NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 30-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.050 |
63.375 |
-1.675 |
-2.6% |
65.900 |
High |
65.225 |
63.875 |
-1.350 |
-2.1% |
67.100 |
Low |
62.550 |
62.900 |
0.350 |
0.6% |
63.825 |
Close |
63.150 |
63.490 |
0.340 |
0.5% |
65.200 |
Range |
2.675 |
0.975 |
-1.700 |
-63.6% |
3.275 |
ATR |
1.500 |
1.463 |
-0.038 |
-2.5% |
0.000 |
Volume |
8,012 |
17,344 |
9,332 |
116.5% |
64,360 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.347 |
65.893 |
64.026 |
|
R3 |
65.372 |
64.918 |
63.758 |
|
R2 |
64.397 |
64.397 |
63.669 |
|
R1 |
63.943 |
63.943 |
63.579 |
64.170 |
PP |
63.422 |
63.422 |
63.422 |
63.535 |
S1 |
62.968 |
62.968 |
63.401 |
63.195 |
S2 |
62.447 |
62.447 |
63.311 |
|
S3 |
61.472 |
61.993 |
63.222 |
|
S4 |
60.497 |
61.018 |
62.954 |
|
|
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 |
66.175 |
62.550 |
3.625 |
5.7% |
1.615 |
2.5% |
26% |
False |
False |
14,129 |
10 |
67.100 |
62.550 |
4.550 |
7.2% |
1.593 |
2.5% |
21% |
False |
False |
9,749 |
20 |
67.100 |
62.400 |
4.700 |
7.4% |
1.450 |
2.3% |
23% |
False |
False |
5,323 |
40 |
68.450 |
62.400 |
6.050 |
9.5% |
1.394 |
2.2% |
18% |
False |
False |
2,769 |
60 |
68.750 |
61.700 |
7.050 |
11.1% |
1.091 |
1.7% |
25% |
False |
False |
1,857 |
80 |
68.750 |
60.090 |
8.660 |
13.6% |
0.860 |
1.4% |
39% |
False |
False |
1,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.019 |
2.618 |
66.428 |
1.618 |
65.453 |
1.000 |
64.850 |
0.618 |
64.478 |
HIGH |
63.875 |
0.618 |
63.503 |
0.500 |
63.388 |
0.382 |
63.272 |
LOW |
62.900 |
0.618 |
62.297 |
1.000 |
61.925 |
1.618 |
61.322 |
2.618 |
60.347 |
4.250 |
58.756 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.456 |
63.888 |
PP |
63.422 |
63.755 |
S1 |
63.388 |
63.623 |
|