NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 06-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
71.150 |
71.825 |
0.675 |
0.9% |
70.650 |
High |
72.350 |
72.950 |
0.600 |
0.8% |
72.950 |
Low |
70.800 |
71.550 |
0.750 |
1.1% |
69.550 |
Close |
71.810 |
72.810 |
1.000 |
1.4% |
72.810 |
Range |
1.550 |
1.400 |
-0.150 |
-9.7% |
3.400 |
ATR |
1.478 |
1.472 |
-0.006 |
-0.4% |
0.000 |
Volume |
7,814 |
18,393 |
10,579 |
135.4% |
57,626 |
|
Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.637 |
76.123 |
73.580 |
|
R3 |
75.237 |
74.723 |
73.195 |
|
R2 |
73.837 |
73.837 |
73.067 |
|
R1 |
73.323 |
73.323 |
72.938 |
73.580 |
PP |
72.437 |
72.437 |
72.437 |
72.565 |
S1 |
71.923 |
71.923 |
72.682 |
72.180 |
S2 |
71.037 |
71.037 |
72.553 |
|
S3 |
69.637 |
70.523 |
72.425 |
|
S4 |
68.237 |
69.123 |
72.040 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.970 |
80.790 |
74.680 |
|
R3 |
78.570 |
77.390 |
73.745 |
|
R2 |
75.170 |
75.170 |
73.433 |
|
R1 |
73.990 |
73.990 |
73.122 |
74.580 |
PP |
71.770 |
71.770 |
71.770 |
72.065 |
S1 |
70.590 |
70.590 |
72.498 |
71.180 |
S2 |
68.370 |
68.370 |
72.187 |
|
S3 |
64.970 |
67.190 |
71.875 |
|
S4 |
61.570 |
63.790 |
70.940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.950 |
69.475 |
3.475 |
4.8% |
1.415 |
1.9% |
96% |
True |
False |
14,927 |
10 |
72.950 |
67.075 |
5.875 |
8.1% |
1.575 |
2.2% |
98% |
True |
False |
16,037 |
20 |
72.950 |
65.225 |
7.725 |
10.6% |
1.573 |
2.2% |
98% |
True |
False |
10,584 |
40 |
72.950 |
63.500 |
9.450 |
13.0% |
1.357 |
1.9% |
99% |
True |
False |
5,466 |
60 |
72.950 |
63.500 |
9.450 |
13.0% |
1.129 |
1.6% |
99% |
True |
False |
3,646 |
80 |
72.950 |
61.900 |
11.050 |
15.2% |
0.915 |
1.3% |
99% |
True |
False |
2,737 |
100 |
72.950 |
60.650 |
12.300 |
16.9% |
0.754 |
1.0% |
99% |
True |
False |
2,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.900 |
2.618 |
76.615 |
1.618 |
75.215 |
1.000 |
74.350 |
0.618 |
73.815 |
HIGH |
72.950 |
0.618 |
72.415 |
0.500 |
72.250 |
0.382 |
72.085 |
LOW |
71.550 |
0.618 |
70.685 |
1.000 |
70.150 |
1.618 |
69.285 |
2.618 |
67.885 |
4.250 |
65.600 |
|
|
Fisher Pivots for day following 06-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
72.623 |
72.482 |
PP |
72.437 |
72.153 |
S1 |
72.250 |
71.825 |
|