NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.500 |
65.500 |
-2.000 |
-3.0% |
65.800 |
High |
67.575 |
66.675 |
-0.900 |
-1.3% |
68.300 |
Low |
65.250 |
65.225 |
-0.025 |
0.0% |
65.250 |
Close |
65.450 |
66.640 |
1.190 |
1.8% |
65.450 |
Range |
2.325 |
1.450 |
-0.875 |
-37.6% |
3.050 |
ATR |
1.284 |
1.296 |
0.012 |
0.9% |
0.000 |
Volume |
1,493 |
1,450 |
-43 |
-2.9% |
4,236 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.530 |
70.035 |
67.438 |
|
R3 |
69.080 |
68.585 |
67.039 |
|
R2 |
67.630 |
67.630 |
66.906 |
|
R1 |
67.135 |
67.135 |
66.773 |
67.383 |
PP |
66.180 |
66.180 |
66.180 |
66.304 |
S1 |
65.685 |
65.685 |
66.507 |
65.933 |
S2 |
64.730 |
64.730 |
66.374 |
|
S3 |
63.280 |
64.235 |
66.241 |
|
S4 |
61.830 |
62.785 |
65.843 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.483 |
73.517 |
67.128 |
|
R3 |
72.433 |
70.467 |
66.289 |
|
R2 |
69.383 |
69.383 |
66.009 |
|
R1 |
67.417 |
67.417 |
65.730 |
66.875 |
PP |
66.333 |
66.333 |
66.333 |
66.063 |
S1 |
64.367 |
64.367 |
65.170 |
63.825 |
S2 |
63.283 |
63.283 |
64.891 |
|
S3 |
60.233 |
61.317 |
64.611 |
|
S4 |
57.183 |
58.267 |
63.773 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.300 |
65.225 |
3.075 |
4.6% |
1.395 |
2.1% |
46% |
False |
True |
1,002 |
10 |
68.300 |
63.500 |
4.800 |
7.2% |
1.415 |
2.1% |
65% |
False |
False |
769 |
20 |
68.300 |
63.500 |
4.800 |
7.2% |
1.309 |
2.0% |
65% |
False |
False |
495 |
40 |
69.000 |
63.500 |
5.500 |
8.3% |
1.002 |
1.5% |
57% |
False |
False |
251 |
60 |
69.275 |
62.200 |
7.075 |
10.6% |
0.723 |
1.1% |
63% |
False |
False |
171 |
80 |
69.275 |
61.240 |
8.035 |
12.1% |
0.597 |
0.9% |
67% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.838 |
2.618 |
70.471 |
1.618 |
69.021 |
1.000 |
68.125 |
0.618 |
67.571 |
HIGH |
66.675 |
0.618 |
66.121 |
0.500 |
65.950 |
0.382 |
65.779 |
LOW |
65.225 |
0.618 |
64.329 |
1.000 |
63.775 |
1.618 |
62.879 |
2.618 |
61.429 |
4.250 |
59.063 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.410 |
66.763 |
PP |
66.180 |
66.722 |
S1 |
65.950 |
66.681 |
|