NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 07-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.250 |
61.675 |
-1.575 |
-2.5% |
66.425 |
High |
63.425 |
62.050 |
-1.375 |
-2.2% |
66.625 |
Low |
61.575 |
60.850 |
-0.725 |
-1.2% |
61.575 |
Close |
61.930 |
61.470 |
-0.460 |
-0.7% |
61.930 |
Range |
1.850 |
1.200 |
-0.650 |
-35.1% |
5.050 |
ATR |
1.618 |
1.588 |
-0.030 |
-1.8% |
0.000 |
Volume |
19,579 |
19,785 |
206 |
1.1% |
95,173 |
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.057 |
64.463 |
62.130 |
|
R3 |
63.857 |
63.263 |
61.800 |
|
R2 |
62.657 |
62.657 |
61.690 |
|
R1 |
62.063 |
62.063 |
61.580 |
61.760 |
PP |
61.457 |
61.457 |
61.457 |
61.305 |
S1 |
60.863 |
60.863 |
61.360 |
60.560 |
S2 |
60.257 |
60.257 |
61.250 |
|
S3 |
59.057 |
59.663 |
61.140 |
|
S4 |
57.857 |
58.463 |
60.810 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.527 |
75.278 |
64.708 |
|
R3 |
73.477 |
70.228 |
63.319 |
|
R2 |
68.427 |
68.427 |
62.856 |
|
R1 |
65.178 |
65.178 |
62.393 |
64.278 |
PP |
63.377 |
63.377 |
63.377 |
62.926 |
S1 |
60.128 |
60.128 |
61.467 |
59.228 |
S2 |
58.327 |
58.327 |
61.004 |
|
S3 |
53.277 |
55.078 |
60.541 |
|
S4 |
48.227 |
50.028 |
59.153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.150 |
60.850 |
5.300 |
8.6% |
1.595 |
2.6% |
12% |
False |
True |
19,592 |
10 |
66.650 |
60.850 |
5.800 |
9.4% |
1.638 |
2.7% |
11% |
False |
True |
19,272 |
20 |
67.050 |
60.850 |
6.200 |
10.1% |
1.634 |
2.7% |
10% |
False |
True |
12,506 |
40 |
68.200 |
60.250 |
7.950 |
12.9% |
1.521 |
2.5% |
15% |
False |
False |
6,527 |
60 |
68.200 |
59.500 |
8.700 |
14.2% |
1.375 |
2.2% |
23% |
False |
False |
4,362 |
80 |
68.200 |
53.100 |
15.100 |
24.6% |
1.205 |
2.0% |
55% |
False |
False |
3,272 |
100 |
68.200 |
53.100 |
15.100 |
24.6% |
0.996 |
1.6% |
55% |
False |
False |
2,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.150 |
2.618 |
65.192 |
1.618 |
63.992 |
1.000 |
63.250 |
0.618 |
62.792 |
HIGH |
62.050 |
0.618 |
61.592 |
0.500 |
61.450 |
0.382 |
61.308 |
LOW |
60.850 |
0.618 |
60.108 |
1.000 |
59.650 |
1.618 |
58.908 |
2.618 |
57.708 |
4.250 |
55.750 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
61.463 |
62.463 |
PP |
61.457 |
62.132 |
S1 |
61.450 |
61.801 |
|