NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
62.200 |
61.525 |
-0.675 |
-1.1% |
66.425 |
High |
62.450 |
62.500 |
0.050 |
0.1% |
66.625 |
Low |
60.700 |
61.375 |
0.675 |
1.1% |
61.575 |
Close |
61.550 |
61.810 |
0.260 |
0.4% |
61.930 |
Range |
1.750 |
1.125 |
-0.625 |
-35.7% |
5.050 |
ATR |
1.586 |
1.553 |
-0.033 |
-2.1% |
0.000 |
Volume |
20,767 |
20,091 |
-676 |
-3.3% |
95,173 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.270 |
64.665 |
62.429 |
|
R3 |
64.145 |
63.540 |
62.119 |
|
R2 |
63.020 |
63.020 |
62.016 |
|
R1 |
62.415 |
62.415 |
61.913 |
62.718 |
PP |
61.895 |
61.895 |
61.895 |
62.046 |
S1 |
61.290 |
61.290 |
61.707 |
61.593 |
S2 |
60.770 |
60.770 |
61.604 |
|
S3 |
59.645 |
60.165 |
61.501 |
|
S4 |
58.520 |
59.040 |
61.191 |
|
|
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 |
63.425 |
60.700 |
2.725 |
4.4% |
1.460 |
2.4% |
41% |
False |
False |
19,518 |
10 |
66.650 |
60.700 |
5.950 |
9.6% |
1.538 |
2.5% |
19% |
False |
False |
19,353 |
20 |
67.050 |
60.700 |
6.350 |
10.3% |
1.641 |
2.7% |
17% |
False |
False |
15,190 |
40 |
68.200 |
60.250 |
7.950 |
12.9% |
1.521 |
2.5% |
20% |
False |
False |
7,981 |
60 |
68.200 |
59.500 |
8.700 |
14.1% |
1.373 |
2.2% |
27% |
False |
False |
5,332 |
80 |
68.200 |
53.100 |
15.100 |
24.4% |
1.208 |
2.0% |
58% |
False |
False |
4,000 |
100 |
68.200 |
53.100 |
15.100 |
24.4% |
1.038 |
1.7% |
58% |
False |
False |
3,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.281 |
2.618 |
65.445 |
1.618 |
64.320 |
1.000 |
63.625 |
0.618 |
63.195 |
HIGH |
62.500 |
0.618 |
62.070 |
0.500 |
61.938 |
0.382 |
61.805 |
LOW |
61.375 |
0.618 |
60.680 |
1.000 |
60.250 |
1.618 |
59.555 |
2.618 |
58.430 |
4.250 |
56.594 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
61.938 |
61.753 |
PP |
61.895 |
61.695 |
S1 |
61.853 |
61.638 |
|