NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
68.800 |
69.075 |
0.275 |
0.4% |
68.600 |
High |
69.450 |
69.175 |
-0.275 |
-0.4% |
69.950 |
Low |
67.550 |
67.600 |
0.050 |
0.1% |
67.650 |
Close |
69.180 |
67.770 |
-1.410 |
-2.0% |
69.140 |
Range |
1.900 |
1.575 |
-0.325 |
-17.1% |
2.300 |
ATR |
1.423 |
1.434 |
0.011 |
0.8% |
0.000 |
Volume |
12,847 |
18,441 |
5,594 |
43.5% |
60,204 |
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.907 |
71.913 |
68.636 |
|
R3 |
71.332 |
70.338 |
68.203 |
|
R2 |
69.757 |
69.757 |
68.059 |
|
R1 |
68.763 |
68.763 |
67.914 |
68.473 |
PP |
68.182 |
68.182 |
68.182 |
68.036 |
S1 |
67.188 |
67.188 |
67.626 |
66.898 |
S2 |
66.607 |
66.607 |
67.481 |
|
S3 |
65.032 |
65.613 |
67.337 |
|
S4 |
63.457 |
64.038 |
66.904 |
|
|
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 |
67.550 |
2.325 |
3.4% |
1.670 |
2.5% |
9% |
False |
False |
16,365 |
10 |
69.950 |
65.600 |
4.350 |
6.4% |
1.555 |
2.3% |
50% |
False |
False |
9,670 |
20 |
69.950 |
63.500 |
6.450 |
9.5% |
1.456 |
2.1% |
66% |
False |
False |
5,245 |
40 |
69.950 |
63.500 |
6.450 |
9.5% |
1.254 |
1.9% |
66% |
False |
False |
2,684 |
60 |
69.950 |
63.500 |
6.450 |
9.5% |
0.959 |
1.4% |
66% |
False |
False |
1,792 |
80 |
69.950 |
61.900 |
8.050 |
11.9% |
0.806 |
1.2% |
73% |
False |
False |
1,345 |
100 |
69.950 |
60.550 |
9.400 |
13.9% |
0.645 |
1.0% |
77% |
False |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.869 |
2.618 |
73.298 |
1.618 |
71.723 |
1.000 |
70.750 |
0.618 |
70.148 |
HIGH |
69.175 |
0.618 |
68.573 |
0.500 |
68.388 |
0.382 |
68.202 |
LOW |
67.600 |
0.618 |
66.627 |
1.000 |
66.025 |
1.618 |
65.052 |
2.618 |
63.477 |
4.250 |
60.906 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
68.388 |
68.525 |
PP |
68.182 |
68.273 |
S1 |
67.976 |
68.022 |
|