NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
67.100 |
66.900 |
-0.200 |
-0.3% |
66.425 |
High |
67.100 |
68.075 |
0.975 |
1.5% |
69.050 |
Low |
66.550 |
66.725 |
0.175 |
0.3% |
66.300 |
Close |
66.980 |
67.830 |
0.850 |
1.3% |
66.300 |
Range |
0.550 |
1.350 |
0.800 |
145.5% |
2.750 |
ATR |
0.858 |
0.893 |
0.035 |
4.1% |
0.000 |
Volume |
3 |
13 |
10 |
333.3% |
49 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.593 |
71.062 |
68.573 |
|
R3 |
70.243 |
69.712 |
68.201 |
|
R2 |
68.893 |
68.893 |
68.078 |
|
R1 |
68.362 |
68.362 |
67.954 |
68.628 |
PP |
67.543 |
67.543 |
67.543 |
67.676 |
S1 |
67.012 |
67.012 |
67.706 |
67.278 |
S2 |
66.193 |
66.193 |
67.583 |
|
S3 |
64.843 |
65.662 |
67.459 |
|
S4 |
63.493 |
64.312 |
67.088 |
|
|
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% |
0.820 |
1.2% |
56% |
False |
False |
10 |
10 |
69.050 |
64.550 |
4.500 |
6.6% |
0.813 |
1.2% |
73% |
False |
False |
17 |
20 |
69.050 |
64.550 |
4.500 |
6.6% |
0.628 |
0.9% |
73% |
False |
False |
12 |
40 |
69.340 |
64.550 |
4.790 |
7.1% |
0.359 |
0.5% |
68% |
False |
False |
7 |
60 |
69.575 |
62.840 |
6.735 |
9.9% |
0.256 |
0.4% |
74% |
False |
False |
7 |
80 |
69.575 |
61.640 |
7.935 |
11.7% |
0.194 |
0.3% |
78% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.813 |
2.618 |
71.609 |
1.618 |
70.259 |
1.000 |
69.425 |
0.618 |
68.909 |
HIGH |
68.075 |
0.618 |
67.559 |
0.500 |
67.400 |
0.382 |
67.241 |
LOW |
66.725 |
0.618 |
65.891 |
1.000 |
65.375 |
1.618 |
64.541 |
2.618 |
63.191 |
4.250 |
60.988 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
67.687 |
67.637 |
PP |
67.543 |
67.443 |
S1 |
67.400 |
67.250 |
|