NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.600 |
69.425 |
0.825 |
1.2% |
65.500 |
High |
69.700 |
69.950 |
0.250 |
0.4% |
68.875 |
Low |
67.975 |
68.900 |
0.925 |
1.4% |
65.225 |
Close |
69.620 |
69.540 |
-0.080 |
-0.1% |
68.540 |
Range |
1.725 |
1.050 |
-0.675 |
-39.1% |
3.650 |
ATR |
1.352 |
1.330 |
-0.022 |
-1.6% |
0.000 |
Volume |
2,347 |
7,316 |
4,969 |
211.7% |
7,337 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.613 |
72.127 |
70.118 |
|
R3 |
71.563 |
71.077 |
69.829 |
|
R2 |
70.513 |
70.513 |
69.733 |
|
R1 |
70.027 |
70.027 |
69.636 |
70.270 |
PP |
69.463 |
69.463 |
69.463 |
69.585 |
S1 |
68.977 |
68.977 |
69.444 |
69.220 |
S2 |
68.413 |
68.413 |
69.348 |
|
S3 |
67.363 |
67.927 |
69.251 |
|
S4 |
66.313 |
66.877 |
68.963 |
|
|
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 |
69.950 |
65.600 |
4.350 |
6.3% |
1.440 |
2.1% |
91% |
True |
False |
2,974 |
10 |
69.950 |
65.225 |
4.725 |
6.8% |
1.455 |
2.1% |
91% |
True |
False |
2,005 |
20 |
69.950 |
63.500 |
6.450 |
9.3% |
1.383 |
2.0% |
94% |
True |
False |
1,266 |
40 |
69.950 |
63.500 |
6.450 |
9.3% |
1.138 |
1.6% |
94% |
True |
False |
639 |
60 |
69.950 |
63.500 |
6.450 |
9.3% |
0.852 |
1.2% |
94% |
True |
False |
430 |
80 |
69.950 |
61.900 |
8.050 |
11.6% |
0.702 |
1.0% |
95% |
True |
False |
322 |
100 |
69.950 |
57.180 |
12.770 |
18.4% |
0.561 |
0.8% |
97% |
True |
False |
258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.413 |
2.618 |
72.699 |
1.618 |
71.649 |
1.000 |
71.000 |
0.618 |
70.599 |
HIGH |
69.950 |
0.618 |
69.549 |
0.500 |
69.425 |
0.382 |
69.301 |
LOW |
68.900 |
0.618 |
68.251 |
1.000 |
67.850 |
1.618 |
67.201 |
2.618 |
66.151 |
4.250 |
64.438 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
69.502 |
69.306 |
PP |
69.463 |
69.072 |
S1 |
69.425 |
68.838 |
|