NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
69.150 |
69.300 |
0.150 |
0.2% |
69.375 |
High |
70.075 |
70.000 |
-0.075 |
-0.1% |
70.575 |
Low |
68.750 |
68.300 |
-0.450 |
-0.7% |
68.450 |
Close |
69.800 |
69.770 |
-0.030 |
0.0% |
69.800 |
Range |
1.325 |
1.700 |
0.375 |
28.3% |
2.125 |
ATR |
1.064 |
1.110 |
0.045 |
4.3% |
0.000 |
Volume |
391 |
358 |
-33 |
-8.4% |
1,437 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.457 |
73.813 |
70.705 |
|
R3 |
72.757 |
72.113 |
70.238 |
|
R2 |
71.057 |
71.057 |
70.082 |
|
R1 |
70.413 |
70.413 |
69.926 |
70.735 |
PP |
69.357 |
69.357 |
69.357 |
69.518 |
S1 |
68.713 |
68.713 |
69.614 |
69.035 |
S2 |
67.657 |
67.657 |
69.458 |
|
S3 |
65.957 |
67.013 |
69.303 |
|
S4 |
64.257 |
65.313 |
68.835 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.983 |
75.017 |
70.969 |
|
R3 |
73.858 |
72.892 |
70.384 |
|
R2 |
71.733 |
71.733 |
70.190 |
|
R1 |
70.767 |
70.767 |
69.995 |
71.250 |
PP |
69.608 |
69.608 |
69.608 |
69.850 |
S1 |
68.642 |
68.642 |
69.605 |
69.125 |
S2 |
67.483 |
67.483 |
69.410 |
|
S3 |
65.358 |
66.517 |
69.216 |
|
S4 |
63.233 |
64.392 |
68.631 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.575 |
68.300 |
2.275 |
3.3% |
1.460 |
2.1% |
65% |
False |
True |
318 |
10 |
70.575 |
66.550 |
4.025 |
5.8% |
1.263 |
1.8% |
80% |
False |
False |
183 |
20 |
70.575 |
64.550 |
6.025 |
8.6% |
0.966 |
1.4% |
87% |
False |
False |
100 |
40 |
70.575 |
64.550 |
6.025 |
8.6% |
0.596 |
0.9% |
87% |
False |
False |
52 |
60 |
70.575 |
64.550 |
6.025 |
8.6% |
0.435 |
0.6% |
87% |
False |
False |
37 |
80 |
70.575 |
62.840 |
7.735 |
11.1% |
0.326 |
0.5% |
90% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.225 |
2.618 |
74.451 |
1.618 |
72.751 |
1.000 |
71.700 |
0.618 |
71.051 |
HIGH |
70.000 |
0.618 |
69.351 |
0.500 |
69.150 |
0.382 |
68.949 |
LOW |
68.300 |
0.618 |
67.249 |
1.000 |
66.600 |
1.618 |
65.549 |
2.618 |
63.849 |
4.250 |
61.075 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
69.563 |
69.651 |
PP |
69.357 |
69.532 |
S1 |
69.150 |
69.413 |
|