NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.750 |
66.900 |
0.150 |
0.2% |
66.025 |
High |
67.275 |
68.300 |
1.025 |
1.5% |
66.225 |
Low |
66.300 |
66.875 |
0.575 |
0.9% |
63.500 |
Close |
66.990 |
67.740 |
0.750 |
1.1% |
66.120 |
Range |
0.975 |
1.425 |
0.450 |
46.2% |
2.725 |
ATR |
1.174 |
1.192 |
0.018 |
1.5% |
0.000 |
Volume |
529 |
1,033 |
504 |
95.3% |
2,005 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.913 |
71.252 |
68.524 |
|
R3 |
70.488 |
69.827 |
68.132 |
|
R2 |
69.063 |
69.063 |
68.001 |
|
R1 |
68.402 |
68.402 |
67.871 |
68.733 |
PP |
67.638 |
67.638 |
67.638 |
67.804 |
S1 |
66.977 |
66.977 |
67.609 |
67.308 |
S2 |
66.213 |
66.213 |
67.479 |
|
S3 |
64.788 |
65.552 |
67.348 |
|
S4 |
63.363 |
64.127 |
66.956 |
|
|
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 |
68.300 |
64.750 |
3.550 |
5.2% |
1.295 |
1.9% |
84% |
True |
False |
695 |
10 |
68.300 |
63.500 |
4.800 |
7.1% |
1.305 |
1.9% |
88% |
True |
False |
596 |
20 |
68.300 |
63.500 |
4.800 |
7.1% |
1.141 |
1.7% |
88% |
True |
False |
348 |
40 |
69.000 |
63.500 |
5.500 |
8.1% |
0.908 |
1.3% |
77% |
False |
False |
177 |
60 |
69.275 |
61.900 |
7.375 |
10.9% |
0.696 |
1.0% |
79% |
False |
False |
122 |
80 |
69.275 |
60.650 |
8.625 |
12.7% |
0.550 |
0.8% |
82% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.356 |
2.618 |
72.031 |
1.618 |
70.606 |
1.000 |
69.725 |
0.618 |
69.181 |
HIGH |
68.300 |
0.618 |
67.756 |
0.500 |
67.588 |
0.382 |
67.419 |
LOW |
66.875 |
0.618 |
65.994 |
1.000 |
65.450 |
1.618 |
64.569 |
2.618 |
63.144 |
4.250 |
60.819 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.689 |
67.593 |
PP |
67.638 |
67.447 |
S1 |
67.588 |
67.300 |
|