NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
69.850 |
70.950 |
1.100 |
1.6% |
69.300 |
High |
71.300 |
71.700 |
0.400 |
0.6% |
71.300 |
Low |
69.850 |
70.050 |
0.200 |
0.3% |
67.600 |
Close |
70.980 |
71.560 |
0.580 |
0.8% |
70.980 |
Range |
1.450 |
1.650 |
0.200 |
13.8% |
3.700 |
ATR |
1.235 |
1.265 |
0.030 |
2.4% |
0.000 |
Volume |
953 |
1,002 |
49 |
5.1% |
3,932 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.053 |
75.457 |
72.468 |
|
R3 |
74.403 |
73.807 |
72.014 |
|
R2 |
72.753 |
72.753 |
71.863 |
|
R1 |
72.157 |
72.157 |
71.711 |
72.455 |
PP |
71.103 |
71.103 |
71.103 |
71.253 |
S1 |
70.507 |
70.507 |
71.409 |
70.805 |
S2 |
69.453 |
69.453 |
71.258 |
|
S3 |
67.803 |
68.857 |
71.106 |
|
S4 |
66.153 |
67.207 |
70.653 |
|
|
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 |
71.700 |
67.600 |
4.100 |
5.7% |
1.600 |
2.2% |
97% |
True |
False |
915 |
10 |
71.700 |
67.600 |
4.100 |
5.7% |
1.530 |
2.1% |
97% |
True |
False |
616 |
20 |
71.700 |
66.300 |
5.400 |
7.5% |
1.150 |
1.6% |
97% |
True |
False |
323 |
40 |
71.700 |
64.550 |
7.150 |
10.0% |
0.784 |
1.1% |
98% |
True |
False |
166 |
60 |
71.700 |
64.550 |
7.150 |
10.0% |
0.552 |
0.8% |
98% |
True |
False |
112 |
80 |
71.700 |
62.840 |
8.860 |
12.4% |
0.426 |
0.6% |
98% |
True |
False |
85 |
100 |
71.700 |
61.190 |
10.510 |
14.7% |
0.343 |
0.5% |
99% |
True |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.713 |
2.618 |
76.020 |
1.618 |
74.370 |
1.000 |
73.350 |
0.618 |
72.720 |
HIGH |
71.700 |
0.618 |
71.070 |
0.500 |
70.875 |
0.382 |
70.680 |
LOW |
70.050 |
0.618 |
69.030 |
1.000 |
68.400 |
1.618 |
67.380 |
2.618 |
65.730 |
4.250 |
63.038 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
71.332 |
71.203 |
PP |
71.103 |
70.845 |
S1 |
70.875 |
70.488 |
|