NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
66.425 |
67.800 |
1.375 |
2.1% |
66.000 |
| High |
68.200 |
67.800 |
-0.400 |
-0.6% |
66.500 |
| Low |
66.425 |
67.800 |
1.375 |
2.1% |
64.550 |
| Close |
68.160 |
67.680 |
-0.480 |
-0.7% |
66.990 |
| Range |
1.775 |
0.000 |
-1.775 |
-100.0% |
1.950 |
| ATR |
0.854 |
0.819 |
-0.035 |
-4.1% |
0.000 |
| Volume |
13 |
16 |
3 |
23.1% |
112 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.760 |
67.720 |
67.680 |
|
| R3 |
67.760 |
67.720 |
67.680 |
|
| R2 |
67.760 |
67.760 |
67.680 |
|
| R1 |
67.720 |
67.720 |
67.680 |
67.740 |
| PP |
67.760 |
67.760 |
67.760 |
67.770 |
| S1 |
67.720 |
67.720 |
67.680 |
67.740 |
| S2 |
67.760 |
67.760 |
67.680 |
|
| S3 |
67.760 |
67.720 |
67.680 |
|
| S4 |
67.760 |
67.720 |
67.680 |
|
|
| 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% |
0.810 |
1.2% |
86% |
False |
False |
26 |
| 10 |
68.200 |
64.550 |
3.650 |
5.4% |
0.653 |
1.0% |
86% |
False |
False |
16 |
| 20 |
68.200 |
64.550 |
3.650 |
5.4% |
0.419 |
0.6% |
86% |
False |
False |
10 |
| 40 |
69.340 |
64.550 |
4.790 |
7.1% |
0.253 |
0.4% |
65% |
False |
False |
6 |
| 60 |
69.575 |
62.840 |
6.735 |
10.0% |
0.185 |
0.3% |
72% |
False |
False |
6 |
| 80 |
69.575 |
61.190 |
8.385 |
12.4% |
0.141 |
0.2% |
77% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.800 |
|
2.618 |
67.800 |
|
1.618 |
67.800 |
|
1.000 |
67.800 |
|
0.618 |
67.800 |
|
HIGH |
67.800 |
|
0.618 |
67.800 |
|
0.500 |
67.800 |
|
0.382 |
67.800 |
|
LOW |
67.800 |
|
0.618 |
67.800 |
|
1.000 |
67.800 |
|
1.618 |
67.800 |
|
2.618 |
67.800 |
|
4.250 |
67.800 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
67.800 |
67.420 |
| PP |
67.760 |
67.160 |
| S1 |
67.720 |
66.900 |
|