NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.500 |
66.525 |
1.025 |
1.6% |
65.800 |
High |
66.675 |
66.775 |
0.100 |
0.1% |
68.300 |
Low |
65.225 |
65.600 |
0.375 |
0.6% |
65.250 |
Close |
66.640 |
66.060 |
-0.580 |
-0.9% |
65.450 |
Range |
1.450 |
1.175 |
-0.275 |
-19.0% |
3.050 |
ATR |
1.296 |
1.288 |
-0.009 |
-0.7% |
0.000 |
Volume |
1,450 |
676 |
-774 |
-53.4% |
4,236 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.670 |
69.040 |
66.706 |
|
R3 |
68.495 |
67.865 |
66.383 |
|
R2 |
67.320 |
67.320 |
66.275 |
|
R1 |
66.690 |
66.690 |
66.168 |
66.418 |
PP |
66.145 |
66.145 |
66.145 |
66.009 |
S1 |
65.515 |
65.515 |
65.952 |
65.243 |
S2 |
64.970 |
64.970 |
65.845 |
|
S3 |
63.795 |
64.340 |
65.737 |
|
S4 |
62.620 |
63.165 |
65.414 |
|
|
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 |
4.7% |
1.470 |
2.2% |
27% |
False |
False |
1,036 |
10 |
68.300 |
63.500 |
4.800 |
7.3% |
1.358 |
2.1% |
53% |
False |
False |
821 |
20 |
68.300 |
63.500 |
4.800 |
7.3% |
1.335 |
2.0% |
53% |
False |
False |
528 |
40 |
68.900 |
63.500 |
5.400 |
8.2% |
0.995 |
1.5% |
47% |
False |
False |
268 |
60 |
69.275 |
62.500 |
6.775 |
10.3% |
0.742 |
1.1% |
53% |
False |
False |
182 |
80 |
69.275 |
61.240 |
8.035 |
12.2% |
0.612 |
0.9% |
60% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.769 |
2.618 |
69.851 |
1.618 |
68.676 |
1.000 |
67.950 |
0.618 |
67.501 |
HIGH |
66.775 |
0.618 |
66.326 |
0.500 |
66.188 |
0.382 |
66.049 |
LOW |
65.600 |
0.618 |
64.874 |
1.000 |
64.425 |
1.618 |
63.699 |
2.618 |
62.524 |
4.250 |
60.606 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.188 |
66.400 |
PP |
66.145 |
66.287 |
S1 |
66.103 |
66.173 |
|