NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
61.900 |
62.475 |
0.575 |
0.9% |
61.675 |
High |
62.525 |
63.050 |
0.525 |
0.8% |
62.575 |
Low |
61.675 |
62.125 |
0.450 |
0.7% |
60.700 |
Close |
62.370 |
62.460 |
0.090 |
0.1% |
62.370 |
Range |
0.850 |
0.925 |
0.075 |
8.8% |
1.875 |
ATR |
1.503 |
1.461 |
-0.041 |
-2.7% |
0.000 |
Volume |
16,192 |
10,458 |
-5,734 |
-35.4% |
94,205 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.320 |
64.815 |
62.969 |
|
R3 |
64.395 |
63.890 |
62.714 |
|
R2 |
63.470 |
63.470 |
62.630 |
|
R1 |
62.965 |
62.965 |
62.545 |
62.755 |
PP |
62.545 |
62.545 |
62.545 |
62.440 |
S1 |
62.040 |
62.040 |
62.375 |
61.830 |
S2 |
61.620 |
61.620 |
62.290 |
|
S3 |
60.695 |
61.115 |
62.206 |
|
S4 |
59.770 |
60.190 |
61.951 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.507 |
66.813 |
63.401 |
|
R3 |
65.632 |
64.938 |
62.886 |
|
R2 |
63.757 |
63.757 |
62.714 |
|
R1 |
63.063 |
63.063 |
62.542 |
63.410 |
PP |
61.882 |
61.882 |
61.882 |
62.055 |
S1 |
61.188 |
61.188 |
62.198 |
61.535 |
S2 |
60.007 |
60.007 |
62.026 |
|
S3 |
58.132 |
59.313 |
61.854 |
|
S4 |
56.257 |
57.438 |
61.339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.050 |
60.700 |
2.350 |
3.8% |
1.205 |
1.9% |
75% |
True |
False |
16,975 |
10 |
66.150 |
60.700 |
5.450 |
8.7% |
1.400 |
2.2% |
32% |
False |
False |
18,284 |
20 |
66.750 |
60.700 |
6.050 |
9.7% |
1.591 |
2.5% |
29% |
False |
False |
16,330 |
40 |
68.200 |
60.250 |
7.950 |
12.7% |
1.525 |
2.4% |
28% |
False |
False |
8,640 |
60 |
68.200 |
59.500 |
8.700 |
13.9% |
1.403 |
2.2% |
34% |
False |
False |
5,776 |
80 |
68.200 |
54.500 |
13.700 |
21.9% |
1.204 |
1.9% |
58% |
False |
False |
4,333 |
100 |
68.200 |
53.100 |
15.100 |
24.2% |
1.055 |
1.7% |
62% |
False |
False |
3,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.981 |
2.618 |
65.472 |
1.618 |
64.547 |
1.000 |
63.975 |
0.618 |
63.622 |
HIGH |
63.050 |
0.618 |
62.697 |
0.500 |
62.588 |
0.382 |
62.478 |
LOW |
62.125 |
0.618 |
61.553 |
1.000 |
61.200 |
1.618 |
60.628 |
2.618 |
59.703 |
4.250 |
58.194 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
62.588 |
62.378 |
PP |
62.545 |
62.295 |
S1 |
62.503 |
62.213 |
|