NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
69.300 |
69.625 |
0.325 |
0.5% |
69.375 |
High |
70.000 |
69.675 |
-0.325 |
-0.5% |
70.575 |
Low |
68.300 |
68.150 |
-0.150 |
-0.2% |
68.450 |
Close |
69.770 |
68.250 |
-1.520 |
-2.2% |
69.800 |
Range |
1.700 |
1.525 |
-0.175 |
-10.3% |
2.125 |
ATR |
1.110 |
1.146 |
0.036 |
3.3% |
0.000 |
Volume |
358 |
975 |
617 |
172.3% |
1,437 |
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.267 |
72.283 |
69.089 |
|
R3 |
71.742 |
70.758 |
68.669 |
|
R2 |
70.217 |
70.217 |
68.530 |
|
R1 |
69.233 |
69.233 |
68.390 |
68.963 |
PP |
68.692 |
68.692 |
68.692 |
68.556 |
S1 |
67.708 |
67.708 |
68.110 |
67.438 |
S2 |
67.167 |
67.167 |
67.970 |
|
S3 |
65.642 |
66.183 |
67.831 |
|
S4 |
64.117 |
64.658 |
67.411 |
|
|
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 |
70.525 |
68.150 |
2.375 |
3.5% |
1.570 |
2.3% |
4% |
False |
True |
506 |
10 |
70.575 |
66.725 |
3.850 |
5.6% |
1.360 |
2.0% |
40% |
False |
False |
280 |
20 |
70.575 |
64.550 |
6.025 |
8.8% |
1.029 |
1.5% |
61% |
False |
False |
149 |
40 |
70.575 |
64.550 |
6.025 |
8.8% |
0.634 |
0.9% |
61% |
False |
False |
76 |
60 |
70.575 |
64.550 |
6.025 |
8.8% |
0.444 |
0.7% |
61% |
False |
False |
53 |
80 |
70.575 |
62.840 |
7.735 |
11.3% |
0.345 |
0.5% |
70% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.156 |
2.618 |
73.667 |
1.618 |
72.142 |
1.000 |
71.200 |
0.618 |
70.617 |
HIGH |
69.675 |
0.618 |
69.092 |
0.500 |
68.913 |
0.382 |
68.733 |
LOW |
68.150 |
0.618 |
67.208 |
1.000 |
66.625 |
1.618 |
65.683 |
2.618 |
64.158 |
4.250 |
61.669 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.913 |
69.113 |
PP |
68.692 |
68.825 |
S1 |
68.471 |
68.538 |
|