NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.475 |
66.425 |
-1.050 |
-1.6% |
66.425 |
High |
67.525 |
66.425 |
-1.100 |
-1.6% |
69.050 |
Low |
66.300 |
66.425 |
0.125 |
0.2% |
66.300 |
Close |
66.300 |
67.510 |
1.210 |
1.8% |
66.300 |
Range |
1.225 |
0.000 |
-1.225 |
-100.0% |
2.750 |
ATR |
0.906 |
0.850 |
-0.056 |
-6.2% |
0.000 |
Volume |
14 |
18 |
4 |
28.6% |
49 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.787 |
67.148 |
67.510 |
|
R3 |
66.787 |
67.148 |
67.510 |
|
R2 |
66.787 |
66.787 |
67.510 |
|
R1 |
67.148 |
67.148 |
67.510 |
66.968 |
PP |
66.787 |
66.787 |
66.787 |
66.696 |
S1 |
67.148 |
67.148 |
67.510 |
66.968 |
S2 |
66.787 |
66.787 |
67.510 |
|
S3 |
66.787 |
67.148 |
67.510 |
|
S4 |
66.787 |
67.148 |
67.510 |
|
|
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% |
0.475 |
0.7% |
44% |
False |
False |
10 |
10 |
69.050 |
64.550 |
4.500 |
6.7% |
0.670 |
1.0% |
66% |
False |
False |
17 |
20 |
69.050 |
64.550 |
4.500 |
6.7% |
0.538 |
0.8% |
66% |
False |
False |
11 |
40 |
69.340 |
64.550 |
4.790 |
7.1% |
0.312 |
0.5% |
62% |
False |
False |
6 |
60 |
69.575 |
62.840 |
6.735 |
10.0% |
0.224 |
0.3% |
69% |
False |
False |
7 |
80 |
69.575 |
61.200 |
8.375 |
12.4% |
0.170 |
0.3% |
75% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.425 |
2.618 |
66.425 |
1.618 |
66.425 |
1.000 |
66.425 |
0.618 |
66.425 |
HIGH |
66.425 |
0.618 |
66.425 |
0.500 |
66.425 |
0.382 |
66.425 |
LOW |
66.425 |
0.618 |
66.425 |
1.000 |
66.425 |
1.618 |
66.425 |
2.618 |
66.425 |
4.250 |
66.425 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.148 |
67.675 |
PP |
66.787 |
67.620 |
S1 |
66.425 |
67.565 |
|