NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 29-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
69.475 |
69.850 |
0.375 |
0.5% |
69.300 |
High |
70.600 |
71.300 |
0.700 |
1.0% |
71.300 |
Low |
69.275 |
69.850 |
0.575 |
0.8% |
67.600 |
Close |
69.860 |
70.980 |
1.120 |
1.6% |
70.980 |
Range |
1.325 |
1.450 |
0.125 |
9.4% |
3.700 |
ATR |
1.219 |
1.235 |
0.017 |
1.4% |
0.000 |
Volume |
737 |
953 |
216 |
29.3% |
3,932 |
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.060 |
74.470 |
71.778 |
|
R3 |
73.610 |
73.020 |
71.379 |
|
R2 |
72.160 |
72.160 |
71.246 |
|
R1 |
71.570 |
71.570 |
71.113 |
71.865 |
PP |
70.710 |
70.710 |
70.710 |
70.858 |
S1 |
70.120 |
70.120 |
70.847 |
70.415 |
S2 |
69.260 |
69.260 |
70.714 |
|
S3 |
67.810 |
68.670 |
70.581 |
|
S4 |
66.360 |
67.220 |
70.183 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.060 |
79.720 |
73.015 |
|
R3 |
77.360 |
76.020 |
71.998 |
|
R2 |
73.660 |
73.660 |
71.658 |
|
R1 |
72.320 |
72.320 |
71.319 |
72.990 |
PP |
69.960 |
69.960 |
69.960 |
70.295 |
S1 |
68.620 |
68.620 |
70.641 |
69.290 |
S2 |
66.260 |
66.260 |
70.302 |
|
S3 |
62.560 |
64.920 |
69.963 |
|
S4 |
58.860 |
61.220 |
68.945 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.300 |
67.600 |
3.700 |
5.2% |
1.610 |
2.3% |
91% |
True |
False |
786 |
10 |
71.300 |
67.600 |
3.700 |
5.2% |
1.503 |
2.1% |
91% |
True |
False |
536 |
20 |
71.300 |
66.300 |
5.000 |
7.0% |
1.156 |
1.6% |
94% |
True |
False |
273 |
40 |
71.300 |
64.550 |
6.750 |
9.5% |
0.743 |
1.0% |
95% |
True |
False |
141 |
60 |
71.300 |
64.550 |
6.750 |
9.5% |
0.524 |
0.7% |
95% |
True |
False |
96 |
80 |
71.300 |
62.840 |
8.460 |
11.9% |
0.406 |
0.6% |
96% |
True |
False |
73 |
100 |
71.300 |
60.960 |
10.340 |
14.6% |
0.326 |
0.5% |
97% |
True |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.463 |
2.618 |
75.096 |
1.618 |
73.646 |
1.000 |
72.750 |
0.618 |
72.196 |
HIGH |
71.300 |
0.618 |
70.746 |
0.500 |
70.575 |
0.382 |
70.404 |
LOW |
69.850 |
0.618 |
68.954 |
1.000 |
68.400 |
1.618 |
67.504 |
2.618 |
66.054 |
4.250 |
63.688 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
70.845 |
70.470 |
PP |
70.710 |
69.960 |
S1 |
70.575 |
69.450 |
|