NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 29-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.450 |
65.050 |
0.600 |
0.9% |
65.900 |
High |
65.225 |
65.225 |
0.000 |
0.0% |
67.100 |
Low |
64.225 |
62.550 |
-1.675 |
-2.6% |
63.825 |
Close |
65.200 |
63.150 |
-2.050 |
-3.1% |
65.200 |
Range |
1.000 |
2.675 |
1.675 |
167.5% |
3.275 |
ATR |
1.410 |
1.500 |
0.090 |
6.4% |
0.000 |
Volume |
14,760 |
8,012 |
-6,748 |
-45.7% |
64,360 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.667 |
70.083 |
64.621 |
|
R3 |
68.992 |
67.408 |
63.886 |
|
R2 |
66.317 |
66.317 |
63.640 |
|
R1 |
64.733 |
64.733 |
63.395 |
64.188 |
PP |
63.642 |
63.642 |
63.642 |
63.369 |
S1 |
62.058 |
62.058 |
62.905 |
61.513 |
S2 |
60.967 |
60.967 |
62.660 |
|
S3 |
58.292 |
59.383 |
62.414 |
|
S4 |
55.617 |
56.708 |
61.679 |
|
|
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 |
66.975 |
62.550 |
4.425 |
7.0% |
1.730 |
2.7% |
14% |
False |
True |
13,247 |
10 |
67.100 |
62.550 |
4.550 |
7.2% |
1.615 |
2.6% |
13% |
False |
True |
8,136 |
20 |
67.700 |
62.400 |
5.300 |
8.4% |
1.489 |
2.4% |
14% |
False |
False |
4,491 |
40 |
68.750 |
62.400 |
6.350 |
10.1% |
1.397 |
2.2% |
12% |
False |
False |
2,338 |
60 |
68.750 |
61.700 |
7.050 |
11.2% |
1.075 |
1.7% |
21% |
False |
False |
1,568 |
80 |
68.750 |
60.090 |
8.660 |
13.7% |
0.848 |
1.3% |
35% |
False |
False |
1,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.594 |
2.618 |
72.228 |
1.618 |
69.553 |
1.000 |
67.900 |
0.618 |
66.878 |
HIGH |
65.225 |
0.618 |
64.203 |
0.500 |
63.888 |
0.382 |
63.572 |
LOW |
62.550 |
0.618 |
60.897 |
1.000 |
59.875 |
1.618 |
58.222 |
2.618 |
55.547 |
4.250 |
51.181 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.888 |
64.338 |
PP |
63.642 |
63.942 |
S1 |
63.396 |
63.546 |
|