NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
68.300 |
69.475 |
1.175 |
1.7% |
69.375 |
| High |
69.650 |
70.600 |
0.950 |
1.4% |
70.575 |
| Low |
67.600 |
69.275 |
1.675 |
2.5% |
68.450 |
| Close |
69.280 |
69.860 |
0.580 |
0.8% |
69.800 |
| Range |
2.050 |
1.325 |
-0.725 |
-35.4% |
2.125 |
| ATR |
1.211 |
1.219 |
0.008 |
0.7% |
0.000 |
| Volume |
909 |
737 |
-172 |
-18.9% |
1,437 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.887 |
73.198 |
70.589 |
|
| R3 |
72.562 |
71.873 |
70.224 |
|
| R2 |
71.237 |
71.237 |
70.103 |
|
| R1 |
70.548 |
70.548 |
69.981 |
70.893 |
| PP |
69.912 |
69.912 |
69.912 |
70.084 |
| S1 |
69.223 |
69.223 |
69.739 |
69.568 |
| S2 |
68.587 |
68.587 |
69.617 |
|
| S3 |
67.262 |
67.898 |
69.496 |
|
| S4 |
65.937 |
66.573 |
69.131 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.983 |
75.017 |
70.969 |
|
| R3 |
73.858 |
72.892 |
70.384 |
|
| R2 |
71.733 |
71.733 |
70.190 |
|
| R1 |
70.767 |
70.767 |
69.995 |
71.250 |
| PP |
69.608 |
69.608 |
69.608 |
69.850 |
| S1 |
68.642 |
68.642 |
69.605 |
69.125 |
| S2 |
67.483 |
67.483 |
69.410 |
|
| S3 |
65.358 |
66.517 |
69.216 |
|
| S4 |
63.233 |
64.392 |
68.631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.600 |
67.600 |
3.000 |
4.3% |
1.585 |
2.3% |
75% |
True |
False |
674 |
| 10 |
70.600 |
67.600 |
3.000 |
4.3% |
1.440 |
2.1% |
75% |
True |
False |
442 |
| 20 |
70.600 |
65.600 |
5.000 |
7.2% |
1.129 |
1.6% |
85% |
True |
False |
230 |
| 40 |
70.600 |
64.550 |
6.050 |
8.7% |
0.707 |
1.0% |
88% |
True |
False |
117 |
| 60 |
70.600 |
64.550 |
6.050 |
8.7% |
0.500 |
0.7% |
88% |
True |
False |
80 |
| 80 |
70.600 |
62.840 |
7.760 |
11.1% |
0.388 |
0.6% |
90% |
True |
False |
61 |
| 100 |
70.600 |
60.960 |
9.640 |
13.8% |
0.312 |
0.4% |
92% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.231 |
|
2.618 |
74.069 |
|
1.618 |
72.744 |
|
1.000 |
71.925 |
|
0.618 |
71.419 |
|
HIGH |
70.600 |
|
0.618 |
70.094 |
|
0.500 |
69.938 |
|
0.382 |
69.781 |
|
LOW |
69.275 |
|
0.618 |
68.456 |
|
1.000 |
67.950 |
|
1.618 |
67.131 |
|
2.618 |
65.806 |
|
4.250 |
63.644 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
69.938 |
69.607 |
| PP |
69.912 |
69.353 |
| S1 |
69.886 |
69.100 |
|