NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.050 |
67.700 |
1.650 |
2.5% |
64.725 |
High |
67.900 |
68.300 |
0.400 |
0.6% |
68.300 |
Low |
65.950 |
67.250 |
1.300 |
2.0% |
64.550 |
Close |
67.650 |
68.000 |
0.350 |
0.5% |
68.000 |
Range |
1.950 |
1.050 |
-0.900 |
-46.2% |
3.750 |
ATR |
1.542 |
1.507 |
-0.035 |
-2.3% |
0.000 |
Volume |
13,587 |
13,653 |
66 |
0.5% |
59,960 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.000 |
70.550 |
68.578 |
|
R3 |
69.950 |
69.500 |
68.289 |
|
R2 |
68.900 |
68.900 |
68.193 |
|
R1 |
68.450 |
68.450 |
68.096 |
68.675 |
PP |
67.850 |
67.850 |
67.850 |
67.963 |
S1 |
67.400 |
67.400 |
67.904 |
67.625 |
S2 |
66.800 |
66.800 |
67.808 |
|
S3 |
65.750 |
66.350 |
67.711 |
|
S4 |
64.700 |
65.300 |
67.423 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.200 |
76.850 |
70.063 |
|
R3 |
74.450 |
73.100 |
69.031 |
|
R2 |
70.700 |
70.700 |
68.688 |
|
R1 |
69.350 |
69.350 |
68.344 |
70.025 |
PP |
66.950 |
66.950 |
66.950 |
67.288 |
S1 |
65.600 |
65.600 |
67.656 |
66.275 |
S2 |
63.200 |
63.200 |
67.313 |
|
S3 |
59.450 |
61.850 |
66.969 |
|
S4 |
55.700 |
58.100 |
65.938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.300 |
64.550 |
3.750 |
5.5% |
1.460 |
2.1% |
92% |
True |
False |
11,992 |
10 |
68.300 |
64.525 |
3.775 |
5.6% |
1.525 |
2.2% |
92% |
True |
False |
12,515 |
20 |
68.300 |
62.450 |
5.850 |
8.6% |
1.540 |
2.3% |
95% |
True |
False |
12,481 |
40 |
68.300 |
62.400 |
5.900 |
8.7% |
1.509 |
2.2% |
95% |
True |
False |
6,639 |
60 |
68.750 |
62.400 |
6.350 |
9.3% |
1.388 |
2.0% |
88% |
False |
False |
4,455 |
80 |
68.750 |
61.700 |
7.050 |
10.4% |
1.092 |
1.6% |
89% |
False |
False |
3,341 |
100 |
68.750 |
56.680 |
12.070 |
17.8% |
0.873 |
1.3% |
94% |
False |
False |
2,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.763 |
2.618 |
71.049 |
1.618 |
69.999 |
1.000 |
69.350 |
0.618 |
68.949 |
HIGH |
68.300 |
0.618 |
67.899 |
0.500 |
67.775 |
0.382 |
67.651 |
LOW |
67.250 |
0.618 |
66.601 |
1.000 |
66.200 |
1.618 |
65.551 |
2.618 |
64.501 |
4.250 |
62.788 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.925 |
67.538 |
PP |
67.850 |
67.075 |
S1 |
67.775 |
66.613 |
|