NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
65.600 |
65.850 |
0.250 |
0.4% |
65.050 |
High |
66.300 |
67.425 |
1.125 |
1.7% |
65.250 |
Low |
65.225 |
65.800 |
0.575 |
0.9% |
62.450 |
Close |
65.960 |
66.930 |
0.970 |
1.5% |
65.080 |
Range |
1.075 |
1.625 |
0.550 |
51.2% |
2.800 |
ATR |
1.450 |
1.463 |
0.012 |
0.9% |
0.000 |
Volume |
11,740 |
12,482 |
742 |
6.3% |
56,051 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.593 |
70.887 |
67.824 |
|
R3 |
69.968 |
69.262 |
67.377 |
|
R2 |
68.343 |
68.343 |
67.228 |
|
R1 |
67.637 |
67.637 |
67.079 |
67.990 |
PP |
66.718 |
66.718 |
66.718 |
66.895 |
S1 |
66.012 |
66.012 |
66.781 |
66.365 |
S2 |
65.093 |
65.093 |
66.632 |
|
S3 |
63.468 |
64.387 |
66.483 |
|
S4 |
61.843 |
62.762 |
66.036 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.660 |
71.670 |
66.620 |
|
R3 |
69.860 |
68.870 |
65.850 |
|
R2 |
67.060 |
67.060 |
65.593 |
|
R1 |
66.070 |
66.070 |
65.337 |
66.565 |
PP |
64.260 |
64.260 |
64.260 |
64.508 |
S1 |
63.270 |
63.270 |
64.823 |
63.765 |
S2 |
61.460 |
61.460 |
64.567 |
|
S3 |
58.660 |
60.470 |
64.310 |
|
S4 |
55.860 |
57.670 |
63.540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.425 |
63.825 |
3.600 |
5.4% |
1.410 |
2.1% |
86% |
True |
False |
13,747 |
10 |
67.425 |
62.450 |
4.975 |
7.4% |
1.583 |
2.4% |
90% |
True |
False |
13,820 |
20 |
67.425 |
62.450 |
4.975 |
7.4% |
1.445 |
2.2% |
90% |
True |
False |
9,083 |
40 |
68.450 |
62.400 |
6.050 |
9.0% |
1.464 |
2.2% |
75% |
False |
False |
4,767 |
60 |
68.750 |
61.700 |
7.050 |
10.5% |
1.239 |
1.9% |
74% |
False |
False |
3,200 |
80 |
68.750 |
60.220 |
8.530 |
12.7% |
0.971 |
1.5% |
79% |
False |
False |
2,401 |
100 |
68.750 |
55.150 |
13.600 |
20.3% |
0.777 |
1.2% |
87% |
False |
False |
1,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.331 |
2.618 |
71.679 |
1.618 |
70.054 |
1.000 |
69.050 |
0.618 |
68.429 |
HIGH |
67.425 |
0.618 |
66.804 |
0.500 |
66.613 |
0.382 |
66.421 |
LOW |
65.800 |
0.618 |
64.796 |
1.000 |
64.175 |
1.618 |
63.171 |
2.618 |
61.546 |
4.250 |
58.894 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
66.824 |
66.728 |
PP |
66.718 |
66.527 |
S1 |
66.613 |
66.325 |
|