NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.175 |
66.050 |
0.875 |
1.3% |
64.875 |
High |
66.475 |
67.900 |
1.425 |
2.1% |
67.425 |
Low |
64.925 |
65.950 |
1.025 |
1.6% |
64.525 |
Close |
66.260 |
67.650 |
1.390 |
2.1% |
64.760 |
Range |
1.550 |
1.950 |
0.400 |
25.8% |
2.900 |
ATR |
1.511 |
1.542 |
0.031 |
2.1% |
0.000 |
Volume |
8,283 |
13,587 |
5,304 |
64.0% |
65,199 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.017 |
72.283 |
68.723 |
|
R3 |
71.067 |
70.333 |
68.186 |
|
R2 |
69.117 |
69.117 |
68.008 |
|
R1 |
68.383 |
68.383 |
67.829 |
68.750 |
PP |
67.167 |
67.167 |
67.167 |
67.350 |
S1 |
66.433 |
66.433 |
67.471 |
66.800 |
S2 |
65.217 |
65.217 |
67.293 |
|
S3 |
63.267 |
64.483 |
67.114 |
|
S4 |
61.317 |
62.533 |
66.578 |
|
|
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 |
67.900 |
64.525 |
3.375 |
5.0% |
1.715 |
2.5% |
93% |
True |
False |
12,324 |
10 |
67.900 |
63.825 |
4.075 |
6.0% |
1.563 |
2.3% |
94% |
True |
False |
13,036 |
20 |
67.900 |
62.450 |
5.450 |
8.1% |
1.591 |
2.4% |
95% |
True |
False |
11,905 |
40 |
68.075 |
62.400 |
5.675 |
8.4% |
1.518 |
2.2% |
93% |
False |
False |
6,301 |
60 |
68.750 |
61.900 |
6.850 |
10.1% |
1.374 |
2.0% |
84% |
False |
False |
4,227 |
80 |
68.750 |
61.700 |
7.050 |
10.4% |
1.078 |
1.6% |
84% |
False |
False |
3,171 |
100 |
68.750 |
56.680 |
12.070 |
17.8% |
0.863 |
1.3% |
91% |
False |
False |
2,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.188 |
2.618 |
73.005 |
1.618 |
71.055 |
1.000 |
69.850 |
0.618 |
69.105 |
HIGH |
67.900 |
0.618 |
67.155 |
0.500 |
66.925 |
0.382 |
66.695 |
LOW |
65.950 |
0.618 |
64.745 |
1.000 |
64.000 |
1.618 |
62.795 |
2.618 |
60.845 |
4.250 |
57.663 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.408 |
67.225 |
PP |
67.167 |
66.800 |
S1 |
66.925 |
66.375 |
|