NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.950 |
65.850 |
1.900 |
3.0% |
64.200 |
High |
66.000 |
66.450 |
0.450 |
0.7% |
66.450 |
Low |
63.925 |
65.600 |
1.675 |
2.6% |
63.225 |
Close |
65.920 |
65.980 |
0.060 |
0.1% |
65.980 |
Range |
2.075 |
0.850 |
-1.225 |
-59.0% |
3.225 |
ATR |
1.382 |
1.344 |
-0.038 |
-2.7% |
0.000 |
Volume |
2,130 |
4,058 |
1,928 |
90.5% |
9,658 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.560 |
68.120 |
66.448 |
|
R3 |
67.710 |
67.270 |
66.214 |
|
R2 |
66.860 |
66.860 |
66.136 |
|
R1 |
66.420 |
66.420 |
66.058 |
66.640 |
PP |
66.010 |
66.010 |
66.010 |
66.120 |
S1 |
65.570 |
65.570 |
65.902 |
65.790 |
S2 |
65.160 |
65.160 |
65.824 |
|
S3 |
64.310 |
64.720 |
65.746 |
|
S4 |
63.460 |
63.870 |
65.513 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.893 |
73.662 |
67.754 |
|
R3 |
71.668 |
70.437 |
66.867 |
|
R2 |
68.443 |
68.443 |
66.571 |
|
R1 |
67.212 |
67.212 |
66.276 |
67.828 |
PP |
65.218 |
65.218 |
65.218 |
65.526 |
S1 |
63.987 |
63.987 |
65.684 |
64.603 |
S2 |
61.993 |
61.993 |
65.389 |
|
S3 |
58.768 |
60.762 |
65.093 |
|
S4 |
55.543 |
57.537 |
64.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.450 |
63.225 |
3.225 |
4.9% |
1.355 |
2.1% |
85% |
True |
False |
1,931 |
10 |
66.450 |
62.400 |
4.050 |
6.1% |
1.285 |
1.9% |
88% |
True |
False |
1,426 |
20 |
68.075 |
62.400 |
5.675 |
8.6% |
1.448 |
2.2% |
63% |
False |
False |
992 |
40 |
68.750 |
62.400 |
6.350 |
9.6% |
1.309 |
2.0% |
56% |
False |
False |
538 |
60 |
68.750 |
61.700 |
7.050 |
10.7% |
0.956 |
1.4% |
61% |
False |
False |
362 |
80 |
68.750 |
56.680 |
12.070 |
18.3% |
0.717 |
1.1% |
77% |
False |
False |
272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.063 |
2.618 |
68.675 |
1.618 |
67.825 |
1.000 |
67.300 |
0.618 |
66.975 |
HIGH |
66.450 |
0.618 |
66.125 |
0.500 |
66.025 |
0.382 |
65.925 |
LOW |
65.600 |
0.618 |
65.075 |
1.000 |
64.750 |
1.618 |
64.225 |
2.618 |
63.375 |
4.250 |
61.988 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.025 |
65.599 |
PP |
66.010 |
65.218 |
S1 |
65.995 |
64.838 |
|