NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
62.575 |
64.900 |
2.325 |
3.7% |
62.475 |
High |
65.100 |
65.650 |
0.550 |
0.8% |
65.650 |
Low |
62.500 |
64.550 |
2.050 |
3.3% |
61.900 |
Close |
64.860 |
64.940 |
0.080 |
0.1% |
64.940 |
Range |
2.600 |
1.100 |
-1.500 |
-57.7% |
3.750 |
ATR |
1.522 |
1.492 |
-0.030 |
-2.0% |
0.000 |
Volume |
13,745 |
18,476 |
4,731 |
34.4% |
68,252 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.347 |
67.743 |
65.545 |
|
R3 |
67.247 |
66.643 |
65.243 |
|
R2 |
66.147 |
66.147 |
65.142 |
|
R1 |
65.543 |
65.543 |
65.041 |
65.845 |
PP |
65.047 |
65.047 |
65.047 |
65.198 |
S1 |
64.443 |
64.443 |
64.839 |
64.745 |
S2 |
63.947 |
63.947 |
64.738 |
|
S3 |
62.847 |
63.343 |
64.638 |
|
S4 |
61.747 |
62.243 |
64.335 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.413 |
73.927 |
67.003 |
|
R3 |
71.663 |
70.177 |
65.971 |
|
R2 |
67.913 |
67.913 |
65.628 |
|
R1 |
66.427 |
66.427 |
65.284 |
67.170 |
PP |
64.163 |
64.163 |
64.163 |
64.535 |
S1 |
62.677 |
62.677 |
64.596 |
63.420 |
S2 |
60.413 |
60.413 |
64.253 |
|
S3 |
56.663 |
58.927 |
63.909 |
|
S4 |
52.913 |
55.177 |
62.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.650 |
61.900 |
3.750 |
5.8% |
1.445 |
2.2% |
81% |
True |
False |
13,650 |
10 |
65.650 |
60.700 |
4.950 |
7.6% |
1.353 |
2.1% |
86% |
True |
False |
16,245 |
20 |
66.650 |
60.700 |
5.950 |
9.2% |
1.548 |
2.4% |
71% |
False |
False |
17,458 |
40 |
68.200 |
60.700 |
7.500 |
11.5% |
1.571 |
2.4% |
57% |
False |
False |
10,067 |
60 |
68.200 |
60.250 |
7.950 |
12.2% |
1.448 |
2.2% |
59% |
False |
False |
6,738 |
80 |
68.200 |
56.575 |
11.625 |
17.9% |
1.223 |
1.9% |
72% |
False |
False |
5,055 |
100 |
68.200 |
53.100 |
15.100 |
23.3% |
1.118 |
1.7% |
78% |
False |
False |
4,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.325 |
2.618 |
68.530 |
1.618 |
67.430 |
1.000 |
66.750 |
0.618 |
66.330 |
HIGH |
65.650 |
0.618 |
65.230 |
0.500 |
65.100 |
0.382 |
64.970 |
LOW |
64.550 |
0.618 |
63.870 |
1.000 |
63.450 |
1.618 |
62.770 |
2.618 |
61.670 |
4.250 |
59.875 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.100 |
64.552 |
PP |
65.047 |
64.163 |
S1 |
64.993 |
63.775 |
|