NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 03-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
70.650 |
71.200 |
0.550 |
0.8% |
68.800 |
High |
71.325 |
71.450 |
0.125 |
0.2% |
71.075 |
Low |
69.550 |
70.700 |
1.150 |
1.7% |
67.075 |
Close |
71.090 |
71.410 |
0.320 |
0.5% |
70.680 |
Range |
1.775 |
0.750 |
-1.025 |
-57.7% |
4.000 |
ATR |
1.528 |
1.472 |
-0.056 |
-3.6% |
0.000 |
Volume |
16,333 |
15,086 |
-1,247 |
-7.6% |
85,035 |
|
Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.437 |
73.173 |
71.823 |
|
R3 |
72.687 |
72.423 |
71.616 |
|
R2 |
71.937 |
71.937 |
71.548 |
|
R1 |
71.673 |
71.673 |
71.479 |
71.805 |
PP |
71.187 |
71.187 |
71.187 |
71.253 |
S1 |
70.923 |
70.923 |
71.341 |
71.055 |
S2 |
70.437 |
70.437 |
71.273 |
|
S3 |
69.687 |
70.173 |
71.204 |
|
S4 |
68.937 |
69.423 |
70.998 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.610 |
80.145 |
72.880 |
|
R3 |
77.610 |
76.145 |
71.780 |
|
R2 |
73.610 |
73.610 |
71.413 |
|
R1 |
72.145 |
72.145 |
71.047 |
72.878 |
PP |
69.610 |
69.610 |
69.610 |
69.976 |
S1 |
68.145 |
68.145 |
70.313 |
68.878 |
S2 |
65.610 |
65.610 |
69.947 |
|
S3 |
61.610 |
64.145 |
69.580 |
|
S4 |
57.610 |
60.145 |
68.480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.450 |
67.075 |
4.375 |
6.1% |
1.600 |
2.2% |
99% |
True |
False |
17,033 |
10 |
71.450 |
67.075 |
4.375 |
6.1% |
1.635 |
2.3% |
99% |
True |
False |
16,699 |
20 |
71.450 |
65.225 |
6.225 |
8.7% |
1.545 |
2.2% |
99% |
True |
False |
9,352 |
40 |
71.450 |
63.500 |
7.950 |
11.1% |
1.314 |
1.8% |
99% |
True |
False |
4,812 |
60 |
71.450 |
63.500 |
7.950 |
11.1% |
1.080 |
1.5% |
99% |
True |
False |
3,209 |
80 |
71.450 |
61.900 |
9.550 |
13.4% |
0.906 |
1.3% |
100% |
True |
False |
2,410 |
100 |
71.450 |
60.650 |
10.800 |
15.1% |
0.725 |
1.0% |
100% |
True |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.638 |
2.618 |
73.414 |
1.618 |
72.664 |
1.000 |
72.200 |
0.618 |
71.914 |
HIGH |
71.450 |
0.618 |
71.164 |
0.500 |
71.075 |
0.382 |
70.987 |
LOW |
70.700 |
0.618 |
70.237 |
1.000 |
69.950 |
1.618 |
69.487 |
2.618 |
68.737 |
4.250 |
67.513 |
|
|
Fisher Pivots for day following 03-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
71.298 |
71.094 |
PP |
71.187 |
70.778 |
S1 |
71.075 |
70.463 |
|