NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
65.600 |
66.425 |
0.825 |
1.3% |
66.000 |
| High |
66.500 |
68.200 |
1.700 |
2.6% |
66.500 |
| Low |
65.600 |
66.425 |
0.825 |
1.3% |
64.550 |
| Close |
66.990 |
68.160 |
1.170 |
1.7% |
66.990 |
| Range |
0.900 |
1.775 |
0.875 |
97.2% |
1.950 |
| ATR |
0.783 |
0.854 |
0.071 |
9.0% |
0.000 |
| Volume |
80 |
13 |
-67 |
-83.8% |
112 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.920 |
72.315 |
69.136 |
|
| R3 |
71.145 |
70.540 |
68.648 |
|
| R2 |
69.370 |
69.370 |
68.485 |
|
| R1 |
68.765 |
68.765 |
68.323 |
69.068 |
| PP |
67.595 |
67.595 |
67.595 |
67.746 |
| S1 |
66.990 |
66.990 |
67.997 |
67.293 |
| S2 |
65.820 |
65.820 |
67.835 |
|
| S3 |
64.045 |
65.215 |
67.672 |
|
| S4 |
62.270 |
63.440 |
67.184 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.863 |
71.377 |
68.063 |
|
| R3 |
69.913 |
69.427 |
67.526 |
|
| R2 |
67.963 |
67.963 |
67.348 |
|
| R1 |
67.477 |
67.477 |
67.169 |
67.720 |
| PP |
66.013 |
66.013 |
66.013 |
66.135 |
| S1 |
65.527 |
65.527 |
66.811 |
65.770 |
| S2 |
64.063 |
64.063 |
66.633 |
|
| S3 |
62.113 |
63.577 |
66.454 |
|
| S4 |
60.163 |
61.627 |
65.918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.200 |
64.550 |
3.650 |
5.4% |
0.865 |
1.3% |
99% |
True |
False |
25 |
| 10 |
68.200 |
64.550 |
3.650 |
5.4% |
0.653 |
1.0% |
99% |
True |
False |
15 |
| 20 |
68.200 |
64.550 |
3.650 |
5.4% |
0.419 |
0.6% |
99% |
True |
False |
9 |
| 40 |
69.340 |
64.550 |
4.790 |
7.0% |
0.253 |
0.4% |
75% |
False |
False |
6 |
| 60 |
69.575 |
62.840 |
6.735 |
9.9% |
0.185 |
0.3% |
79% |
False |
False |
6 |
| 80 |
69.575 |
61.190 |
8.385 |
12.3% |
0.141 |
0.2% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.744 |
|
2.618 |
72.847 |
|
1.618 |
71.072 |
|
1.000 |
69.975 |
|
0.618 |
69.297 |
|
HIGH |
68.200 |
|
0.618 |
67.522 |
|
0.500 |
67.313 |
|
0.382 |
67.103 |
|
LOW |
66.425 |
|
0.618 |
65.328 |
|
1.000 |
64.650 |
|
1.618 |
63.553 |
|
2.618 |
61.778 |
|
4.250 |
58.881 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
67.878 |
67.565 |
| PP |
67.595 |
66.970 |
| S1 |
67.313 |
66.375 |
|