NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.100 |
69.100 |
1.000 |
1.5% |
64.725 |
High |
69.125 |
69.575 |
0.450 |
0.7% |
68.300 |
Low |
67.400 |
68.425 |
1.025 |
1.5% |
64.550 |
Close |
69.090 |
69.100 |
0.010 |
0.0% |
68.000 |
Range |
1.725 |
1.150 |
-0.575 |
-33.3% |
3.750 |
ATR |
1.523 |
1.496 |
-0.027 |
-1.7% |
0.000 |
Volume |
12,077 |
8,191 |
-3,886 |
-32.2% |
59,960 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.483 |
71.942 |
69.733 |
|
R3 |
71.333 |
70.792 |
69.416 |
|
R2 |
70.183 |
70.183 |
69.311 |
|
R1 |
69.642 |
69.642 |
69.205 |
69.675 |
PP |
69.033 |
69.033 |
69.033 |
69.050 |
S1 |
68.492 |
68.492 |
68.995 |
68.525 |
S2 |
67.883 |
67.883 |
68.889 |
|
S3 |
66.733 |
67.342 |
68.784 |
|
S4 |
65.583 |
66.192 |
68.468 |
|
|
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 |
69.575 |
64.925 |
4.650 |
6.7% |
1.485 |
2.1% |
90% |
True |
False |
11,158 |
10 |
69.575 |
64.525 |
5.050 |
7.3% |
1.520 |
2.2% |
91% |
True |
False |
11,976 |
20 |
69.575 |
62.450 |
7.125 |
10.3% |
1.550 |
2.2% |
93% |
True |
False |
12,985 |
40 |
69.575 |
62.400 |
7.175 |
10.4% |
1.498 |
2.2% |
93% |
True |
False |
7,138 |
60 |
69.575 |
62.400 |
7.175 |
10.4% |
1.407 |
2.0% |
93% |
True |
False |
4,787 |
80 |
69.575 |
61.700 |
7.875 |
11.4% |
1.128 |
1.6% |
94% |
True |
False |
3,595 |
100 |
69.575 |
56.680 |
12.895 |
18.7% |
0.902 |
1.3% |
96% |
True |
False |
2,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.463 |
2.618 |
72.586 |
1.618 |
71.436 |
1.000 |
70.725 |
0.618 |
70.286 |
HIGH |
69.575 |
0.618 |
69.136 |
0.500 |
69.000 |
0.382 |
68.864 |
LOW |
68.425 |
0.618 |
67.714 |
1.000 |
67.275 |
1.618 |
66.564 |
2.618 |
65.414 |
4.250 |
63.538 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
69.067 |
68.871 |
PP |
69.033 |
68.642 |
S1 |
69.000 |
68.413 |
|