NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.150 |
68.600 |
0.450 |
0.7% |
65.500 |
High |
68.875 |
69.700 |
0.825 |
1.2% |
68.875 |
Low |
67.725 |
67.975 |
0.250 |
0.4% |
65.225 |
Close |
68.540 |
69.620 |
1.080 |
1.6% |
68.540 |
Range |
1.150 |
1.725 |
0.575 |
50.0% |
3.650 |
ATR |
1.323 |
1.352 |
0.029 |
2.2% |
0.000 |
Volume |
2,541 |
2,347 |
-194 |
-7.6% |
7,337 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.273 |
73.672 |
70.569 |
|
R3 |
72.548 |
71.947 |
70.094 |
|
R2 |
70.823 |
70.823 |
69.936 |
|
R1 |
70.222 |
70.222 |
69.778 |
70.523 |
PP |
69.098 |
69.098 |
69.098 |
69.249 |
S1 |
68.497 |
68.497 |
69.462 |
68.798 |
S2 |
67.373 |
67.373 |
69.304 |
|
S3 |
65.648 |
66.772 |
69.146 |
|
S4 |
63.923 |
65.047 |
68.671 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.497 |
77.168 |
70.548 |
|
R3 |
74.847 |
73.518 |
69.544 |
|
R2 |
71.197 |
71.197 |
69.209 |
|
R1 |
69.868 |
69.868 |
68.875 |
70.533 |
PP |
67.547 |
67.547 |
67.547 |
67.879 |
S1 |
66.218 |
66.218 |
68.205 |
66.883 |
S2 |
63.897 |
63.897 |
67.871 |
|
S3 |
60.247 |
62.568 |
67.536 |
|
S4 |
56.597 |
58.918 |
66.533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.700 |
65.600 |
4.100 |
5.9% |
1.465 |
2.1% |
98% |
True |
False |
1,646 |
10 |
69.700 |
65.225 |
4.475 |
6.4% |
1.430 |
2.1% |
98% |
True |
False |
1,324 |
20 |
69.700 |
63.500 |
6.200 |
8.9% |
1.410 |
2.0% |
99% |
True |
False |
901 |
40 |
69.700 |
63.500 |
6.200 |
8.9% |
1.148 |
1.6% |
99% |
True |
False |
456 |
60 |
69.700 |
63.500 |
6.200 |
8.9% |
0.845 |
1.2% |
99% |
True |
False |
308 |
80 |
69.700 |
61.900 |
7.800 |
11.2% |
0.688 |
1.0% |
99% |
True |
False |
231 |
100 |
69.700 |
57.180 |
12.520 |
18.0% |
0.551 |
0.8% |
99% |
True |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.031 |
2.618 |
74.216 |
1.618 |
72.491 |
1.000 |
71.425 |
0.618 |
70.766 |
HIGH |
69.700 |
0.618 |
69.041 |
0.500 |
68.838 |
0.382 |
68.634 |
LOW |
67.975 |
0.618 |
66.909 |
1.000 |
66.250 |
1.618 |
65.184 |
2.618 |
63.459 |
4.250 |
60.644 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
69.359 |
69.143 |
PP |
69.098 |
68.665 |
S1 |
68.838 |
68.188 |
|