NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.800 |
67.175 |
1.375 |
2.1% |
66.025 |
High |
67.450 |
67.200 |
-0.250 |
-0.4% |
66.225 |
Low |
65.650 |
66.400 |
0.750 |
1.1% |
63.500 |
Close |
67.290 |
66.740 |
-0.550 |
-0.8% |
66.120 |
Range |
1.800 |
0.800 |
-1.000 |
-55.6% |
2.725 |
ATR |
1.212 |
1.189 |
-0.023 |
-1.9% |
0.000 |
Volume |
673 |
508 |
-165 |
-24.5% |
2,005 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.180 |
68.760 |
67.180 |
|
R3 |
68.380 |
67.960 |
66.960 |
|
R2 |
67.580 |
67.580 |
66.887 |
|
R1 |
67.160 |
67.160 |
66.813 |
66.970 |
PP |
66.780 |
66.780 |
66.780 |
66.685 |
S1 |
66.360 |
66.360 |
66.667 |
66.170 |
S2 |
65.980 |
65.980 |
66.593 |
|
S3 |
65.180 |
65.560 |
66.520 |
|
S4 |
64.380 |
64.760 |
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% |
1.245 |
1.9% |
82% |
False |
False |
606 |
10 |
68.000 |
63.500 |
4.500 |
6.7% |
1.310 |
2.0% |
72% |
False |
False |
526 |
20 |
68.150 |
63.500 |
4.650 |
7.0% |
1.083 |
1.6% |
70% |
False |
False |
271 |
40 |
69.000 |
63.500 |
5.500 |
8.2% |
0.848 |
1.3% |
59% |
False |
False |
138 |
60 |
69.275 |
61.900 |
7.375 |
11.1% |
0.693 |
1.0% |
66% |
False |
False |
96 |
80 |
69.275 |
60.650 |
8.625 |
12.9% |
0.520 |
0.8% |
71% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.600 |
2.618 |
69.294 |
1.618 |
68.494 |
1.000 |
68.000 |
0.618 |
67.694 |
HIGH |
67.200 |
0.618 |
66.894 |
0.500 |
66.800 |
0.382 |
66.706 |
LOW |
66.400 |
0.618 |
65.906 |
1.000 |
65.600 |
1.618 |
65.106 |
2.618 |
64.306 |
4.250 |
63.000 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.800 |
66.527 |
PP |
66.780 |
66.313 |
S1 |
66.760 |
66.100 |
|