NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.150 |
64.500 |
-0.650 |
-1.0% |
68.700 |
High |
65.150 |
65.250 |
0.100 |
0.2% |
68.900 |
Low |
64.550 |
64.475 |
-0.075 |
-0.1% |
64.900 |
Close |
64.550 |
65.090 |
0.540 |
0.8% |
65.150 |
Range |
0.600 |
0.775 |
0.175 |
29.2% |
4.000 |
ATR |
0.866 |
0.860 |
-0.007 |
-0.8% |
0.000 |
Volume |
16 |
5 |
-11 |
-68.8% |
50 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.263 |
66.952 |
65.516 |
|
R3 |
66.488 |
66.177 |
65.303 |
|
R2 |
65.713 |
65.713 |
65.232 |
|
R1 |
65.402 |
65.402 |
65.161 |
65.558 |
PP |
64.938 |
64.938 |
64.938 |
65.016 |
S1 |
64.627 |
64.627 |
65.019 |
64.783 |
S2 |
64.163 |
64.163 |
64.948 |
|
S3 |
63.388 |
63.852 |
64.877 |
|
S4 |
62.613 |
63.077 |
64.664 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.317 |
75.733 |
67.350 |
|
R3 |
74.317 |
71.733 |
66.250 |
|
R2 |
70.317 |
70.317 |
65.883 |
|
R1 |
67.733 |
67.733 |
65.517 |
67.025 |
PP |
66.317 |
66.317 |
66.317 |
65.963 |
S1 |
63.733 |
63.733 |
64.783 |
63.025 |
S2 |
62.317 |
62.317 |
64.417 |
|
S3 |
58.317 |
59.733 |
64.050 |
|
S4 |
54.317 |
55.733 |
62.950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.100 |
64.475 |
2.625 |
4.0% |
0.985 |
1.5% |
23% |
False |
True |
12 |
10 |
68.900 |
64.475 |
4.425 |
6.8% |
0.870 |
1.3% |
14% |
False |
True |
9 |
20 |
69.000 |
64.475 |
4.525 |
7.0% |
0.651 |
1.0% |
14% |
False |
True |
6 |
40 |
69.275 |
61.900 |
7.375 |
11.3% |
0.518 |
0.8% |
43% |
False |
False |
8 |
60 |
69.275 |
60.650 |
8.625 |
13.3% |
0.345 |
0.5% |
51% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.544 |
2.618 |
67.279 |
1.618 |
66.504 |
1.000 |
66.025 |
0.618 |
65.729 |
HIGH |
65.250 |
0.618 |
64.954 |
0.500 |
64.863 |
0.382 |
64.771 |
LOW |
64.475 |
0.618 |
63.996 |
1.000 |
63.700 |
1.618 |
63.221 |
2.618 |
62.446 |
4.250 |
61.181 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.014 |
65.413 |
PP |
64.938 |
65.305 |
S1 |
64.863 |
65.198 |
|