NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
66.900 |
67.500 |
0.600 |
0.9% |
65.800 |
| High |
68.300 |
67.575 |
-0.725 |
-1.1% |
68.300 |
| Low |
66.875 |
65.250 |
-1.625 |
-2.4% |
65.250 |
| Close |
67.740 |
65.450 |
-2.290 |
-3.4% |
65.450 |
| Range |
1.425 |
2.325 |
0.900 |
63.2% |
3.050 |
| ATR |
1.192 |
1.284 |
0.093 |
7.8% |
0.000 |
| Volume |
1,033 |
1,493 |
460 |
44.5% |
4,236 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.067 |
71.583 |
66.729 |
|
| R3 |
70.742 |
69.258 |
66.089 |
|
| R2 |
68.417 |
68.417 |
65.876 |
|
| R1 |
66.933 |
66.933 |
65.663 |
66.513 |
| PP |
66.092 |
66.092 |
66.092 |
65.881 |
| S1 |
64.608 |
64.608 |
65.237 |
64.188 |
| S2 |
63.767 |
63.767 |
65.024 |
|
| S3 |
61.442 |
62.283 |
64.811 |
|
| S4 |
59.117 |
59.958 |
64.171 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.483 |
73.517 |
67.128 |
|
| R3 |
72.433 |
70.467 |
66.289 |
|
| R2 |
69.383 |
69.383 |
66.009 |
|
| R1 |
67.417 |
67.417 |
65.730 |
66.875 |
| PP |
66.333 |
66.333 |
66.333 |
66.063 |
| S1 |
64.367 |
64.367 |
65.170 |
63.825 |
| S2 |
63.283 |
63.283 |
64.891 |
|
| S3 |
60.233 |
61.317 |
64.611 |
|
| S4 |
57.183 |
58.267 |
63.773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.300 |
65.250 |
3.050 |
4.7% |
1.465 |
2.2% |
7% |
False |
True |
847 |
| 10 |
68.300 |
63.500 |
4.800 |
7.3% |
1.358 |
2.1% |
41% |
False |
False |
685 |
| 20 |
68.300 |
63.500 |
4.800 |
7.3% |
1.236 |
1.9% |
41% |
False |
False |
423 |
| 40 |
69.000 |
63.500 |
5.500 |
8.4% |
0.966 |
1.5% |
35% |
False |
False |
214 |
| 60 |
69.275 |
62.200 |
7.075 |
10.8% |
0.698 |
1.1% |
46% |
False |
False |
147 |
| 80 |
69.275 |
60.650 |
8.625 |
13.2% |
0.579 |
0.9% |
56% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.456 |
|
2.618 |
73.662 |
|
1.618 |
71.337 |
|
1.000 |
69.900 |
|
0.618 |
69.012 |
|
HIGH |
67.575 |
|
0.618 |
66.687 |
|
0.500 |
66.413 |
|
0.382 |
66.138 |
|
LOW |
65.250 |
|
0.618 |
63.813 |
|
1.000 |
62.925 |
|
1.618 |
61.488 |
|
2.618 |
59.163 |
|
4.250 |
55.369 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
66.413 |
66.775 |
| PP |
66.092 |
66.333 |
| S1 |
65.771 |
65.892 |
|