NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 03-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
70.950 |
71.250 |
0.300 |
0.4% |
69.300 |
High |
71.700 |
71.875 |
0.175 |
0.2% |
71.300 |
Low |
70.050 |
71.150 |
1.100 |
1.6% |
67.600 |
Close |
71.560 |
71.870 |
0.310 |
0.4% |
70.980 |
Range |
1.650 |
0.725 |
-0.925 |
-56.1% |
3.700 |
ATR |
1.265 |
1.227 |
-0.039 |
-3.0% |
0.000 |
Volume |
1,002 |
704 |
-298 |
-29.7% |
3,932 |
|
Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.807 |
73.563 |
72.269 |
|
R3 |
73.082 |
72.838 |
72.069 |
|
R2 |
72.357 |
72.357 |
72.003 |
|
R1 |
72.113 |
72.113 |
71.936 |
72.235 |
PP |
71.632 |
71.632 |
71.632 |
71.693 |
S1 |
71.388 |
71.388 |
71.804 |
71.510 |
S2 |
70.907 |
70.907 |
71.737 |
|
S3 |
70.182 |
70.663 |
71.671 |
|
S4 |
69.457 |
69.938 |
71.471 |
|
|
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 |
71.875 |
67.600 |
4.275 |
5.9% |
1.440 |
2.0% |
100% |
True |
False |
861 |
10 |
71.875 |
67.600 |
4.275 |
5.9% |
1.505 |
2.1% |
100% |
True |
False |
683 |
20 |
71.875 |
66.300 |
5.575 |
7.8% |
1.186 |
1.7% |
100% |
True |
False |
357 |
40 |
71.875 |
64.550 |
7.325 |
10.2% |
0.803 |
1.1% |
100% |
True |
False |
183 |
60 |
71.875 |
64.550 |
7.325 |
10.2% |
0.564 |
0.8% |
100% |
True |
False |
123 |
80 |
71.875 |
62.840 |
9.035 |
12.6% |
0.435 |
0.6% |
100% |
True |
False |
94 |
100 |
71.875 |
61.190 |
10.685 |
14.9% |
0.350 |
0.5% |
100% |
True |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.956 |
2.618 |
73.773 |
1.618 |
73.048 |
1.000 |
72.600 |
0.618 |
72.323 |
HIGH |
71.875 |
0.618 |
71.598 |
0.500 |
71.513 |
0.382 |
71.427 |
LOW |
71.150 |
0.618 |
70.702 |
1.000 |
70.425 |
1.618 |
69.977 |
2.618 |
69.252 |
4.250 |
68.069 |
|
|
Fisher Pivots for day following 03-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
71.751 |
71.534 |
PP |
71.632 |
71.198 |
S1 |
71.513 |
70.863 |
|