NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.150 |
62.575 |
-0.575 |
-0.9% |
61.675 |
High |
63.275 |
65.100 |
1.825 |
2.9% |
62.575 |
Low |
61.900 |
62.500 |
0.600 |
1.0% |
60.700 |
Close |
62.550 |
64.860 |
2.310 |
3.7% |
62.370 |
Range |
1.375 |
2.600 |
1.225 |
89.1% |
1.875 |
ATR |
1.440 |
1.522 |
0.083 |
5.8% |
0.000 |
Volume |
13,723 |
13,745 |
22 |
0.2% |
94,205 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.953 |
71.007 |
66.290 |
|
R3 |
69.353 |
68.407 |
65.575 |
|
R2 |
66.753 |
66.753 |
65.337 |
|
R1 |
65.807 |
65.807 |
65.098 |
66.280 |
PP |
64.153 |
64.153 |
64.153 |
64.390 |
S1 |
63.207 |
63.207 |
64.622 |
63.680 |
S2 |
61.553 |
61.553 |
64.383 |
|
S3 |
58.953 |
60.607 |
64.145 |
|
S4 |
56.353 |
58.007 |
63.430 |
|
|
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 |
65.100 |
61.675 |
3.425 |
5.3% |
1.395 |
2.2% |
93% |
True |
False |
13,193 |
10 |
65.100 |
60.700 |
4.400 |
6.8% |
1.428 |
2.2% |
95% |
True |
False |
16,356 |
20 |
66.650 |
60.700 |
5.950 |
9.2% |
1.574 |
2.4% |
70% |
False |
False |
17,351 |
40 |
68.200 |
60.700 |
7.500 |
11.6% |
1.563 |
2.4% |
55% |
False |
False |
9,615 |
60 |
68.200 |
59.925 |
8.275 |
12.8% |
1.464 |
2.3% |
60% |
False |
False |
6,431 |
80 |
68.200 |
56.300 |
11.900 |
18.3% |
1.215 |
1.9% |
72% |
False |
False |
4,824 |
100 |
68.200 |
53.100 |
15.100 |
23.3% |
1.107 |
1.7% |
78% |
False |
False |
3,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.150 |
2.618 |
71.907 |
1.618 |
69.307 |
1.000 |
67.700 |
0.618 |
66.707 |
HIGH |
65.100 |
0.618 |
64.107 |
0.500 |
63.800 |
0.382 |
63.493 |
LOW |
62.500 |
0.618 |
60.893 |
1.000 |
59.900 |
1.618 |
58.293 |
2.618 |
55.693 |
4.250 |
51.450 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.507 |
64.407 |
PP |
64.153 |
63.953 |
S1 |
63.800 |
63.500 |
|