NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.000 |
63.150 |
-0.850 |
-1.3% |
68.050 |
High |
64.250 |
63.950 |
-0.300 |
-0.5% |
68.075 |
Low |
62.400 |
62.950 |
0.550 |
0.9% |
63.500 |
Close |
63.160 |
63.430 |
0.270 |
0.4% |
63.860 |
Range |
1.850 |
1.000 |
-0.850 |
-45.9% |
4.575 |
ATR |
1.408 |
1.378 |
-0.029 |
-2.1% |
0.000 |
Volume |
876 |
712 |
-164 |
-18.7% |
3,877 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.443 |
65.937 |
63.980 |
|
R3 |
65.443 |
64.937 |
63.705 |
|
R2 |
64.443 |
64.443 |
63.613 |
|
R1 |
63.937 |
63.937 |
63.522 |
64.190 |
PP |
63.443 |
63.443 |
63.443 |
63.570 |
S1 |
62.937 |
62.937 |
63.338 |
63.190 |
S2 |
62.443 |
62.443 |
63.247 |
|
S3 |
61.443 |
61.937 |
63.155 |
|
S4 |
60.443 |
60.937 |
62.880 |
|
|
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 |
65.400 |
62.400 |
3.000 |
4.7% |
1.435 |
2.3% |
34% |
False |
False |
945 |
10 |
68.075 |
62.400 |
5.675 |
8.9% |
1.478 |
2.3% |
18% |
False |
False |
789 |
20 |
68.450 |
62.400 |
6.050 |
9.5% |
1.475 |
2.3% |
17% |
False |
False |
487 |
40 |
68.750 |
61.700 |
7.050 |
11.1% |
1.161 |
1.8% |
25% |
False |
False |
277 |
60 |
68.750 |
60.220 |
8.530 |
13.4% |
0.830 |
1.3% |
38% |
False |
False |
185 |
80 |
68.750 |
55.650 |
13.100 |
20.7% |
0.623 |
1.0% |
59% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.200 |
2.618 |
66.568 |
1.618 |
65.568 |
1.000 |
64.950 |
0.618 |
64.568 |
HIGH |
63.950 |
0.618 |
63.568 |
0.500 |
63.450 |
0.382 |
63.332 |
LOW |
62.950 |
0.618 |
62.332 |
1.000 |
61.950 |
1.618 |
61.332 |
2.618 |
60.332 |
4.250 |
58.700 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.450 |
63.403 |
PP |
63.443 |
63.377 |
S1 |
63.437 |
63.350 |
|