NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.200 |
63.900 |
-0.300 |
-0.5% |
63.825 |
High |
64.650 |
64.675 |
0.025 |
0.0% |
64.300 |
Low |
63.550 |
63.475 |
-0.075 |
-0.1% |
62.400 |
Close |
63.890 |
64.600 |
0.710 |
1.1% |
64.120 |
Range |
1.100 |
1.200 |
0.100 |
9.1% |
1.900 |
ATR |
1.320 |
1.312 |
-0.009 |
-0.7% |
0.000 |
Volume |
665 |
1,214 |
549 |
82.6% |
4,610 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.850 |
67.425 |
65.260 |
|
R3 |
66.650 |
66.225 |
64.930 |
|
R2 |
65.450 |
65.450 |
64.820 |
|
R1 |
65.025 |
65.025 |
64.710 |
65.238 |
PP |
64.250 |
64.250 |
64.250 |
64.356 |
S1 |
63.825 |
63.825 |
64.490 |
64.038 |
S2 |
63.050 |
63.050 |
64.380 |
|
S3 |
61.850 |
62.625 |
64.270 |
|
S4 |
60.650 |
61.425 |
63.940 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.307 |
68.613 |
65.165 |
|
R3 |
67.407 |
66.713 |
64.643 |
|
R2 |
65.507 |
65.507 |
64.468 |
|
R1 |
64.813 |
64.813 |
64.294 |
65.160 |
PP |
63.607 |
63.607 |
63.607 |
63.780 |
S1 |
62.913 |
62.913 |
63.946 |
63.260 |
S2 |
61.707 |
61.707 |
63.772 |
|
S3 |
59.807 |
61.013 |
63.598 |
|
S4 |
57.907 |
59.113 |
63.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.675 |
62.400 |
2.275 |
3.5% |
1.190 |
1.8% |
97% |
True |
False |
893 |
10 |
66.350 |
62.400 |
3.950 |
6.1% |
1.308 |
2.0% |
56% |
False |
False |
897 |
20 |
68.075 |
62.400 |
5.675 |
8.8% |
1.424 |
2.2% |
39% |
False |
False |
624 |
40 |
68.750 |
61.900 |
6.850 |
10.6% |
1.239 |
1.9% |
39% |
False |
False |
349 |
60 |
68.750 |
60.250 |
8.500 |
13.2% |
0.882 |
1.4% |
51% |
False |
False |
233 |
80 |
68.750 |
56.680 |
12.070 |
18.7% |
0.661 |
1.0% |
66% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.775 |
2.618 |
67.817 |
1.618 |
66.617 |
1.000 |
65.875 |
0.618 |
65.417 |
HIGH |
64.675 |
0.618 |
64.217 |
0.500 |
64.075 |
0.382 |
63.933 |
LOW |
63.475 |
0.618 |
62.733 |
1.000 |
62.275 |
1.618 |
61.533 |
2.618 |
60.333 |
4.250 |
58.375 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.425 |
64.413 |
PP |
64.250 |
64.225 |
S1 |
64.075 |
64.038 |
|