NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.800 |
67.500 |
-0.300 |
-0.4% |
66.000 |
High |
67.800 |
67.675 |
-0.125 |
-0.2% |
66.500 |
Low |
67.800 |
67.500 |
-0.300 |
-0.4% |
64.550 |
Close |
67.680 |
67.880 |
0.200 |
0.3% |
66.990 |
Range |
0.000 |
0.175 |
0.175 |
|
1.950 |
ATR |
0.819 |
0.773 |
-0.046 |
-5.6% |
0.000 |
Volume |
16 |
3 |
-13 |
-81.3% |
112 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.210 |
68.220 |
67.976 |
|
R3 |
68.035 |
68.045 |
67.928 |
|
R2 |
67.860 |
67.860 |
67.912 |
|
R1 |
67.870 |
67.870 |
67.896 |
67.865 |
PP |
67.685 |
67.685 |
67.685 |
67.683 |
S1 |
67.695 |
67.695 |
67.864 |
67.690 |
S2 |
67.510 |
67.510 |
67.848 |
|
S3 |
67.335 |
67.520 |
67.832 |
|
S4 |
67.160 |
67.345 |
67.784 |
|
|
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 |
68.200 |
64.550 |
3.650 |
5.4% |
0.805 |
1.2% |
91% |
False |
False |
25 |
10 |
68.200 |
64.550 |
3.650 |
5.4% |
0.668 |
1.0% |
91% |
False |
False |
17 |
20 |
68.200 |
64.550 |
3.650 |
5.4% |
0.428 |
0.6% |
91% |
False |
False |
10 |
40 |
69.340 |
64.550 |
4.790 |
7.1% |
0.257 |
0.4% |
70% |
False |
False |
6 |
60 |
69.575 |
62.840 |
6.735 |
9.9% |
0.188 |
0.3% |
75% |
False |
False |
6 |
80 |
69.575 |
61.190 |
8.385 |
12.4% |
0.143 |
0.2% |
80% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.419 |
2.618 |
68.133 |
1.618 |
67.958 |
1.000 |
67.850 |
0.618 |
67.783 |
HIGH |
67.675 |
0.618 |
67.608 |
0.500 |
67.588 |
0.382 |
67.567 |
LOW |
67.500 |
0.618 |
67.392 |
1.000 |
67.325 |
1.618 |
67.217 |
2.618 |
67.042 |
4.250 |
66.756 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.783 |
67.691 |
PP |
67.685 |
67.502 |
S1 |
67.588 |
67.313 |
|