NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.600 |
63.950 |
-0.650 |
-1.0% |
63.825 |
High |
64.775 |
66.000 |
1.225 |
1.9% |
64.300 |
Low |
63.225 |
63.925 |
0.700 |
1.1% |
62.400 |
Close |
63.950 |
65.920 |
1.970 |
3.1% |
64.120 |
Range |
1.550 |
2.075 |
0.525 |
33.9% |
1.900 |
ATR |
1.329 |
1.382 |
0.053 |
4.0% |
0.000 |
Volume |
1,591 |
2,130 |
539 |
33.9% |
4,610 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.507 |
70.788 |
67.061 |
|
R3 |
69.432 |
68.713 |
66.491 |
|
R2 |
67.357 |
67.357 |
66.300 |
|
R1 |
66.638 |
66.638 |
66.110 |
66.998 |
PP |
65.282 |
65.282 |
65.282 |
65.461 |
S1 |
64.563 |
64.563 |
65.730 |
64.923 |
S2 |
63.207 |
63.207 |
65.540 |
|
S3 |
61.132 |
62.488 |
65.349 |
|
S4 |
59.057 |
60.413 |
64.779 |
|
|
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 |
66.000 |
63.225 |
2.775 |
4.2% |
1.345 |
2.0% |
97% |
True |
False |
1,320 |
10 |
66.000 |
62.400 |
3.600 |
5.5% |
1.390 |
2.1% |
98% |
True |
False |
1,132 |
20 |
68.075 |
62.400 |
5.675 |
8.6% |
1.479 |
2.2% |
62% |
False |
False |
797 |
40 |
68.750 |
62.400 |
6.350 |
9.6% |
1.313 |
2.0% |
55% |
False |
False |
442 |
60 |
68.750 |
61.700 |
7.050 |
10.7% |
0.942 |
1.4% |
60% |
False |
False |
295 |
80 |
68.750 |
56.680 |
12.070 |
18.3% |
0.707 |
1.1% |
77% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.819 |
2.618 |
71.432 |
1.618 |
69.357 |
1.000 |
68.075 |
0.618 |
67.282 |
HIGH |
66.000 |
0.618 |
65.207 |
0.500 |
64.963 |
0.382 |
64.718 |
LOW |
63.925 |
0.618 |
62.643 |
1.000 |
61.850 |
1.618 |
60.568 |
2.618 |
58.493 |
4.250 |
55.106 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.601 |
65.484 |
PP |
65.282 |
65.048 |
S1 |
64.963 |
64.613 |
|