NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.425 |
67.100 |
0.675 |
1.0% |
66.425 |
High |
66.425 |
67.100 |
0.675 |
1.0% |
69.050 |
Low |
66.425 |
66.550 |
0.125 |
0.2% |
66.300 |
Close |
67.510 |
66.980 |
-0.530 |
-0.8% |
66.300 |
Range |
0.000 |
0.550 |
0.550 |
|
2.750 |
ATR |
0.850 |
0.858 |
0.008 |
0.9% |
0.000 |
Volume |
18 |
3 |
-15 |
-83.3% |
49 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.527 |
68.303 |
67.283 |
|
R3 |
67.977 |
67.753 |
67.131 |
|
R2 |
67.427 |
67.427 |
67.081 |
|
R1 |
67.203 |
67.203 |
67.030 |
67.040 |
PP |
66.877 |
66.877 |
66.877 |
66.795 |
S1 |
66.653 |
66.653 |
66.930 |
66.490 |
S2 |
66.327 |
66.327 |
66.879 |
|
S3 |
65.777 |
66.103 |
66.829 |
|
S4 |
65.227 |
65.553 |
66.678 |
|
|
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% |
0.585 |
0.9% |
25% |
False |
False |
8 |
10 |
69.050 |
64.550 |
4.500 |
6.7% |
0.698 |
1.0% |
54% |
False |
False |
17 |
20 |
69.050 |
64.550 |
4.500 |
6.7% |
0.560 |
0.8% |
54% |
False |
False |
11 |
40 |
69.340 |
64.550 |
4.790 |
7.2% |
0.326 |
0.5% |
51% |
False |
False |
6 |
60 |
69.575 |
62.840 |
6.735 |
10.1% |
0.233 |
0.3% |
61% |
False |
False |
7 |
80 |
69.575 |
61.640 |
7.935 |
11.8% |
0.177 |
0.3% |
67% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.438 |
2.618 |
68.540 |
1.618 |
67.990 |
1.000 |
67.650 |
0.618 |
67.440 |
HIGH |
67.100 |
0.618 |
66.890 |
0.500 |
66.825 |
0.382 |
66.760 |
LOW |
66.550 |
0.618 |
66.210 |
1.000 |
66.000 |
1.618 |
65.660 |
2.618 |
65.110 |
4.250 |
64.213 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.928 |
66.958 |
PP |
66.877 |
66.935 |
S1 |
66.825 |
66.913 |
|