NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
64.500 |
65.175 |
0.675 |
1.0% |
66.025 |
| High |
64.925 |
66.225 |
1.300 |
2.0% |
66.225 |
| Low |
63.500 |
64.750 |
1.250 |
2.0% |
63.500 |
| Close |
64.990 |
66.120 |
1.130 |
1.7% |
66.120 |
| Range |
1.425 |
1.475 |
0.050 |
3.5% |
2.725 |
| ATR |
1.143 |
1.167 |
0.024 |
2.1% |
0.000 |
| Volume |
667 |
736 |
69 |
10.3% |
2,005 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.123 |
69.597 |
66.931 |
|
| R3 |
68.648 |
68.122 |
66.526 |
|
| R2 |
67.173 |
67.173 |
66.390 |
|
| R1 |
66.647 |
66.647 |
66.255 |
66.910 |
| PP |
65.698 |
65.698 |
65.698 |
65.830 |
| S1 |
65.172 |
65.172 |
65.985 |
65.435 |
| S2 |
64.223 |
64.223 |
65.850 |
|
| S3 |
62.748 |
63.697 |
65.714 |
|
| S4 |
61.273 |
62.222 |
65.309 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.457 |
72.513 |
67.619 |
|
| R3 |
70.732 |
69.788 |
66.869 |
|
| R2 |
68.007 |
68.007 |
66.620 |
|
| R1 |
67.063 |
67.063 |
66.370 |
67.535 |
| PP |
65.282 |
65.282 |
65.282 |
65.518 |
| S1 |
64.338 |
64.338 |
65.870 |
64.810 |
| S2 |
62.557 |
62.557 |
65.620 |
|
| S3 |
59.832 |
61.613 |
65.371 |
|
| S4 |
57.107 |
58.888 |
64.621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.525 |
63.500 |
3.025 |
4.6% |
1.250 |
1.9% |
87% |
False |
False |
522 |
| 10 |
68.150 |
63.500 |
4.650 |
7.0% |
1.335 |
2.0% |
56% |
False |
False |
415 |
| 20 |
68.150 |
63.500 |
4.650 |
7.0% |
1.055 |
1.6% |
56% |
False |
False |
213 |
| 40 |
69.000 |
63.500 |
5.500 |
8.3% |
0.793 |
1.2% |
48% |
False |
False |
110 |
| 60 |
69.275 |
61.900 |
7.375 |
11.2% |
0.650 |
1.0% |
57% |
False |
False |
76 |
| 80 |
69.275 |
60.650 |
8.625 |
13.0% |
0.487 |
0.7% |
63% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.494 |
|
2.618 |
70.087 |
|
1.618 |
68.612 |
|
1.000 |
67.700 |
|
0.618 |
67.137 |
|
HIGH |
66.225 |
|
0.618 |
65.662 |
|
0.500 |
65.488 |
|
0.382 |
65.313 |
|
LOW |
64.750 |
|
0.618 |
63.838 |
|
1.000 |
63.275 |
|
1.618 |
62.363 |
|
2.618 |
60.888 |
|
4.250 |
58.481 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
65.909 |
65.701 |
| PP |
65.698 |
65.282 |
| S1 |
65.488 |
64.863 |
|