NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.875 |
69.375 |
0.500 |
0.7% |
66.425 |
High |
69.500 |
70.325 |
0.825 |
1.2% |
69.500 |
Low |
68.675 |
68.950 |
0.275 |
0.4% |
66.425 |
Close |
69.360 |
70.320 |
0.960 |
1.4% |
69.360 |
Range |
0.825 |
1.375 |
0.550 |
66.7% |
3.075 |
ATR |
0.910 |
0.944 |
0.033 |
3.6% |
0.000 |
Volume |
11 |
205 |
194 |
1,763.6% |
58 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.990 |
73.530 |
71.076 |
|
R3 |
72.615 |
72.155 |
70.698 |
|
R2 |
71.240 |
71.240 |
70.572 |
|
R1 |
70.780 |
70.780 |
70.446 |
71.010 |
PP |
69.865 |
69.865 |
69.865 |
69.980 |
S1 |
69.405 |
69.405 |
70.194 |
69.635 |
S2 |
68.490 |
68.490 |
70.068 |
|
S3 |
67.115 |
68.030 |
69.942 |
|
S4 |
65.740 |
66.655 |
69.564 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.653 |
76.582 |
71.051 |
|
R3 |
74.578 |
73.507 |
70.206 |
|
R2 |
71.503 |
71.503 |
69.924 |
|
R1 |
70.432 |
70.432 |
69.642 |
70.968 |
PP |
68.428 |
68.428 |
68.428 |
68.696 |
S1 |
67.357 |
67.357 |
69.078 |
67.893 |
S2 |
65.353 |
65.353 |
68.796 |
|
S3 |
62.278 |
64.282 |
68.514 |
|
S4 |
59.203 |
61.207 |
67.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.325 |
66.550 |
3.775 |
5.4% |
1.065 |
1.5% |
100% |
True |
False |
49 |
10 |
70.325 |
66.300 |
4.025 |
5.7% |
0.770 |
1.1% |
100% |
True |
False |
29 |
20 |
70.325 |
64.550 |
5.775 |
8.2% |
0.711 |
1.0% |
100% |
True |
False |
22 |
40 |
70.325 |
64.550 |
5.775 |
8.2% |
0.445 |
0.6% |
100% |
True |
False |
12 |
60 |
70.325 |
64.550 |
5.775 |
8.2% |
0.313 |
0.4% |
100% |
True |
False |
11 |
80 |
70.325 |
62.840 |
7.485 |
10.6% |
0.237 |
0.3% |
100% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.169 |
2.618 |
73.925 |
1.618 |
72.550 |
1.000 |
71.700 |
0.618 |
71.175 |
HIGH |
70.325 |
0.618 |
69.800 |
0.500 |
69.638 |
0.382 |
69.475 |
LOW |
68.950 |
0.618 |
68.100 |
1.000 |
67.575 |
1.618 |
66.725 |
2.618 |
65.350 |
4.250 |
63.106 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
70.093 |
69.872 |
PP |
69.865 |
69.423 |
S1 |
69.638 |
68.975 |
|