NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.000 |
65.200 |
0.200 |
0.3% |
65.150 |
High |
65.700 |
65.325 |
-0.375 |
-0.6% |
65.250 |
Low |
64.800 |
64.750 |
-0.050 |
-0.1% |
63.700 |
Close |
65.760 |
65.200 |
-0.560 |
-0.9% |
65.270 |
Range |
0.900 |
0.575 |
-0.325 |
-36.1% |
1.550 |
ATR |
0.828 |
0.841 |
0.013 |
1.6% |
0.000 |
Volume |
13 |
26 |
13 |
100.0% |
50 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.817 |
66.583 |
65.516 |
|
R3 |
66.242 |
66.008 |
65.358 |
|
R2 |
65.667 |
65.667 |
65.305 |
|
R1 |
65.433 |
65.433 |
65.253 |
65.488 |
PP |
65.092 |
65.092 |
65.092 |
65.119 |
S1 |
64.858 |
64.858 |
65.147 |
64.913 |
S2 |
64.517 |
64.517 |
65.095 |
|
S3 |
63.942 |
64.283 |
65.042 |
|
S4 |
63.367 |
63.708 |
64.884 |
|
|
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 |
64.275 |
1.525 |
2.3% |
0.510 |
0.8% |
61% |
False |
False |
11 |
10 |
66.500 |
63.700 |
2.800 |
4.3% |
0.663 |
1.0% |
54% |
False |
False |
11 |
20 |
68.900 |
63.700 |
5.200 |
8.0% |
0.728 |
1.1% |
29% |
False |
False |
9 |
40 |
69.275 |
62.830 |
6.445 |
9.9% |
0.483 |
0.7% |
37% |
False |
False |
10 |
60 |
69.275 |
61.240 |
8.035 |
12.3% |
0.395 |
0.6% |
49% |
False |
False |
7 |
80 |
69.275 |
57.180 |
12.095 |
18.6% |
0.296 |
0.5% |
66% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.769 |
2.618 |
66.830 |
1.618 |
66.255 |
1.000 |
65.900 |
0.618 |
65.680 |
HIGH |
65.325 |
0.618 |
65.105 |
0.500 |
65.038 |
0.382 |
64.970 |
LOW |
64.750 |
0.618 |
64.395 |
1.000 |
64.175 |
1.618 |
63.820 |
2.618 |
63.245 |
4.250 |
62.306 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.146 |
65.275 |
PP |
65.092 |
65.250 |
S1 |
65.038 |
65.225 |
|