NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.900 |
66.775 |
0.875 |
1.3% |
65.800 |
High |
67.150 |
68.400 |
1.250 |
1.9% |
68.300 |
Low |
65.600 |
66.675 |
1.075 |
1.6% |
65.250 |
Close |
66.930 |
68.140 |
1.210 |
1.8% |
65.450 |
Range |
1.550 |
1.725 |
0.175 |
11.3% |
3.050 |
ATR |
1.306 |
1.336 |
0.030 |
2.3% |
0.000 |
Volume |
991 |
1,679 |
688 |
69.4% |
4,236 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.913 |
72.252 |
69.089 |
|
R3 |
71.188 |
70.527 |
68.614 |
|
R2 |
69.463 |
69.463 |
68.456 |
|
R1 |
68.802 |
68.802 |
68.298 |
69.133 |
PP |
67.738 |
67.738 |
67.738 |
67.904 |
S1 |
67.077 |
67.077 |
67.982 |
67.408 |
S2 |
66.013 |
66.013 |
67.824 |
|
S3 |
64.288 |
65.352 |
67.666 |
|
S4 |
62.563 |
63.627 |
67.191 |
|
|
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 |
68.400 |
65.225 |
3.175 |
4.7% |
1.645 |
2.4% |
92% |
True |
False |
1,257 |
10 |
68.400 |
64.750 |
3.650 |
5.4% |
1.470 |
2.2% |
93% |
True |
False |
976 |
20 |
68.400 |
63.500 |
4.900 |
7.2% |
1.425 |
2.1% |
95% |
True |
False |
660 |
40 |
68.900 |
63.500 |
5.400 |
7.9% |
1.076 |
1.6% |
86% |
False |
False |
334 |
60 |
69.275 |
62.830 |
6.445 |
9.5% |
0.797 |
1.2% |
82% |
False |
False |
226 |
80 |
69.275 |
61.240 |
8.035 |
11.8% |
0.653 |
1.0% |
86% |
False |
False |
170 |
100 |
69.275 |
57.180 |
12.095 |
17.8% |
0.522 |
0.8% |
91% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.731 |
2.618 |
72.916 |
1.618 |
71.191 |
1.000 |
70.125 |
0.618 |
69.466 |
HIGH |
68.400 |
0.618 |
67.741 |
0.500 |
67.538 |
0.382 |
67.334 |
LOW |
66.675 |
0.618 |
65.609 |
1.000 |
64.950 |
1.618 |
63.884 |
2.618 |
62.159 |
4.250 |
59.344 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.939 |
67.760 |
PP |
67.738 |
67.380 |
S1 |
67.538 |
67.000 |
|