NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.900 |
66.825 |
0.925 |
1.4% |
64.200 |
High |
67.100 |
66.975 |
-0.125 |
-0.2% |
66.450 |
Low |
65.275 |
65.425 |
0.150 |
0.2% |
63.225 |
Close |
66.870 |
65.510 |
-1.360 |
-2.0% |
65.980 |
Range |
1.825 |
1.550 |
-0.275 |
-15.1% |
3.225 |
ATR |
1.378 |
1.391 |
0.012 |
0.9% |
0.000 |
Volume |
6,134 |
12,933 |
6,799 |
110.8% |
9,658 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.620 |
69.615 |
66.363 |
|
R3 |
69.070 |
68.065 |
65.936 |
|
R2 |
67.520 |
67.520 |
65.794 |
|
R1 |
66.515 |
66.515 |
65.652 |
66.243 |
PP |
65.970 |
65.970 |
65.970 |
65.834 |
S1 |
64.965 |
64.965 |
65.368 |
64.693 |
S2 |
64.420 |
64.420 |
65.226 |
|
S3 |
62.870 |
63.415 |
65.084 |
|
S4 |
61.320 |
61.865 |
64.658 |
|
|
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 |
5.9% |
1.570 |
2.4% |
59% |
False |
False |
5,369 |
10 |
67.100 |
62.400 |
4.700 |
7.2% |
1.380 |
2.1% |
66% |
False |
False |
3,131 |
20 |
68.075 |
62.400 |
5.675 |
8.7% |
1.421 |
2.2% |
55% |
False |
False |
1,925 |
40 |
68.750 |
62.400 |
6.350 |
9.7% |
1.353 |
2.1% |
49% |
False |
False |
1,011 |
60 |
68.750 |
61.700 |
7.050 |
10.8% |
1.013 |
1.5% |
54% |
False |
False |
680 |
80 |
68.750 |
59.450 |
9.300 |
14.2% |
0.759 |
1.2% |
65% |
False |
False |
510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.563 |
2.618 |
71.033 |
1.618 |
69.483 |
1.000 |
68.525 |
0.618 |
67.933 |
HIGH |
66.975 |
0.618 |
66.383 |
0.500 |
66.200 |
0.382 |
66.017 |
LOW |
65.425 |
0.618 |
64.467 |
1.000 |
63.875 |
1.618 |
62.917 |
2.618 |
61.367 |
4.250 |
58.838 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.200 |
66.188 |
PP |
65.970 |
65.962 |
S1 |
65.740 |
65.736 |
|