NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.125 |
65.350 |
0.225 |
0.3% |
65.150 |
High |
65.125 |
65.800 |
0.675 |
1.0% |
65.250 |
Low |
65.125 |
65.150 |
0.025 |
0.0% |
63.700 |
Close |
65.270 |
65.020 |
-0.250 |
-0.4% |
65.270 |
Range |
0.000 |
0.650 |
0.650 |
|
1.550 |
ATR |
0.835 |
0.822 |
-0.013 |
-1.6% |
0.000 |
Volume |
11 |
2 |
-9 |
-81.8% |
50 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.273 |
66.797 |
65.378 |
|
R3 |
66.623 |
66.147 |
65.199 |
|
R2 |
65.973 |
65.973 |
65.139 |
|
R1 |
65.497 |
65.497 |
65.080 |
65.410 |
PP |
65.323 |
65.323 |
65.323 |
65.280 |
S1 |
64.847 |
64.847 |
64.960 |
64.760 |
S2 |
64.673 |
64.673 |
64.901 |
|
S3 |
64.023 |
64.197 |
64.841 |
|
S4 |
63.373 |
63.547 |
64.663 |
|
|
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 |
65.800 |
63.700 |
2.100 |
3.2% |
0.460 |
0.7% |
63% |
True |
False |
7 |
10 |
68.550 |
63.700 |
4.850 |
7.5% |
0.790 |
1.2% |
27% |
False |
False |
9 |
20 |
68.900 |
63.700 |
5.200 |
8.0% |
0.655 |
1.0% |
25% |
False |
False |
7 |
40 |
69.275 |
62.500 |
6.775 |
10.4% |
0.446 |
0.7% |
37% |
False |
False |
9 |
60 |
69.275 |
61.240 |
8.035 |
12.4% |
0.370 |
0.6% |
47% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.563 |
2.618 |
67.502 |
1.618 |
66.852 |
1.000 |
66.450 |
0.618 |
66.202 |
HIGH |
65.800 |
0.618 |
65.552 |
0.500 |
65.475 |
0.382 |
65.398 |
LOW |
65.150 |
0.618 |
64.748 |
1.000 |
64.500 |
1.618 |
64.098 |
2.618 |
63.448 |
4.250 |
62.388 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.475 |
65.038 |
PP |
65.323 |
65.032 |
S1 |
65.172 |
65.026 |
|