NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
64.675 |
65.125 |
0.450 |
0.7% |
65.150 |
High |
64.700 |
65.125 |
0.425 |
0.7% |
65.250 |
Low |
64.275 |
65.125 |
0.850 |
1.3% |
63.700 |
Close |
64.660 |
65.270 |
0.610 |
0.9% |
65.270 |
Range |
0.425 |
0.000 |
-0.425 |
-100.0% |
1.550 |
ATR |
0.864 |
0.835 |
-0.028 |
-3.3% |
0.000 |
Volume |
6 |
11 |
5 |
83.3% |
50 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.173 |
65.222 |
65.270 |
|
R3 |
65.173 |
65.222 |
65.270 |
|
R2 |
65.173 |
65.173 |
65.270 |
|
R1 |
65.222 |
65.222 |
65.270 |
65.198 |
PP |
65.173 |
65.173 |
65.173 |
65.161 |
S1 |
65.222 |
65.222 |
65.270 |
65.198 |
S2 |
65.173 |
65.173 |
65.270 |
|
S3 |
65.173 |
65.222 |
65.270 |
|
S4 |
65.173 |
65.222 |
65.270 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.390 |
68.880 |
66.123 |
|
R3 |
67.840 |
67.330 |
65.696 |
|
R2 |
66.290 |
66.290 |
65.554 |
|
R1 |
65.780 |
65.780 |
65.412 |
66.035 |
PP |
64.740 |
64.740 |
64.740 |
64.868 |
S1 |
64.230 |
64.230 |
65.128 |
64.485 |
S2 |
63.190 |
63.190 |
64.986 |
|
S3 |
61.640 |
62.680 |
64.844 |
|
S4 |
60.090 |
61.130 |
64.418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.250 |
63.700 |
1.550 |
2.4% |
0.450 |
0.7% |
101% |
False |
False |
10 |
10 |
68.900 |
63.700 |
5.200 |
8.0% |
0.793 |
1.2% |
30% |
False |
False |
10 |
20 |
69.000 |
63.700 |
5.300 |
8.1% |
0.695 |
1.1% |
30% |
False |
False |
7 |
40 |
69.275 |
62.200 |
7.075 |
10.8% |
0.429 |
0.7% |
43% |
False |
False |
9 |
60 |
69.275 |
61.240 |
8.035 |
12.3% |
0.360 |
0.6% |
50% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.125 |
2.618 |
65.125 |
1.618 |
65.125 |
1.000 |
65.125 |
0.618 |
65.125 |
HIGH |
65.125 |
0.618 |
65.125 |
0.500 |
65.125 |
0.382 |
65.125 |
LOW |
65.125 |
0.618 |
65.125 |
1.000 |
65.125 |
1.618 |
65.125 |
2.618 |
65.125 |
4.250 |
65.125 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.222 |
64.984 |
PP |
65.173 |
64.698 |
S1 |
65.125 |
64.413 |
|