NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.175 |
66.750 |
-0.425 |
-0.6% |
66.025 |
High |
67.200 |
67.275 |
0.075 |
0.1% |
66.225 |
Low |
66.400 |
66.300 |
-0.100 |
-0.2% |
63.500 |
Close |
66.740 |
66.990 |
0.250 |
0.4% |
66.120 |
Range |
0.800 |
0.975 |
0.175 |
21.9% |
2.725 |
ATR |
1.189 |
1.174 |
-0.015 |
-1.3% |
0.000 |
Volume |
508 |
529 |
21 |
4.1% |
2,005 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.780 |
69.360 |
67.526 |
|
R3 |
68.805 |
68.385 |
67.258 |
|
R2 |
67.830 |
67.830 |
67.169 |
|
R1 |
67.410 |
67.410 |
67.079 |
67.620 |
PP |
66.855 |
66.855 |
66.855 |
66.960 |
S1 |
66.435 |
66.435 |
66.901 |
66.645 |
S2 |
65.880 |
65.880 |
66.811 |
|
S3 |
64.905 |
65.460 |
66.722 |
|
S4 |
63.930 |
64.485 |
66.454 |
|
|
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% |
1.295 |
1.9% |
88% |
False |
False |
622 |
10 |
67.450 |
63.500 |
3.950 |
5.9% |
1.263 |
1.9% |
88% |
False |
False |
532 |
20 |
68.150 |
63.500 |
4.650 |
6.9% |
1.093 |
1.6% |
75% |
False |
False |
297 |
40 |
69.000 |
63.500 |
5.500 |
8.2% |
0.872 |
1.3% |
63% |
False |
False |
151 |
60 |
69.275 |
61.900 |
7.375 |
11.0% |
0.709 |
1.1% |
69% |
False |
False |
104 |
80 |
69.275 |
60.650 |
8.625 |
12.9% |
0.532 |
0.8% |
74% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.419 |
2.618 |
69.828 |
1.618 |
68.853 |
1.000 |
68.250 |
0.618 |
67.878 |
HIGH |
67.275 |
0.618 |
66.903 |
0.500 |
66.788 |
0.382 |
66.672 |
LOW |
66.300 |
0.618 |
65.697 |
1.000 |
65.325 |
1.618 |
64.722 |
2.618 |
63.747 |
4.250 |
62.156 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.923 |
66.843 |
PP |
66.855 |
66.697 |
S1 |
66.788 |
66.550 |
|