NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
67.625 |
68.875 |
1.250 |
1.8% |
66.425 |
| High |
68.850 |
69.500 |
0.650 |
0.9% |
69.500 |
| Low |
67.625 |
68.675 |
1.050 |
1.6% |
66.425 |
| Close |
68.910 |
69.360 |
0.450 |
0.7% |
69.360 |
| Range |
1.225 |
0.825 |
-0.400 |
-32.7% |
3.075 |
| ATR |
0.917 |
0.910 |
-0.007 |
-0.7% |
0.000 |
| Volume |
13 |
11 |
-2 |
-15.4% |
58 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.653 |
71.332 |
69.814 |
|
| R3 |
70.828 |
70.507 |
69.587 |
|
| R2 |
70.003 |
70.003 |
69.511 |
|
| R1 |
69.682 |
69.682 |
69.436 |
69.843 |
| PP |
69.178 |
69.178 |
69.178 |
69.259 |
| S1 |
68.857 |
68.857 |
69.284 |
69.018 |
| S2 |
68.353 |
68.353 |
69.209 |
|
| S3 |
67.528 |
68.032 |
69.133 |
|
| S4 |
66.703 |
67.207 |
68.906 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.653 |
76.582 |
71.051 |
|
| R3 |
74.578 |
73.507 |
70.206 |
|
| R2 |
71.503 |
71.503 |
69.924 |
|
| R1 |
70.432 |
70.432 |
69.642 |
70.968 |
| PP |
68.428 |
68.428 |
68.428 |
68.696 |
| S1 |
67.357 |
67.357 |
69.078 |
67.893 |
| S2 |
65.353 |
65.353 |
68.796 |
|
| S3 |
62.278 |
64.282 |
68.514 |
|
| S4 |
59.203 |
61.207 |
67.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.500 |
66.425 |
3.075 |
4.4% |
0.790 |
1.1% |
95% |
True |
False |
11 |
| 10 |
69.500 |
66.300 |
3.200 |
4.6% |
0.810 |
1.2% |
96% |
True |
False |
10 |
| 20 |
69.500 |
64.550 |
4.950 |
7.1% |
0.675 |
1.0% |
97% |
True |
False |
12 |
| 40 |
69.500 |
64.550 |
4.950 |
7.1% |
0.411 |
0.6% |
97% |
True |
False |
7 |
| 60 |
69.575 |
64.550 |
5.025 |
7.2% |
0.290 |
0.4% |
96% |
False |
False |
7 |
| 80 |
69.575 |
62.840 |
6.735 |
9.7% |
0.220 |
0.3% |
97% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.006 |
|
2.618 |
71.660 |
|
1.618 |
70.835 |
|
1.000 |
70.325 |
|
0.618 |
70.010 |
|
HIGH |
69.500 |
|
0.618 |
69.185 |
|
0.500 |
69.088 |
|
0.382 |
68.990 |
|
LOW |
68.675 |
|
0.618 |
68.165 |
|
1.000 |
67.850 |
|
1.618 |
67.340 |
|
2.618 |
66.515 |
|
4.250 |
65.169 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
69.269 |
68.944 |
| PP |
69.178 |
68.528 |
| S1 |
69.088 |
68.113 |
|