NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.925 |
65.175 |
-0.750 |
-1.1% |
64.875 |
High |
66.100 |
66.475 |
0.375 |
0.6% |
67.425 |
Low |
64.850 |
64.925 |
0.075 |
0.1% |
64.525 |
Close |
65.350 |
66.260 |
0.910 |
1.4% |
64.760 |
Range |
1.250 |
1.550 |
0.300 |
24.0% |
2.900 |
ATR |
1.508 |
1.511 |
0.003 |
0.2% |
0.000 |
Volume |
9,296 |
8,283 |
-1,013 |
-10.9% |
65,199 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.537 |
69.948 |
67.113 |
|
R3 |
68.987 |
68.398 |
66.686 |
|
R2 |
67.437 |
67.437 |
66.544 |
|
R1 |
66.848 |
66.848 |
66.402 |
67.143 |
PP |
65.887 |
65.887 |
65.887 |
66.034 |
S1 |
65.298 |
65.298 |
66.118 |
65.593 |
S2 |
64.337 |
64.337 |
65.976 |
|
S3 |
62.787 |
63.748 |
65.834 |
|
S4 |
61.237 |
62.198 |
65.408 |
|
|
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 |
4.4% |
1.650 |
2.5% |
60% |
False |
False |
12,103 |
10 |
67.425 |
62.450 |
4.975 |
7.5% |
1.550 |
2.3% |
77% |
False |
False |
12,861 |
20 |
67.425 |
62.450 |
4.975 |
7.5% |
1.571 |
2.4% |
77% |
False |
False |
11,305 |
40 |
68.075 |
62.400 |
5.675 |
8.6% |
1.498 |
2.3% |
68% |
False |
False |
5,964 |
60 |
68.750 |
61.900 |
6.850 |
10.3% |
1.350 |
2.0% |
64% |
False |
False |
4,001 |
80 |
68.750 |
60.250 |
8.500 |
12.8% |
1.054 |
1.6% |
71% |
False |
False |
3,001 |
100 |
68.750 |
56.680 |
12.070 |
18.2% |
0.843 |
1.3% |
79% |
False |
False |
2,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.063 |
2.618 |
70.533 |
1.618 |
68.983 |
1.000 |
68.025 |
0.618 |
67.433 |
HIGH |
66.475 |
0.618 |
65.883 |
0.500 |
65.700 |
0.382 |
65.517 |
LOW |
64.925 |
0.618 |
63.967 |
1.000 |
63.375 |
1.618 |
62.417 |
2.618 |
60.867 |
4.250 |
58.338 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.073 |
66.011 |
PP |
65.887 |
65.762 |
S1 |
65.700 |
65.513 |
|