NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.825 |
63.475 |
-0.350 |
-0.5% |
68.050 |
High |
64.050 |
64.300 |
0.250 |
0.4% |
68.075 |
Low |
62.850 |
63.075 |
0.225 |
0.4% |
63.500 |
Close |
63.370 |
63.990 |
0.620 |
1.0% |
63.860 |
Range |
1.200 |
1.225 |
0.025 |
2.1% |
4.575 |
ATR |
1.385 |
1.373 |
-0.011 |
-0.8% |
0.000 |
Volume |
1,230 |
792 |
-438 |
-35.6% |
3,877 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.463 |
66.952 |
64.664 |
|
R3 |
66.238 |
65.727 |
64.327 |
|
R2 |
65.013 |
65.013 |
64.215 |
|
R1 |
64.502 |
64.502 |
64.102 |
64.758 |
PP |
63.788 |
63.788 |
63.788 |
63.916 |
S1 |
63.277 |
63.277 |
63.878 |
63.533 |
S2 |
62.563 |
62.563 |
63.765 |
|
S3 |
61.338 |
62.052 |
63.653 |
|
S4 |
60.113 |
60.827 |
63.316 |
|
|
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 |
66.350 |
62.850 |
3.500 |
5.5% |
1.425 |
2.2% |
33% |
False |
False |
901 |
10 |
68.075 |
62.850 |
5.225 |
8.2% |
1.463 |
2.3% |
22% |
False |
False |
719 |
20 |
68.450 |
62.850 |
5.600 |
8.8% |
1.440 |
2.3% |
20% |
False |
False |
410 |
40 |
68.750 |
61.700 |
7.050 |
11.0% |
1.090 |
1.7% |
32% |
False |
False |
237 |
60 |
68.750 |
60.220 |
8.530 |
13.3% |
0.783 |
1.2% |
44% |
False |
False |
159 |
80 |
68.750 |
54.000 |
14.750 |
23.1% |
0.587 |
0.9% |
68% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.506 |
2.618 |
67.507 |
1.618 |
66.282 |
1.000 |
65.525 |
0.618 |
65.057 |
HIGH |
64.300 |
0.618 |
63.832 |
0.500 |
63.688 |
0.382 |
63.543 |
LOW |
63.075 |
0.618 |
62.318 |
1.000 |
61.850 |
1.618 |
61.093 |
2.618 |
59.868 |
4.250 |
57.869 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.889 |
64.125 |
PP |
63.788 |
64.080 |
S1 |
63.688 |
64.035 |
|