NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 07-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.100 |
63.825 |
-1.275 |
-2.0% |
68.050 |
High |
65.400 |
64.050 |
-1.350 |
-2.1% |
68.075 |
Low |
63.500 |
62.850 |
-0.650 |
-1.0% |
63.500 |
Close |
63.860 |
63.370 |
-0.490 |
-0.8% |
63.860 |
Range |
1.900 |
1.200 |
-0.700 |
-36.8% |
4.575 |
ATR |
1.399 |
1.385 |
-0.014 |
-1.0% |
0.000 |
Volume |
1,115 |
1,230 |
115 |
10.3% |
3,877 |
|
Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.023 |
66.397 |
64.030 |
|
R3 |
65.823 |
65.197 |
63.700 |
|
R2 |
64.623 |
64.623 |
63.590 |
|
R1 |
63.997 |
63.997 |
63.480 |
63.710 |
PP |
63.423 |
63.423 |
63.423 |
63.280 |
S1 |
62.797 |
62.797 |
63.260 |
62.510 |
S2 |
62.223 |
62.223 |
63.150 |
|
S3 |
61.023 |
61.597 |
63.040 |
|
S4 |
59.823 |
60.397 |
62.710 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.870 |
75.940 |
66.376 |
|
R3 |
74.295 |
71.365 |
65.118 |
|
R2 |
69.720 |
69.720 |
64.699 |
|
R1 |
66.790 |
66.790 |
64.279 |
65.968 |
PP |
65.145 |
65.145 |
65.145 |
64.734 |
S1 |
62.215 |
62.215 |
63.441 |
61.393 |
S2 |
60.570 |
60.570 |
63.021 |
|
S3 |
55.995 |
57.640 |
62.602 |
|
S4 |
51.420 |
53.065 |
61.344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.700 |
62.850 |
4.850 |
7.7% |
1.530 |
2.4% |
11% |
False |
True |
885 |
10 |
68.075 |
62.850 |
5.225 |
8.2% |
1.545 |
2.4% |
10% |
False |
True |
664 |
20 |
68.450 |
62.850 |
5.600 |
8.8% |
1.414 |
2.2% |
9% |
False |
True |
373 |
40 |
68.750 |
61.700 |
7.050 |
11.1% |
1.059 |
1.7% |
24% |
False |
False |
217 |
60 |
68.750 |
60.220 |
8.530 |
13.5% |
0.762 |
1.2% |
37% |
False |
False |
145 |
80 |
68.750 |
54.000 |
14.750 |
23.3% |
0.572 |
0.9% |
64% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.150 |
2.618 |
67.192 |
1.618 |
65.992 |
1.000 |
65.250 |
0.618 |
64.792 |
HIGH |
64.050 |
0.618 |
63.592 |
0.500 |
63.450 |
0.382 |
63.308 |
LOW |
62.850 |
0.618 |
62.108 |
1.000 |
61.650 |
1.618 |
60.908 |
2.618 |
59.708 |
4.250 |
57.750 |
|
|
Fisher Pivots for day following 07-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.450 |
64.275 |
PP |
63.423 |
63.973 |
S1 |
63.397 |
63.672 |
|