NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.525 |
65.900 |
-0.625 |
-0.9% |
65.800 |
High |
66.775 |
67.150 |
0.375 |
0.6% |
68.300 |
Low |
65.600 |
65.600 |
0.000 |
0.0% |
65.250 |
Close |
66.060 |
66.930 |
0.870 |
1.3% |
65.450 |
Range |
1.175 |
1.550 |
0.375 |
31.9% |
3.050 |
ATR |
1.288 |
1.306 |
0.019 |
1.5% |
0.000 |
Volume |
676 |
991 |
315 |
46.6% |
4,236 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.210 |
70.620 |
67.783 |
|
R3 |
69.660 |
69.070 |
67.356 |
|
R2 |
68.110 |
68.110 |
67.214 |
|
R1 |
67.520 |
67.520 |
67.072 |
67.815 |
PP |
66.560 |
66.560 |
66.560 |
66.708 |
S1 |
65.970 |
65.970 |
66.788 |
66.265 |
S2 |
65.010 |
65.010 |
66.646 |
|
S3 |
63.460 |
64.420 |
66.504 |
|
S4 |
61.910 |
62.870 |
66.078 |
|
|
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% |
1.585 |
2.4% |
55% |
False |
False |
1,128 |
10 |
68.300 |
63.500 |
4.800 |
7.2% |
1.440 |
2.2% |
71% |
False |
False |
875 |
20 |
68.300 |
63.500 |
4.800 |
7.2% |
1.368 |
2.0% |
71% |
False |
False |
577 |
40 |
68.900 |
63.500 |
5.400 |
8.1% |
1.034 |
1.5% |
64% |
False |
False |
292 |
60 |
69.275 |
62.500 |
6.775 |
10.1% |
0.768 |
1.1% |
65% |
False |
False |
198 |
80 |
69.275 |
61.240 |
8.035 |
12.0% |
0.631 |
0.9% |
71% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.738 |
2.618 |
71.208 |
1.618 |
69.658 |
1.000 |
68.700 |
0.618 |
68.108 |
HIGH |
67.150 |
0.618 |
66.558 |
0.500 |
66.375 |
0.382 |
66.192 |
LOW |
65.600 |
0.618 |
64.642 |
1.000 |
64.050 |
1.618 |
63.092 |
2.618 |
61.542 |
4.250 |
59.013 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.745 |
66.683 |
PP |
66.560 |
66.435 |
S1 |
66.375 |
66.188 |
|