NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.700 |
68.100 |
0.400 |
0.6% |
64.725 |
High |
68.300 |
69.125 |
0.825 |
1.2% |
68.300 |
Low |
67.250 |
67.400 |
0.150 |
0.2% |
64.550 |
Close |
68.000 |
69.090 |
1.090 |
1.6% |
68.000 |
Range |
1.050 |
1.725 |
0.675 |
64.3% |
3.750 |
ATR |
1.507 |
1.523 |
0.016 |
1.0% |
0.000 |
Volume |
13,653 |
12,077 |
-1,576 |
-11.5% |
59,960 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.713 |
73.127 |
70.039 |
|
R3 |
71.988 |
71.402 |
69.564 |
|
R2 |
70.263 |
70.263 |
69.406 |
|
R1 |
69.677 |
69.677 |
69.248 |
69.970 |
PP |
68.538 |
68.538 |
68.538 |
68.685 |
S1 |
67.952 |
67.952 |
68.932 |
68.245 |
S2 |
66.813 |
66.813 |
68.774 |
|
S3 |
65.088 |
66.227 |
68.616 |
|
S4 |
63.363 |
64.502 |
68.141 |
|
|
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 |
69.125 |
64.850 |
4.275 |
6.2% |
1.505 |
2.2% |
99% |
True |
False |
11,379 |
10 |
69.125 |
64.525 |
4.600 |
6.7% |
1.503 |
2.2% |
99% |
True |
False |
12,367 |
20 |
69.125 |
62.450 |
6.675 |
9.7% |
1.584 |
2.3% |
99% |
True |
False |
12,882 |
40 |
69.125 |
62.400 |
6.725 |
9.7% |
1.516 |
2.2% |
99% |
True |
False |
6,937 |
60 |
69.125 |
62.400 |
6.725 |
9.7% |
1.401 |
2.0% |
99% |
True |
False |
4,652 |
80 |
69.125 |
61.700 |
7.425 |
10.7% |
1.113 |
1.6% |
100% |
True |
False |
3,492 |
100 |
69.125 |
56.680 |
12.445 |
18.0% |
0.891 |
1.3% |
100% |
True |
False |
2,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.456 |
2.618 |
73.641 |
1.618 |
71.916 |
1.000 |
70.850 |
0.618 |
70.191 |
HIGH |
69.125 |
0.618 |
68.466 |
0.500 |
68.263 |
0.382 |
68.059 |
LOW |
67.400 |
0.618 |
66.334 |
1.000 |
65.675 |
1.618 |
64.609 |
2.618 |
62.884 |
4.250 |
60.069 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.814 |
68.573 |
PP |
68.538 |
68.055 |
S1 |
68.263 |
67.538 |
|