NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
66.900 |
67.625 |
0.725 |
1.1% |
66.425 |
High |
68.075 |
68.850 |
0.775 |
1.1% |
69.050 |
Low |
66.725 |
67.625 |
0.900 |
1.3% |
66.300 |
Close |
67.830 |
68.910 |
1.080 |
1.6% |
66.300 |
Range |
1.350 |
1.225 |
-0.125 |
-9.3% |
2.750 |
ATR |
0.893 |
0.917 |
0.024 |
2.7% |
0.000 |
Volume |
13 |
13 |
0 |
0.0% |
49 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.137 |
71.748 |
69.584 |
|
R3 |
70.912 |
70.523 |
69.247 |
|
R2 |
69.687 |
69.687 |
69.135 |
|
R1 |
69.298 |
69.298 |
69.022 |
69.493 |
PP |
68.462 |
68.462 |
68.462 |
68.559 |
S1 |
68.073 |
68.073 |
68.798 |
68.268 |
S2 |
67.237 |
67.237 |
68.685 |
|
S3 |
66.012 |
66.848 |
68.573 |
|
S4 |
64.787 |
65.623 |
68.236 |
|
|
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 |
68.850 |
66.300 |
2.550 |
3.7% |
0.870 |
1.3% |
102% |
True |
False |
12 |
10 |
69.050 |
65.600 |
3.450 |
5.0% |
0.818 |
1.2% |
96% |
False |
False |
17 |
20 |
69.050 |
64.550 |
4.500 |
6.5% |
0.689 |
1.0% |
97% |
False |
False |
12 |
40 |
69.340 |
64.550 |
4.790 |
7.0% |
0.390 |
0.6% |
91% |
False |
False |
7 |
60 |
69.575 |
63.390 |
6.185 |
9.0% |
0.276 |
0.4% |
89% |
False |
False |
7 |
80 |
69.575 |
62.840 |
6.735 |
9.8% |
0.209 |
0.3% |
90% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.056 |
2.618 |
72.057 |
1.618 |
70.832 |
1.000 |
70.075 |
0.618 |
69.607 |
HIGH |
68.850 |
0.618 |
68.382 |
0.500 |
68.238 |
0.382 |
68.093 |
LOW |
67.625 |
0.618 |
66.868 |
1.000 |
66.400 |
1.618 |
65.643 |
2.618 |
64.418 |
4.250 |
62.419 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.686 |
68.507 |
PP |
68.462 |
68.103 |
S1 |
68.238 |
67.700 |
|