NYMEX miNY Light Sweet Crude Oil Future October 2007
| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
70.700 |
70.600 |
-0.100 |
-0.1% |
66.500 |
| High |
70.875 |
70.600 |
-0.275 |
-0.4% |
69.800 |
| Low |
70.250 |
70.600 |
0.350 |
0.5% |
66.500 |
| Close |
70.740 |
70.000 |
-0.740 |
-1.0% |
69.960 |
| Range |
0.625 |
0.000 |
-0.625 |
-100.0% |
3.300 |
| ATR |
0.699 |
0.659 |
-0.040 |
-5.7% |
0.000 |
| Volume |
4 |
9 |
5 |
125.0% |
8 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.400 |
70.200 |
70.000 |
|
| R3 |
70.400 |
70.200 |
70.000 |
|
| R2 |
70.400 |
70.400 |
70.000 |
|
| R1 |
70.200 |
70.200 |
70.000 |
70.300 |
| PP |
70.400 |
70.400 |
70.400 |
70.450 |
| S1 |
70.200 |
70.200 |
70.000 |
70.300 |
| S2 |
70.400 |
70.400 |
70.000 |
|
| S3 |
70.400 |
70.200 |
70.000 |
|
| S4 |
70.400 |
70.200 |
70.000 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.653 |
77.607 |
71.775 |
|
| R3 |
75.353 |
74.307 |
70.868 |
|
| R2 |
72.053 |
72.053 |
70.565 |
|
| R1 |
71.007 |
71.007 |
70.263 |
71.530 |
| PP |
68.753 |
68.753 |
68.753 |
69.015 |
| S1 |
67.707 |
67.707 |
69.658 |
68.230 |
| S2 |
65.453 |
65.453 |
69.355 |
|
| S3 |
62.153 |
64.407 |
69.053 |
|
| S4 |
58.853 |
61.107 |
68.145 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.600 |
|
2.618 |
70.600 |
|
1.618 |
70.600 |
|
1.000 |
70.600 |
|
0.618 |
70.600 |
|
HIGH |
70.600 |
|
0.618 |
70.600 |
|
0.500 |
70.600 |
|
0.382 |
70.600 |
|
LOW |
70.600 |
|
0.618 |
70.600 |
|
1.000 |
70.600 |
|
1.618 |
70.600 |
|
2.618 |
70.600 |
|
4.250 |
70.600 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
70.600 |
70.563 |
| PP |
70.400 |
70.375 |
| S1 |
70.200 |
70.188 |
|