NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
69.650 |
70.650 |
1.000 |
1.4% |
68.800 |
High |
71.075 |
71.325 |
0.250 |
0.4% |
71.075 |
Low |
69.475 |
69.550 |
0.075 |
0.1% |
67.075 |
Close |
70.680 |
71.090 |
0.410 |
0.6% |
70.680 |
Range |
1.600 |
1.775 |
0.175 |
10.9% |
4.000 |
ATR |
1.509 |
1.528 |
0.019 |
1.3% |
0.000 |
Volume |
17,010 |
16,333 |
-677 |
-4.0% |
85,035 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.980 |
75.310 |
72.066 |
|
R3 |
74.205 |
73.535 |
71.578 |
|
R2 |
72.430 |
72.430 |
71.415 |
|
R1 |
71.760 |
71.760 |
71.253 |
72.095 |
PP |
70.655 |
70.655 |
70.655 |
70.823 |
S1 |
69.985 |
69.985 |
70.927 |
70.320 |
S2 |
68.880 |
68.880 |
70.765 |
|
S3 |
67.105 |
68.210 |
70.602 |
|
S4 |
65.330 |
66.435 |
70.114 |
|
|
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 |
71.325 |
67.075 |
4.250 |
6.0% |
1.765 |
2.5% |
94% |
True |
False |
17,704 |
10 |
71.325 |
67.075 |
4.250 |
6.0% |
1.665 |
2.3% |
94% |
True |
False |
15,922 |
20 |
71.325 |
65.225 |
6.100 |
8.6% |
1.548 |
2.2% |
96% |
True |
False |
8,623 |
40 |
71.325 |
63.500 |
7.825 |
11.0% |
1.310 |
1.8% |
97% |
True |
False |
4,435 |
60 |
71.325 |
63.500 |
7.825 |
11.0% |
1.074 |
1.5% |
97% |
True |
False |
2,958 |
80 |
71.325 |
61.900 |
9.425 |
13.3% |
0.897 |
1.3% |
98% |
True |
False |
2,221 |
100 |
71.325 |
60.650 |
10.675 |
15.0% |
0.717 |
1.0% |
98% |
True |
False |
1,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.869 |
2.618 |
75.972 |
1.618 |
74.197 |
1.000 |
73.100 |
0.618 |
72.422 |
HIGH |
71.325 |
0.618 |
70.647 |
0.500 |
70.438 |
0.382 |
70.228 |
LOW |
69.550 |
0.618 |
68.453 |
1.000 |
67.775 |
1.618 |
66.678 |
2.618 |
64.903 |
4.250 |
62.006 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
70.873 |
70.768 |
PP |
70.655 |
70.447 |
S1 |
70.438 |
70.125 |
|