NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
71.250 |
71.575 |
0.325 |
0.5% |
69.300 |
| High |
71.875 |
71.925 |
0.050 |
0.1% |
71.300 |
| Low |
71.150 |
71.400 |
0.250 |
0.4% |
67.600 |
| Close |
71.870 |
71.925 |
0.055 |
0.1% |
70.980 |
| Range |
0.725 |
0.525 |
-0.200 |
-27.6% |
3.700 |
| ATR |
1.227 |
1.176 |
-0.050 |
-4.1% |
0.000 |
| Volume |
704 |
704 |
0 |
0.0% |
3,932 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.325 |
73.150 |
72.214 |
|
| R3 |
72.800 |
72.625 |
72.069 |
|
| R2 |
72.275 |
72.275 |
72.021 |
|
| R1 |
72.100 |
72.100 |
71.973 |
72.188 |
| PP |
71.750 |
71.750 |
71.750 |
71.794 |
| S1 |
71.575 |
71.575 |
71.877 |
71.663 |
| S2 |
71.225 |
71.225 |
71.829 |
|
| S3 |
70.700 |
71.050 |
71.781 |
|
| S4 |
70.175 |
70.525 |
71.636 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.060 |
79.720 |
73.015 |
|
| R3 |
77.360 |
76.020 |
71.998 |
|
| R2 |
73.660 |
73.660 |
71.658 |
|
| R1 |
72.320 |
72.320 |
71.319 |
72.990 |
| PP |
69.960 |
69.960 |
69.960 |
70.295 |
| S1 |
68.620 |
68.620 |
70.641 |
69.290 |
| S2 |
66.260 |
66.260 |
70.302 |
|
| S3 |
62.560 |
64.920 |
69.963 |
|
| S4 |
58.860 |
61.220 |
68.945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.925 |
69.275 |
2.650 |
3.7% |
1.135 |
1.6% |
100% |
True |
False |
820 |
| 10 |
71.925 |
67.600 |
4.325 |
6.0% |
1.383 |
1.9% |
100% |
True |
False |
741 |
| 20 |
71.925 |
66.300 |
5.625 |
7.8% |
1.204 |
1.7% |
100% |
True |
False |
392 |
| 40 |
71.925 |
64.550 |
7.375 |
10.3% |
0.816 |
1.1% |
100% |
True |
False |
201 |
| 60 |
71.925 |
64.550 |
7.375 |
10.3% |
0.573 |
0.8% |
100% |
True |
False |
134 |
| 80 |
71.925 |
62.840 |
9.085 |
12.6% |
0.442 |
0.6% |
100% |
True |
False |
103 |
| 100 |
71.925 |
61.190 |
10.735 |
14.9% |
0.355 |
0.5% |
100% |
True |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.156 |
|
2.618 |
73.299 |
|
1.618 |
72.774 |
|
1.000 |
72.450 |
|
0.618 |
72.249 |
|
HIGH |
71.925 |
|
0.618 |
71.724 |
|
0.500 |
71.663 |
|
0.382 |
71.601 |
|
LOW |
71.400 |
|
0.618 |
71.076 |
|
1.000 |
70.875 |
|
1.618 |
70.551 |
|
2.618 |
70.026 |
|
4.250 |
69.169 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
71.838 |
71.613 |
| PP |
71.750 |
71.300 |
| S1 |
71.663 |
70.988 |
|