.3% |
64.875 |
High |
67.425 |
66.850 |
-0.575 |
-0.9% |
67.425 |
Low |
65.800 |
64.525 |
-1.275 |
-1.9% |
64.525 |
Close |
66.930 |
64.760 |
-2.170 |
-3.2% |
64.760 |
Range |
1.625 |
2.325 |
0.700 |
43.1% |
2.900 |
ATR |
1.463 |
1.530 |
0.067 |
4.6% |
0.000 |
Volume |
12,482 |
15,317 |
2,835 |
22.7% |
65,199 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.353 |
70.882 |
66.039 |
|
R3 |
70.028 |
68.557 |
65.399 |
|
R2 |
67.703 |
67.703 |
65.186 |
|
R1 |
66.232 |
66.232 |
64.973 |
65.805 |
PP |
65.378 |
65.378 |
65.378 |
65.165 |
S1 |
63.907 |
63.907 |
64.547 |
63.480 |
S2 |
63.053 |
63.053 |
64.334 |
|
S3 |
60.728 |
61.582 |
64.121 |
|
S4 |
58.403 |
59.257 |
63.481 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.270 |
72.415 |
66.355 |
|
R3 |
71.370 |
69.515 |
65.558 |
|
R2 |
68.470 |
68.470 |
65.292 |
|
R1 |
66.615 |
66.615 |
65.026 |
66.093 |
PP |
65.570 |
65.570 |
65.570 |
65.309 |
S1 |
63.715 |
63.715 |
64.494 |
63.193 |
S2 |
62.670 |
62.670 |
64.228 |
|
S3 |
59.770 |
60.815 |
63.963 |
|
S4 |
56.870 |
57.915 |
63.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.425 |
64.525 |
2.900 |
4.5% |
1.590 |
2.5% |
8% |
False |
True |
13,039 |
10 |
67.425 |
62.450 |
4.975 |
7.7% |
1.585 |
2.4% |
46% |
False |
False |
13,601 |
20 |
67.425 |
62.450 |
4.975 |
7.7% |
1.511 |
2.3% |
46% |
False |
False |
9,813 |
40 |
68.450 |
62.400 |
6.050 |
9.3% |
1.493 |
2.3% |
39% |
False |
False |
5,150 |
60 |
68.750 |
61.700 |
7.050 |
10.9% |
1.278 |
2.0% |
43% |
False |
False |
3,456 |
80 |
68.750 |
60.220 |
8.530 |
13.2% |
1.000 |
1.5% |
53% |
False |
False |
2,592 |
100 |
68.750 |
55.650 |
13.100 |
20.2% |
0.800 |
1.2% |
70% |
False |
False |
2,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.731 |
2.618 |
72.937 |
1.618 |
70.612 |
1.000 |
69.175 |
0.618 |
68.287 |
HIGH |
66.850 |
0.618 |
65.962 |
0.500 |
65.688 |
0.382 |
65.413 |
LOW |
64.525 |
0.618 |
63.088 |
1.000 |
62.200 |
1.618 |
60.763 |
2.618 |
58.438 |
4.250 |
54.644 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
65.688 |
65.975 |
PP |
65.378 |
65.570 |
S1 |
65.069 |
65.165 |
|