NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 27-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
69.075 |
67.875 |
-1.200 |
-1.7% |
68.600 |
High |
69.175 |
69.350 |
0.175 |
0.3% |
69.950 |
Low |
67.600 |
67.075 |
-0.525 |
-0.8% |
67.650 |
Close |
67.770 |
68.970 |
1.200 |
1.8% |
69.140 |
Range |
1.575 |
2.275 |
0.700 |
44.4% |
2.300 |
ATR |
1.434 |
1.494 |
0.060 |
4.2% |
0.000 |
Volume |
18,441 |
14,367 |
-4,074 |
-22.1% |
60,204 |
|
Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.290 |
74.405 |
70.221 |
|
R3 |
73.015 |
72.130 |
69.596 |
|
R2 |
70.740 |
70.740 |
69.387 |
|
R1 |
69.855 |
69.855 |
69.179 |
70.298 |
PP |
68.465 |
68.465 |
68.465 |
68.686 |
S1 |
67.580 |
67.580 |
68.761 |
68.023 |
S2 |
66.190 |
66.190 |
68.553 |
|
S3 |
63.915 |
65.305 |
68.344 |
|
S4 |
61.640 |
63.030 |
67.719 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.813 |
74.777 |
70.405 |
|
R3 |
73.513 |
72.477 |
69.773 |
|
R2 |
71.213 |
71.213 |
69.562 |
|
R1 |
70.177 |
70.177 |
69.351 |
70.695 |
PP |
68.913 |
68.913 |
68.913 |
69.173 |
S1 |
67.877 |
67.877 |
68.929 |
68.395 |
S2 |
66.613 |
66.613 |
68.718 |
|
S3 |
64.313 |
65.577 |
68.508 |
|
S4 |
62.013 |
63.277 |
67.875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.875 |
67.075 |
2.800 |
4.1% |
1.735 |
2.5% |
68% |
False |
True |
16,836 |
10 |
69.950 |
66.675 |
3.275 |
4.7% |
1.628 |
2.4% |
70% |
False |
False |
11,007 |
20 |
69.950 |
63.500 |
6.450 |
9.4% |
1.534 |
2.2% |
85% |
False |
False |
5,941 |
40 |
69.950 |
63.500 |
6.450 |
9.4% |
1.274 |
1.8% |
85% |
False |
False |
3,043 |
60 |
69.950 |
63.500 |
6.450 |
9.4% |
0.991 |
1.4% |
85% |
False |
False |
2,031 |
80 |
69.950 |
61.900 |
8.050 |
11.7% |
0.834 |
1.2% |
88% |
False |
False |
1,525 |
100 |
69.950 |
60.550 |
9.400 |
13.6% |
0.668 |
1.0% |
90% |
False |
False |
1,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.019 |
2.618 |
75.306 |
1.618 |
73.031 |
1.000 |
71.625 |
0.618 |
70.756 |
HIGH |
69.350 |
0.618 |
68.481 |
0.500 |
68.213 |
0.382 |
67.944 |
LOW |
67.075 |
0.618 |
65.669 |
1.000 |
64.800 |
1.618 |
63.394 |
2.618 |
61.119 |
4.250 |
57.406 |
|
|
Fisher Pivots for day following 27-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.718 |
68.734 |
PP |
68.465 |
68.498 |
S1 |
68.213 |
68.263 |
|