NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.675 |
64.450 |
-1.225 |
-1.9% |
65.900 |
High |
66.125 |
65.225 |
-0.900 |
-1.4% |
67.100 |
Low |
63.825 |
64.225 |
0.400 |
0.6% |
63.825 |
Close |
64.180 |
65.200 |
1.020 |
1.6% |
65.200 |
Range |
2.300 |
1.000 |
-1.300 |
-56.5% |
3.275 |
ATR |
1.438 |
1.410 |
-0.028 |
-2.0% |
0.000 |
Volume |
17,509 |
14,760 |
-2,749 |
-15.7% |
64,360 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.883 |
67.542 |
65.750 |
|
R3 |
66.883 |
66.542 |
65.475 |
|
R2 |
65.883 |
65.883 |
65.383 |
|
R1 |
65.542 |
65.542 |
65.292 |
65.713 |
PP |
64.883 |
64.883 |
64.883 |
64.969 |
S1 |
64.542 |
64.542 |
65.108 |
64.713 |
S2 |
63.883 |
63.883 |
65.017 |
|
S3 |
62.883 |
63.542 |
64.925 |
|
S4 |
61.883 |
62.542 |
64.650 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.200 |
73.475 |
67.001 |
|
R3 |
71.925 |
70.200 |
66.101 |
|
R2 |
68.650 |
68.650 |
65.800 |
|
R1 |
66.925 |
66.925 |
65.500 |
66.150 |
PP |
65.375 |
65.375 |
65.375 |
64.988 |
S1 |
63.650 |
63.650 |
64.900 |
62.875 |
S2 |
62.100 |
62.100 |
64.600 |
|
S3 |
58.825 |
60.375 |
64.299 |
|
S4 |
55.550 |
57.100 |
63.399 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.100 |
63.825 |
3.275 |
5.0% |
1.560 |
2.4% |
42% |
False |
False |
12,872 |
10 |
67.100 |
63.225 |
3.875 |
5.9% |
1.458 |
2.2% |
51% |
False |
False |
7,401 |
20 |
68.075 |
62.400 |
5.675 |
8.7% |
1.409 |
2.2% |
49% |
False |
False |
4,125 |
40 |
68.750 |
62.400 |
6.350 |
9.7% |
1.357 |
2.1% |
44% |
False |
False |
2,139 |
60 |
68.750 |
61.700 |
7.050 |
10.8% |
1.030 |
1.6% |
50% |
False |
False |
1,435 |
80 |
68.750 |
60.090 |
8.660 |
13.3% |
0.815 |
1.2% |
59% |
False |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.475 |
2.618 |
67.843 |
1.618 |
66.843 |
1.000 |
66.225 |
0.618 |
65.843 |
HIGH |
65.225 |
0.618 |
64.843 |
0.500 |
64.725 |
0.382 |
64.607 |
LOW |
64.225 |
0.618 |
63.607 |
1.000 |
63.225 |
1.618 |
62.607 |
2.618 |
61.607 |
4.250 |
59.975 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.042 |
65.133 |
PP |
64.883 |
65.067 |
S1 |
64.725 |
65.000 |
|