NYMEX miNY Light Sweet Crude Oil Future October 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 |
68.500 |
68.200 |
-0.300 |
-0.4% |
68.260 |
| High |
68.500 |
68.200 |
-0.300 |
-0.4% |
68.260 |
| Low |
68.500 |
68.200 |
-0.300 |
-0.4% |
65.950 |
| Close |
68.790 |
68.360 |
-0.430 |
-0.6% |
67.650 |
| Range |
|
|
|
|
|
| ATR |
0.623 |
0.620 |
-0.002 |
-0.4% |
0.000 |
| Volume |
72 |
1 |
-71 |
-98.6% |
79 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.253 |
68.307 |
68.360 |
|
| R3 |
68.253 |
68.307 |
68.360 |
|
| R2 |
68.253 |
68.253 |
68.360 |
|
| R1 |
68.307 |
68.307 |
68.360 |
68.280 |
| PP |
68.253 |
68.253 |
68.253 |
68.240 |
| S1 |
68.307 |
68.307 |
68.360 |
68.280 |
| S2 |
68.253 |
68.253 |
68.360 |
|
| S3 |
68.253 |
68.307 |
68.360 |
|
| S4 |
68.253 |
68.307 |
68.360 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.217 |
73.243 |
68.921 |
|
| R3 |
71.907 |
70.933 |
68.285 |
|
| R2 |
69.597 |
69.597 |
68.074 |
|
| R1 |
68.623 |
68.623 |
67.862 |
67.955 |
| PP |
67.287 |
67.287 |
67.287 |
66.953 |
| S1 |
66.313 |
66.313 |
67.438 |
65.645 |
| S2 |
64.977 |
64.977 |
67.227 |
|
| S3 |
62.667 |
64.003 |
67.015 |
|
| S4 |
60.357 |
61.693 |
66.380 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.200 |
|
2.618 |
68.200 |
|
1.618 |
68.200 |
|
1.000 |
68.200 |
|
0.618 |
68.200 |
|
HIGH |
68.200 |
|
0.618 |
68.200 |
|
0.500 |
68.200 |
|
0.382 |
68.200 |
|
LOW |
68.200 |
|
0.618 |
68.200 |
|
1.000 |
68.200 |
|
1.618 |
68.200 |
|
2.618 |
68.200 |
|
4.250 |
68.200 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
68.307 |
68.265 |
| PP |
68.253 |
68.170 |
| S1 |
68.200 |
68.075 |
|