NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.200 |
65.350 |
0.150 |
0.2% |
65.150 |
High |
65.325 |
67.275 |
1.950 |
3.0% |
65.250 |
Low |
64.750 |
65.350 |
0.600 |
0.9% |
63.700 |
Close |
65.200 |
67.050 |
1.850 |
2.8% |
65.270 |
Range |
0.575 |
1.925 |
1.350 |
234.8% |
1.550 |
ATR |
0.841 |
0.929 |
0.088 |
10.5% |
0.000 |
Volume |
26 |
19 |
-7 |
-26.9% |
50 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.333 |
71.617 |
68.109 |
|
R3 |
70.408 |
69.692 |
67.579 |
|
R2 |
68.483 |
68.483 |
67.403 |
|
R1 |
67.767 |
67.767 |
67.226 |
68.125 |
PP |
66.558 |
66.558 |
66.558 |
66.738 |
S1 |
65.842 |
65.842 |
66.874 |
66.200 |
S2 |
64.633 |
64.633 |
66.697 |
|
S3 |
62.708 |
63.917 |
66.521 |
|
S4 |
60.783 |
61.992 |
65.991 |
|
|
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 |
67.275 |
64.750 |
2.525 |
3.8% |
0.810 |
1.2% |
91% |
True |
False |
14 |
10 |
67.275 |
63.700 |
3.575 |
5.3% |
0.775 |
1.2% |
94% |
True |
False |
11 |
20 |
68.900 |
63.700 |
5.200 |
7.8% |
0.824 |
1.2% |
64% |
False |
False |
10 |
40 |
69.275 |
63.700 |
5.575 |
8.3% |
0.531 |
0.8% |
60% |
False |
False |
10 |
60 |
69.275 |
61.900 |
7.375 |
11.0% |
0.427 |
0.6% |
70% |
False |
False |
7 |
80 |
69.275 |
57.180 |
12.095 |
18.0% |
0.320 |
0.5% |
82% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.456 |
2.618 |
72.315 |
1.618 |
70.390 |
1.000 |
69.200 |
0.618 |
68.465 |
HIGH |
67.275 |
0.618 |
66.540 |
0.500 |
66.313 |
0.382 |
66.085 |
LOW |
65.350 |
0.618 |
64.160 |
1.000 |
63.425 |
1.618 |
62.235 |
2.618 |
60.310 |
4.250 |
57.169 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.804 |
66.704 |
PP |
66.558 |
66.358 |
S1 |
66.313 |
66.013 |
|