NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.375 |
63.425 |
0.050 |
0.1% |
65.900 |
High |
63.875 |
64.275 |
0.400 |
0.6% |
67.100 |
Low |
62.900 |
62.450 |
-0.450 |
-0.7% |
63.825 |
Close |
63.490 |
64.010 |
0.520 |
0.8% |
65.200 |
Range |
0.975 |
1.825 |
0.850 |
87.2% |
3.275 |
ATR |
1.463 |
1.489 |
0.026 |
1.8% |
0.000 |
Volume |
17,344 |
11,839 |
-5,505 |
-31.7% |
64,360 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.053 |
68.357 |
65.014 |
|
R3 |
67.228 |
66.532 |
64.512 |
|
R2 |
65.403 |
65.403 |
64.345 |
|
R1 |
64.707 |
64.707 |
64.177 |
65.055 |
PP |
63.578 |
63.578 |
63.578 |
63.753 |
S1 |
62.882 |
62.882 |
63.843 |
63.230 |
S2 |
61.753 |
61.753 |
63.675 |
|
S3 |
59.928 |
61.057 |
63.508 |
|
S4 |
58.103 |
59.232 |
63.006 |
|
|
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 |
66.125 |
62.450 |
3.675 |
5.7% |
1.755 |
2.7% |
42% |
False |
True |
13,892 |
10 |
67.100 |
62.450 |
4.650 |
7.3% |
1.620 |
2.5% |
34% |
False |
True |
10,774 |
20 |
67.100 |
62.400 |
4.700 |
7.3% |
1.459 |
2.3% |
34% |
False |
False |
5,888 |
40 |
68.450 |
62.400 |
6.050 |
9.5% |
1.406 |
2.2% |
27% |
False |
False |
3,064 |
60 |
68.750 |
61.700 |
7.050 |
11.0% |
1.122 |
1.8% |
33% |
False |
False |
2,055 |
80 |
68.750 |
60.090 |
8.660 |
13.5% |
0.883 |
1.4% |
45% |
False |
False |
1,541 |
100 |
68.750 |
54.000 |
14.750 |
23.0% |
0.707 |
1.1% |
68% |
False |
False |
1,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.031 |
2.618 |
69.053 |
1.618 |
67.228 |
1.000 |
66.100 |
0.618 |
65.403 |
HIGH |
64.275 |
0.618 |
63.578 |
0.500 |
63.363 |
0.382 |
63.147 |
LOW |
62.450 |
0.618 |
61.322 |
1.000 |
60.625 |
1.618 |
59.497 |
2.618 |
57.672 |
4.250 |
54.694 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.794 |
63.953 |
PP |
63.578 |
63.895 |
S1 |
63.363 |
63.838 |
|