NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
62.475 |
62.525 |
0.050 |
0.1% |
61.675 |
High |
63.050 |
63.300 |
0.250 |
0.4% |
62.575 |
Low |
62.125 |
62.075 |
-0.050 |
-0.1% |
60.700 |
Close |
62.460 |
63.170 |
0.710 |
1.1% |
62.370 |
Range |
0.925 |
1.225 |
0.300 |
32.4% |
1.875 |
ATR |
1.461 |
1.445 |
-0.017 |
-1.2% |
0.000 |
Volume |
10,458 |
11,850 |
1,392 |
13.3% |
94,205 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.523 |
66.072 |
63.844 |
|
R3 |
65.298 |
64.847 |
63.507 |
|
R2 |
64.073 |
64.073 |
63.395 |
|
R1 |
63.622 |
63.622 |
63.282 |
63.848 |
PP |
62.848 |
62.848 |
62.848 |
62.961 |
S1 |
62.397 |
62.397 |
63.058 |
62.623 |
S2 |
61.623 |
61.623 |
62.945 |
|
S3 |
60.398 |
61.172 |
62.833 |
|
S4 |
59.173 |
59.947 |
62.496 |
|
|
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 |
63.300 |
60.700 |
2.600 |
4.1% |
1.175 |
1.9% |
95% |
True |
False |
15,871 |
10 |
64.675 |
60.700 |
3.975 |
6.3% |
1.328 |
2.1% |
62% |
False |
False |
17,858 |
20 |
66.650 |
60.700 |
5.950 |
9.4% |
1.570 |
2.5% |
42% |
False |
False |
16,795 |
40 |
68.200 |
60.650 |
7.550 |
12.0% |
1.506 |
2.4% |
33% |
False |
False |
8,935 |
60 |
68.200 |
59.500 |
8.700 |
13.8% |
1.423 |
2.3% |
42% |
False |
False |
5,973 |
80 |
68.200 |
55.200 |
13.000 |
20.6% |
1.208 |
1.9% |
61% |
False |
False |
4,481 |
100 |
68.200 |
53.100 |
15.100 |
23.9% |
1.068 |
1.7% |
67% |
False |
False |
3,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.506 |
2.618 |
66.507 |
1.618 |
65.282 |
1.000 |
64.525 |
0.618 |
64.057 |
HIGH |
63.300 |
0.618 |
62.832 |
0.500 |
62.688 |
0.382 |
62.543 |
LOW |
62.075 |
0.618 |
61.318 |
1.000 |
60.850 |
1.618 |
60.093 |
2.618 |
58.868 |
4.250 |
56.869 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.009 |
62.943 |
PP |
62.848 |
62.715 |
S1 |
62.688 |
62.488 |
|