NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.625 |
68.800 |
0.175 |
0.3% |
68.600 |
High |
69.500 |
69.450 |
-0.050 |
-0.1% |
69.950 |
Low |
68.175 |
67.550 |
-0.625 |
-0.9% |
67.650 |
Close |
69.140 |
69.180 |
0.040 |
0.1% |
69.140 |
Range |
1.325 |
1.900 |
0.575 |
43.4% |
2.300 |
ATR |
1.386 |
1.423 |
0.037 |
2.6% |
0.000 |
Volume |
17,718 |
12,847 |
-4,871 |
-27.5% |
60,204 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.427 |
73.703 |
70.225 |
|
R3 |
72.527 |
71.803 |
69.703 |
|
R2 |
70.627 |
70.627 |
69.528 |
|
R1 |
69.903 |
69.903 |
69.354 |
70.265 |
PP |
68.727 |
68.727 |
68.727 |
68.908 |
S1 |
68.003 |
68.003 |
69.006 |
68.365 |
S2 |
66.827 |
66.827 |
68.832 |
|
S3 |
64.927 |
66.103 |
68.658 |
|
S4 |
63.027 |
64.203 |
68.135 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.813 |
74.777 |
70.405 |
|
R3 |
73.513 |
72.477 |
69.773 |
|
R2 |
71.213 |
71.213 |
69.562 |
|
R1 |
70.177 |
70.177 |
69.351 |
70.695 |
PP |
68.913 |
68.913 |
68.913 |
69.173 |
S1 |
67.877 |
67.877 |
68.929 |
68.395 |
S2 |
66.613 |
66.613 |
68.718 |
|
S3 |
64.313 |
65.577 |
68.508 |
|
S4 |
62.013 |
63.277 |
67.875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.950 |
67.550 |
2.400 |
3.5% |
1.565 |
2.3% |
68% |
False |
True |
14,140 |
10 |
69.950 |
65.600 |
4.350 |
6.3% |
1.515 |
2.2% |
82% |
False |
False |
7,893 |
20 |
69.950 |
63.500 |
6.450 |
9.3% |
1.465 |
2.1% |
88% |
False |
False |
4,331 |
40 |
69.950 |
63.500 |
6.450 |
9.3% |
1.231 |
1.8% |
88% |
False |
False |
2,223 |
60 |
69.950 |
63.500 |
6.450 |
9.3% |
0.950 |
1.4% |
88% |
False |
False |
1,485 |
80 |
69.950 |
61.900 |
8.050 |
11.6% |
0.786 |
1.1% |
90% |
False |
False |
1,115 |
100 |
69.950 |
60.550 |
9.400 |
13.6% |
0.629 |
0.9% |
92% |
False |
False |
892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.525 |
2.618 |
74.424 |
1.618 |
72.524 |
1.000 |
71.350 |
0.618 |
70.624 |
HIGH |
69.450 |
0.618 |
68.724 |
0.500 |
68.500 |
0.382 |
68.276 |
LOW |
67.550 |
0.618 |
66.376 |
1.000 |
65.650 |
1.618 |
64.476 |
2.618 |
62.576 |
4.250 |
59.475 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.953 |
69.024 |
PP |
68.727 |
68.868 |
S1 |
68.500 |
68.713 |
|