NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
69.000 |
69.650 |
0.650 |
0.9% |
68.800 |
| High |
70.525 |
71.075 |
0.550 |
0.8% |
71.075 |
| Low |
68.925 |
69.475 |
0.550 |
0.8% |
67.075 |
| Close |
69.570 |
70.680 |
1.110 |
1.6% |
70.680 |
| Range |
1.600 |
1.600 |
0.000 |
0.0% |
4.000 |
| ATR |
1.501 |
1.509 |
0.007 |
0.5% |
0.000 |
| Volume |
22,370 |
17,010 |
-5,360 |
-24.0% |
85,035 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.210 |
74.545 |
71.560 |
|
| R3 |
73.610 |
72.945 |
71.120 |
|
| R2 |
72.010 |
72.010 |
70.973 |
|
| R1 |
71.345 |
71.345 |
70.827 |
71.678 |
| PP |
70.410 |
70.410 |
70.410 |
70.576 |
| S1 |
69.745 |
69.745 |
70.533 |
70.078 |
| S2 |
68.810 |
68.810 |
70.387 |
|
| S3 |
67.210 |
68.145 |
70.240 |
|
| S4 |
65.610 |
66.545 |
69.800 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.610 |
80.145 |
72.880 |
|
| R3 |
77.610 |
76.145 |
71.780 |
|
| R2 |
73.610 |
73.610 |
71.413 |
|
| R1 |
72.145 |
72.145 |
71.047 |
72.878 |
| PP |
69.610 |
69.610 |
69.610 |
69.976 |
| S1 |
68.145 |
68.145 |
70.313 |
68.878 |
| S2 |
65.610 |
65.610 |
69.947 |
|
| S3 |
61.610 |
64.145 |
69.580 |
|
| S4 |
57.610 |
60.145 |
68.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.075 |
67.075 |
4.000 |
5.7% |
1.790 |
2.5% |
90% |
True |
False |
17,007 |
| 10 |
71.075 |
67.075 |
4.000 |
5.7% |
1.660 |
2.3% |
90% |
True |
False |
14,523 |
| 20 |
71.075 |
65.225 |
5.850 |
8.3% |
1.549 |
2.2% |
93% |
True |
False |
7,840 |
| 40 |
71.075 |
63.500 |
7.575 |
10.7% |
1.302 |
1.8% |
95% |
True |
False |
4,027 |
| 60 |
71.075 |
63.500 |
7.575 |
10.7% |
1.045 |
1.5% |
95% |
True |
False |
2,686 |
| 80 |
71.075 |
61.900 |
9.175 |
13.0% |
0.874 |
1.2% |
96% |
True |
False |
2,017 |
| 100 |
71.075 |
60.650 |
10.425 |
14.7% |
0.700 |
1.0% |
96% |
True |
False |
1,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.875 |
|
2.618 |
75.264 |
|
1.618 |
73.664 |
|
1.000 |
72.675 |
|
0.618 |
72.064 |
|
HIGH |
71.075 |
|
0.618 |
70.464 |
|
0.500 |
70.275 |
|
0.382 |
70.086 |
|
LOW |
69.475 |
|
0.618 |
68.486 |
|
1.000 |
67.875 |
|
1.618 |
66.886 |
|
2.618 |
65.286 |
|
4.250 |
62.675 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
70.545 |
70.145 |
| PP |
70.410 |
69.610 |
| S1 |
70.275 |
69.075 |
|