NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.075 |
67.475 |
-0.600 |
-0.9% |
66.425 |
High |
69.050 |
67.525 |
-1.525 |
-2.2% |
69.050 |
Low |
68.075 |
66.300 |
-1.775 |
-2.6% |
66.300 |
Close |
68.570 |
66.300 |
-2.270 |
-3.3% |
66.300 |
Range |
0.975 |
1.225 |
0.250 |
25.6% |
2.750 |
ATR |
0.801 |
0.906 |
0.105 |
13.1% |
0.000 |
Volume |
3 |
14 |
11 |
366.7% |
49 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.383 |
69.567 |
66.974 |
|
R3 |
69.158 |
68.342 |
66.637 |
|
R2 |
67.933 |
67.933 |
66.525 |
|
R1 |
67.117 |
67.117 |
66.412 |
66.913 |
PP |
66.708 |
66.708 |
66.708 |
66.606 |
S1 |
65.892 |
65.892 |
66.188 |
65.688 |
S2 |
65.483 |
65.483 |
66.075 |
|
S3 |
64.258 |
64.667 |
65.963 |
|
S4 |
63.033 |
63.442 |
65.626 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.467 |
73.633 |
67.813 |
|
R3 |
72.717 |
70.883 |
67.056 |
|
R2 |
69.967 |
69.967 |
66.804 |
|
R1 |
68.133 |
68.133 |
66.552 |
67.675 |
PP |
67.217 |
67.217 |
67.217 |
66.988 |
S1 |
65.383 |
65.383 |
66.048 |
64.925 |
S2 |
64.467 |
64.467 |
65.796 |
|
S3 |
61.717 |
62.633 |
65.544 |
|
S4 |
58.967 |
59.883 |
64.788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.050 |
66.300 |
2.750 |
4.1% |
0.830 |
1.3% |
0% |
False |
True |
9 |
10 |
69.050 |
64.550 |
4.500 |
6.8% |
0.698 |
1.1% |
39% |
False |
False |
17 |
20 |
69.050 |
64.550 |
4.500 |
6.8% |
0.538 |
0.8% |
39% |
False |
False |
11 |
40 |
69.340 |
64.550 |
4.790 |
7.2% |
0.312 |
0.5% |
37% |
False |
False |
6 |
60 |
69.575 |
62.840 |
6.735 |
10.2% |
0.225 |
0.3% |
51% |
False |
False |
6 |
80 |
69.575 |
61.190 |
8.385 |
12.6% |
0.170 |
0.3% |
61% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.731 |
2.618 |
70.732 |
1.618 |
69.507 |
1.000 |
68.750 |
0.618 |
68.282 |
HIGH |
67.525 |
0.618 |
67.057 |
0.500 |
66.913 |
0.382 |
66.768 |
LOW |
66.300 |
0.618 |
65.543 |
1.000 |
65.075 |
1.618 |
64.318 |
2.618 |
63.093 |
4.250 |
61.094 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.913 |
67.675 |
PP |
66.708 |
67.217 |
S1 |
66.504 |
66.758 |
|