NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
69.375 |
70.300 |
0.925 |
1.3% |
66.425 |
High |
70.325 |
70.575 |
0.250 |
0.4% |
69.500 |
Low |
68.950 |
69.600 |
0.650 |
0.9% |
66.425 |
Close |
70.320 |
70.230 |
-0.090 |
-0.1% |
69.360 |
Range |
1.375 |
0.975 |
-0.400 |
-29.1% |
3.075 |
ATR |
0.944 |
0.946 |
0.002 |
0.2% |
0.000 |
Volume |
205 |
31 |
-174 |
-84.9% |
58 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.060 |
72.620 |
70.766 |
|
R3 |
72.085 |
71.645 |
70.498 |
|
R2 |
71.110 |
71.110 |
70.409 |
|
R1 |
70.670 |
70.670 |
70.319 |
70.403 |
PP |
70.135 |
70.135 |
70.135 |
70.001 |
S1 |
69.695 |
69.695 |
70.141 |
69.428 |
S2 |
69.160 |
69.160 |
70.051 |
|
S3 |
68.185 |
68.720 |
69.962 |
|
S4 |
67.210 |
67.745 |
69.694 |
|
|
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 |
70.575 |
66.725 |
3.850 |
5.5% |
1.150 |
1.6% |
91% |
True |
False |
54 |
10 |
70.575 |
66.300 |
4.275 |
6.1% |
0.868 |
1.2% |
92% |
True |
False |
31 |
20 |
70.575 |
64.550 |
6.025 |
8.6% |
0.760 |
1.1% |
94% |
True |
False |
24 |
40 |
70.575 |
64.550 |
6.025 |
8.6% |
0.438 |
0.6% |
94% |
True |
False |
13 |
60 |
70.575 |
64.550 |
6.025 |
8.6% |
0.329 |
0.5% |
94% |
True |
False |
11 |
80 |
70.575 |
62.840 |
7.735 |
11.0% |
0.249 |
0.4% |
96% |
True |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.719 |
2.618 |
73.128 |
1.618 |
72.153 |
1.000 |
71.550 |
0.618 |
71.178 |
HIGH |
70.575 |
0.618 |
70.203 |
0.500 |
70.088 |
0.382 |
69.972 |
LOW |
69.600 |
0.618 |
68.997 |
1.000 |
68.625 |
1.618 |
68.022 |
2.618 |
67.047 |
4.250 |
65.456 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
70.183 |
70.028 |
PP |
70.135 |
69.827 |
S1 |
70.088 |
69.625 |
|