NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.825 |
65.575 |
-1.250 |
-1.9% |
64.200 |
High |
66.975 |
66.175 |
-0.800 |
-1.2% |
66.450 |
Low |
65.425 |
65.050 |
-0.375 |
-0.6% |
63.225 |
Close |
65.510 |
65.770 |
0.260 |
0.4% |
65.980 |
Range |
1.550 |
1.125 |
-0.425 |
-27.4% |
3.225 |
ATR |
1.391 |
1.372 |
-0.019 |
-1.4% |
0.000 |
Volume |
12,933 |
13,024 |
91 |
0.7% |
9,658 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.040 |
68.530 |
66.389 |
|
R3 |
67.915 |
67.405 |
66.079 |
|
R2 |
66.790 |
66.790 |
65.976 |
|
R1 |
66.280 |
66.280 |
65.873 |
66.535 |
PP |
65.665 |
65.665 |
65.665 |
65.793 |
S1 |
65.155 |
65.155 |
65.667 |
65.410 |
S2 |
64.540 |
64.540 |
65.564 |
|
S3 |
63.415 |
64.030 |
65.461 |
|
S4 |
62.290 |
62.905 |
65.151 |
|
|
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 |
63.925 |
3.175 |
4.8% |
1.485 |
2.3% |
58% |
False |
False |
7,655 |
10 |
67.100 |
62.950 |
4.150 |
6.3% |
1.308 |
2.0% |
68% |
False |
False |
4,346 |
20 |
68.075 |
62.400 |
5.675 |
8.6% |
1.413 |
2.1% |
59% |
False |
False |
2,550 |
40 |
68.750 |
62.400 |
6.350 |
9.7% |
1.338 |
2.0% |
53% |
False |
False |
1,336 |
60 |
68.750 |
61.700 |
7.050 |
10.7% |
1.004 |
1.5% |
58% |
False |
False |
897 |
80 |
68.750 |
59.910 |
8.840 |
13.4% |
0.773 |
1.2% |
66% |
False |
False |
673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.956 |
2.618 |
69.120 |
1.618 |
67.995 |
1.000 |
67.300 |
0.618 |
66.870 |
HIGH |
66.175 |
0.618 |
65.745 |
0.500 |
65.613 |
0.382 |
65.480 |
LOW |
65.050 |
0.618 |
64.355 |
1.000 |
63.925 |
1.618 |
63.230 |
2.618 |
62.105 |
4.250 |
60.269 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.718 |
66.075 |
PP |
65.665 |
65.973 |
S1 |
65.613 |
65.872 |
|