NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
62.525 |
63.150 |
0.625 |
1.0% |
61.675 |
High |
63.300 |
63.275 |
-0.025 |
0.0% |
62.575 |
Low |
62.075 |
61.900 |
-0.175 |
-0.3% |
60.700 |
Close |
63.170 |
62.550 |
-0.620 |
-1.0% |
62.370 |
Range |
1.225 |
1.375 |
0.150 |
12.2% |
1.875 |
ATR |
1.445 |
1.440 |
-0.005 |
-0.3% |
0.000 |
Volume |
11,850 |
13,723 |
1,873 |
15.8% |
94,205 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.700 |
66.000 |
63.306 |
|
R3 |
65.325 |
64.625 |
62.928 |
|
R2 |
63.950 |
63.950 |
62.802 |
|
R1 |
63.250 |
63.250 |
62.676 |
62.913 |
PP |
62.575 |
62.575 |
62.575 |
62.406 |
S1 |
61.875 |
61.875 |
62.424 |
61.538 |
S2 |
61.200 |
61.200 |
62.298 |
|
S3 |
59.825 |
60.500 |
62.172 |
|
S4 |
58.450 |
59.125 |
61.794 |
|
|
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 |
61.375 |
1.925 |
3.1% |
1.100 |
1.8% |
61% |
False |
False |
14,462 |
10 |
64.075 |
60.700 |
3.375 |
5.4% |
1.303 |
2.1% |
55% |
False |
False |
17,324 |
20 |
66.650 |
60.700 |
5.950 |
9.5% |
1.533 |
2.5% |
31% |
False |
False |
17,252 |
40 |
68.200 |
60.650 |
7.550 |
12.1% |
1.519 |
2.4% |
25% |
False |
False |
9,275 |
60 |
68.200 |
59.500 |
8.700 |
13.9% |
1.445 |
2.3% |
35% |
False |
False |
6,202 |
80 |
68.200 |
55.250 |
12.950 |
20.7% |
1.206 |
1.9% |
56% |
False |
False |
4,652 |
100 |
68.200 |
53.100 |
15.100 |
24.1% |
1.081 |
1.7% |
63% |
False |
False |
3,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.119 |
2.618 |
66.875 |
1.618 |
65.500 |
1.000 |
64.650 |
0.618 |
64.125 |
HIGH |
63.275 |
0.618 |
62.750 |
0.500 |
62.588 |
0.382 |
62.425 |
LOW |
61.900 |
0.618 |
61.050 |
1.000 |
60.525 |
1.618 |
59.675 |
2.618 |
58.300 |
4.250 |
56.056 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
62.588 |
62.600 |
PP |
62.575 |
62.583 |
S1 |
62.563 |
62.567 |
|