NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.900 |
64.950 |
0.050 |
0.1% |
62.475 |
High |
65.650 |
66.425 |
0.775 |
1.2% |
65.650 |
Low |
64.550 |
64.450 |
-0.100 |
-0.2% |
61.900 |
Close |
64.940 |
66.270 |
1.330 |
2.0% |
64.940 |
Range |
1.100 |
1.975 |
0.875 |
79.5% |
3.750 |
ATR |
1.492 |
1.527 |
0.034 |
2.3% |
0.000 |
Volume |
18,476 |
11,634 |
-6,842 |
-37.0% |
68,252 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.640 |
70.930 |
67.356 |
|
R3 |
69.665 |
68.955 |
66.813 |
|
R2 |
67.690 |
67.690 |
66.632 |
|
R1 |
66.980 |
66.980 |
66.451 |
67.335 |
PP |
65.715 |
65.715 |
65.715 |
65.893 |
S1 |
65.005 |
65.005 |
66.089 |
65.360 |
S2 |
63.740 |
63.740 |
65.908 |
|
S3 |
61.765 |
63.030 |
65.727 |
|
S4 |
59.790 |
61.055 |
65.184 |
|
|
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 |
66.425 |
61.900 |
4.525 |
6.8% |
1.655 |
2.5% |
97% |
True |
False |
13,885 |
10 |
66.425 |
60.700 |
5.725 |
8.6% |
1.430 |
2.2% |
97% |
True |
False |
15,430 |
20 |
66.650 |
60.700 |
5.950 |
9.0% |
1.534 |
2.3% |
94% |
False |
False |
17,351 |
40 |
68.200 |
60.700 |
7.500 |
11.3% |
1.573 |
2.4% |
74% |
False |
False |
10,350 |
60 |
68.200 |
60.250 |
7.950 |
12.0% |
1.456 |
2.2% |
76% |
False |
False |
6,932 |
80 |
68.200 |
56.575 |
11.625 |
17.5% |
1.243 |
1.9% |
83% |
False |
False |
5,200 |
100 |
68.200 |
53.100 |
15.100 |
22.8% |
1.138 |
1.7% |
87% |
False |
False |
4,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.819 |
2.618 |
71.596 |
1.618 |
69.621 |
1.000 |
68.400 |
0.618 |
67.646 |
HIGH |
66.425 |
0.618 |
65.671 |
0.500 |
65.438 |
0.382 |
65.204 |
LOW |
64.450 |
0.618 |
63.229 |
1.000 |
62.475 |
1.618 |
61.254 |
2.618 |
59.279 |
4.250 |
56.056 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.993 |
65.668 |
PP |
65.715 |
65.065 |
S1 |
65.438 |
64.463 |
|