NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
67.500 |
68.075 |
0.575 |
0.9% |
66.000 |
| High |
67.675 |
69.050 |
1.375 |
2.0% |
66.500 |
| Low |
67.500 |
68.075 |
0.575 |
0.9% |
64.550 |
| Close |
67.880 |
68.570 |
0.690 |
1.0% |
66.990 |
| Range |
0.175 |
0.975 |
0.800 |
457.1% |
1.950 |
| ATR |
0.773 |
0.801 |
0.028 |
3.7% |
0.000 |
| Volume |
3 |
3 |
0 |
0.0% |
112 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.490 |
71.005 |
69.106 |
|
| R3 |
70.515 |
70.030 |
68.838 |
|
| R2 |
69.540 |
69.540 |
68.749 |
|
| R1 |
69.055 |
69.055 |
68.659 |
69.298 |
| PP |
68.565 |
68.565 |
68.565 |
68.686 |
| S1 |
68.080 |
68.080 |
68.481 |
68.323 |
| S2 |
67.590 |
67.590 |
68.391 |
|
| S3 |
66.615 |
67.105 |
68.302 |
|
| S4 |
65.640 |
66.130 |
68.034 |
|
|
| 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 |
69.050 |
65.600 |
3.450 |
5.0% |
0.765 |
1.1% |
86% |
True |
False |
23 |
| 10 |
69.050 |
64.550 |
4.500 |
6.6% |
0.720 |
1.1% |
89% |
True |
False |
17 |
| 20 |
69.050 |
64.550 |
4.500 |
6.6% |
0.476 |
0.7% |
89% |
True |
False |
10 |
| 40 |
69.340 |
64.550 |
4.790 |
7.0% |
0.281 |
0.4% |
84% |
False |
False |
6 |
| 60 |
69.575 |
62.840 |
6.735 |
9.8% |
0.204 |
0.3% |
85% |
False |
False |
6 |
| 80 |
69.575 |
61.190 |
8.385 |
12.2% |
0.155 |
0.2% |
88% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.194 |
|
2.618 |
71.603 |
|
1.618 |
70.628 |
|
1.000 |
70.025 |
|
0.618 |
69.653 |
|
HIGH |
69.050 |
|
0.618 |
68.678 |
|
0.500 |
68.563 |
|
0.382 |
68.447 |
|
LOW |
68.075 |
|
0.618 |
67.472 |
|
1.000 |
67.100 |
|
1.618 |
66.497 |
|
2.618 |
65.522 |
|
4.250 |
63.931 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
68.568 |
68.472 |
| PP |
68.565 |
68.373 |
| S1 |
68.563 |
68.275 |
|