NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.350 |
65.600 |
0.250 |
0.4% |
66.000 |
High |
65.725 |
66.500 |
0.775 |
1.2% |
66.500 |
Low |
64.550 |
65.600 |
1.050 |
1.6% |
64.550 |
Close |
65.830 |
66.990 |
1.160 |
1.8% |
66.990 |
Range |
1.175 |
0.900 |
-0.275 |
-23.4% |
1.950 |
ATR |
0.774 |
0.783 |
0.009 |
1.2% |
0.000 |
Volume |
14 |
80 |
66 |
471.4% |
112 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.063 |
68.927 |
67.485 |
|
R3 |
68.163 |
68.027 |
67.238 |
|
R2 |
67.263 |
67.263 |
67.155 |
|
R1 |
67.127 |
67.127 |
67.073 |
67.195 |
PP |
66.363 |
66.363 |
66.363 |
66.398 |
S1 |
66.227 |
66.227 |
66.908 |
66.295 |
S2 |
65.463 |
65.463 |
66.825 |
|
S3 |
64.563 |
65.327 |
66.743 |
|
S4 |
63.663 |
64.427 |
66.495 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.863 |
71.377 |
68.063 |
|
R3 |
69.913 |
69.427 |
67.526 |
|
R2 |
67.963 |
67.963 |
67.348 |
|
R1 |
67.477 |
67.477 |
67.169 |
67.720 |
PP |
66.013 |
66.013 |
66.013 |
66.135 |
S1 |
65.527 |
65.527 |
66.811 |
65.770 |
S2 |
64.063 |
64.063 |
66.633 |
|
S3 |
62.113 |
63.577 |
66.454 |
|
S4 |
60.163 |
61.627 |
65.918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.475 |
64.550 |
2.925 |
4.4% |
0.565 |
0.8% |
83% |
False |
False |
25 |
10 |
68.000 |
64.550 |
3.450 |
5.2% |
0.540 |
0.8% |
71% |
False |
False |
15 |
20 |
68.050 |
64.550 |
3.500 |
5.2% |
0.330 |
0.5% |
70% |
False |
False |
9 |
40 |
69.340 |
64.550 |
4.790 |
7.2% |
0.208 |
0.3% |
51% |
False |
False |
7 |
60 |
69.575 |
62.840 |
6.735 |
10.1% |
0.155 |
0.2% |
62% |
False |
False |
6 |
80 |
69.575 |
60.960 |
8.615 |
12.9% |
0.118 |
0.2% |
70% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.325 |
2.618 |
68.856 |
1.618 |
67.956 |
1.000 |
67.400 |
0.618 |
67.056 |
HIGH |
66.500 |
0.618 |
66.156 |
0.500 |
66.050 |
0.382 |
65.944 |
LOW |
65.600 |
0.618 |
65.044 |
1.000 |
64.700 |
1.618 |
64.144 |
2.618 |
63.244 |
4.250 |
61.775 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.677 |
66.502 |
PP |
66.363 |
66.013 |
S1 |
66.050 |
65.525 |
|