NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 05-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
71.575 |
71.575 |
0.000 |
0.0% |
69.300 |
High |
71.925 |
72.600 |
0.675 |
0.9% |
71.300 |
Low |
71.400 |
71.100 |
-0.300 |
-0.4% |
67.600 |
Close |
71.925 |
72.150 |
0.225 |
0.3% |
70.980 |
Range |
0.525 |
1.500 |
0.975 |
185.7% |
3.700 |
ATR |
1.176 |
1.200 |
0.023 |
2.0% |
0.000 |
Volume |
704 |
523 |
-181 |
-25.7% |
3,932 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.450 |
75.800 |
72.975 |
|
R3 |
74.950 |
74.300 |
72.563 |
|
R2 |
73.450 |
73.450 |
72.425 |
|
R1 |
72.800 |
72.800 |
72.288 |
73.125 |
PP |
71.950 |
71.950 |
71.950 |
72.113 |
S1 |
71.300 |
71.300 |
72.013 |
71.625 |
S2 |
70.450 |
70.450 |
71.875 |
|
S3 |
68.950 |
69.800 |
71.738 |
|
S4 |
67.450 |
68.300 |
71.325 |
|
|
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 |
72.600 |
69.850 |
2.750 |
3.8% |
1.170 |
1.6% |
84% |
True |
False |
777 |
10 |
72.600 |
67.600 |
5.000 |
6.9% |
1.378 |
1.9% |
91% |
True |
False |
725 |
20 |
72.600 |
66.300 |
6.300 |
8.7% |
1.230 |
1.7% |
93% |
True |
False |
418 |
40 |
72.600 |
64.550 |
8.050 |
11.2% |
0.853 |
1.2% |
94% |
True |
False |
214 |
60 |
72.600 |
64.550 |
8.050 |
11.2% |
0.598 |
0.8% |
94% |
True |
False |
143 |
80 |
72.600 |
62.840 |
9.760 |
13.5% |
0.461 |
0.6% |
95% |
True |
False |
109 |
100 |
72.600 |
61.190 |
11.410 |
15.8% |
0.370 |
0.5% |
96% |
True |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.975 |
2.618 |
76.527 |
1.618 |
75.027 |
1.000 |
74.100 |
0.618 |
73.527 |
HIGH |
72.600 |
0.618 |
72.027 |
0.500 |
71.850 |
0.382 |
71.673 |
LOW |
71.100 |
0.618 |
70.173 |
1.000 |
69.600 |
1.618 |
68.673 |
2.618 |
67.173 |
4.250 |
64.725 |
|
|
Fisher Pivots for day following 05-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
72.050 |
72.050 |
PP |
71.950 |
71.950 |
S1 |
71.850 |
71.850 |
|