NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.850 |
65.900 |
0.050 |
0.1% |
64.200 |
High |
66.450 |
67.100 |
0.650 |
1.0% |
66.450 |
Low |
65.600 |
65.275 |
-0.325 |
-0.5% |
63.225 |
Close |
65.980 |
66.870 |
0.890 |
1.3% |
65.980 |
Range |
0.850 |
1.825 |
0.975 |
114.7% |
3.225 |
ATR |
1.344 |
1.378 |
0.034 |
2.6% |
0.000 |
Volume |
4,058 |
6,134 |
2,076 |
51.2% |
9,658 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.890 |
71.205 |
67.874 |
|
R3 |
70.065 |
69.380 |
67.372 |
|
R2 |
68.240 |
68.240 |
67.205 |
|
R1 |
67.555 |
67.555 |
67.037 |
67.898 |
PP |
66.415 |
66.415 |
66.415 |
66.586 |
S1 |
65.730 |
65.730 |
66.703 |
66.073 |
S2 |
64.590 |
64.590 |
66.535 |
|
S3 |
62.765 |
63.905 |
66.368 |
|
S4 |
60.940 |
62.080 |
65.866 |
|
|
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 |
67.100 |
63.225 |
3.875 |
5.8% |
1.500 |
2.2% |
94% |
True |
False |
3,025 |
10 |
67.100 |
62.400 |
4.700 |
7.0% |
1.348 |
2.0% |
95% |
True |
False |
1,917 |
20 |
68.075 |
62.400 |
5.675 |
8.5% |
1.446 |
2.2% |
79% |
False |
False |
1,290 |
40 |
68.750 |
62.400 |
6.350 |
9.5% |
1.335 |
2.0% |
70% |
False |
False |
688 |
60 |
68.750 |
61.700 |
7.050 |
10.5% |
0.987 |
1.5% |
73% |
False |
False |
465 |
80 |
68.750 |
56.680 |
12.070 |
18.0% |
0.740 |
1.1% |
84% |
False |
False |
349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.856 |
2.618 |
71.878 |
1.618 |
70.053 |
1.000 |
68.925 |
0.618 |
68.228 |
HIGH |
67.100 |
0.618 |
66.403 |
0.500 |
66.188 |
0.382 |
65.972 |
LOW |
65.275 |
0.618 |
64.147 |
1.000 |
63.450 |
1.618 |
62.322 |
2.618 |
60.497 |
4.250 |
57.519 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.643 |
66.418 |
PP |
66.415 |
65.965 |
S1 |
66.188 |
65.513 |
|