NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.175 |
65.800 |
0.625 |
1.0% |
66.025 |
High |
66.225 |
67.450 |
1.225 |
1.8% |
66.225 |
Low |
64.750 |
65.650 |
0.900 |
1.4% |
63.500 |
Close |
66.120 |
67.290 |
1.170 |
1.8% |
66.120 |
Range |
1.475 |
1.800 |
0.325 |
22.0% |
2.725 |
ATR |
1.167 |
1.212 |
0.045 |
3.9% |
0.000 |
Volume |
736 |
673 |
-63 |
-8.6% |
2,005 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.197 |
71.543 |
68.280 |
|
R3 |
70.397 |
69.743 |
67.785 |
|
R2 |
68.597 |
68.597 |
67.620 |
|
R1 |
67.943 |
67.943 |
67.455 |
68.270 |
PP |
66.797 |
66.797 |
66.797 |
66.960 |
S1 |
66.143 |
66.143 |
67.125 |
66.470 |
S2 |
64.997 |
64.997 |
66.960 |
|
S3 |
63.197 |
64.343 |
66.795 |
|
S4 |
61.397 |
62.543 |
66.300 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.457 |
72.513 |
67.619 |
|
R3 |
70.732 |
69.788 |
66.869 |
|
R2 |
68.007 |
68.007 |
66.620 |
|
R1 |
67.063 |
67.063 |
66.370 |
67.535 |
PP |
65.282 |
65.282 |
65.282 |
65.518 |
S1 |
64.338 |
64.338 |
65.870 |
64.810 |
S2 |
62.557 |
62.557 |
65.620 |
|
S3 |
59.832 |
61.613 |
65.371 |
|
S4 |
57.107 |
58.888 |
64.621 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.450 |
63.500 |
3.950 |
5.9% |
1.435 |
2.1% |
96% |
True |
False |
535 |
10 |
68.150 |
63.500 |
4.650 |
6.9% |
1.390 |
2.1% |
82% |
False |
False |
478 |
20 |
68.150 |
63.500 |
4.650 |
6.9% |
1.073 |
1.6% |
82% |
False |
False |
246 |
40 |
69.000 |
63.500 |
5.500 |
8.2% |
0.838 |
1.2% |
69% |
False |
False |
126 |
60 |
69.275 |
61.900 |
7.375 |
11.0% |
0.680 |
1.0% |
73% |
False |
False |
87 |
80 |
69.275 |
60.650 |
8.625 |
12.8% |
0.510 |
0.8% |
77% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.100 |
2.618 |
72.162 |
1.618 |
70.362 |
1.000 |
69.250 |
0.618 |
68.562 |
HIGH |
67.450 |
0.618 |
66.762 |
0.500 |
66.550 |
0.382 |
66.338 |
LOW |
65.650 |
0.618 |
64.538 |
1.000 |
63.850 |
1.618 |
62.738 |
2.618 |
60.938 |
4.250 |
58.000 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.043 |
66.685 |
PP |
66.797 |
66.080 |
S1 |
66.550 |
65.475 |
|