NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.350 |
67.050 |
1.700 |
2.6% |
65.350 |
High |
67.275 |
67.250 |
-0.025 |
0.0% |
67.275 |
Low |
65.350 |
66.000 |
0.650 |
1.0% |
64.750 |
Close |
67.050 |
67.050 |
0.000 |
0.0% |
67.050 |
Range |
1.925 |
1.250 |
-0.675 |
-35.1% |
2.525 |
ATR |
0.929 |
0.952 |
0.023 |
2.5% |
0.000 |
Volume |
19 |
43 |
24 |
126.3% |
103 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.517 |
70.033 |
67.738 |
|
R3 |
69.267 |
68.783 |
67.394 |
|
R2 |
68.017 |
68.017 |
67.279 |
|
R1 |
67.533 |
67.533 |
67.165 |
67.675 |
PP |
66.767 |
66.767 |
66.767 |
66.838 |
S1 |
66.283 |
66.283 |
66.935 |
66.425 |
S2 |
65.517 |
65.517 |
66.821 |
|
S3 |
64.267 |
65.033 |
66.706 |
|
S4 |
63.017 |
63.783 |
66.363 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.933 |
73.017 |
68.439 |
|
R3 |
71.408 |
70.492 |
67.744 |
|
R2 |
68.883 |
68.883 |
67.513 |
|
R1 |
67.967 |
67.967 |
67.281 |
68.425 |
PP |
66.358 |
66.358 |
66.358 |
66.588 |
S1 |
65.442 |
65.442 |
66.819 |
65.900 |
S2 |
63.833 |
63.833 |
66.587 |
|
S3 |
61.308 |
62.917 |
66.356 |
|
S4 |
58.783 |
60.392 |
65.661 |
|
|
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% |
1.060 |
1.6% |
91% |
False |
False |
20 |
10 |
67.275 |
63.700 |
3.575 |
5.3% |
0.755 |
1.1% |
94% |
False |
False |
15 |
20 |
68.900 |
63.700 |
5.200 |
7.8% |
0.886 |
1.3% |
64% |
False |
False |
11 |
40 |
69.275 |
63.700 |
5.575 |
8.3% |
0.562 |
0.8% |
60% |
False |
False |
11 |
60 |
69.275 |
61.900 |
7.375 |
11.0% |
0.448 |
0.7% |
70% |
False |
False |
8 |
80 |
69.275 |
57.180 |
12.095 |
18.0% |
0.336 |
0.5% |
82% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.563 |
2.618 |
70.523 |
1.618 |
69.273 |
1.000 |
68.500 |
0.618 |
68.023 |
HIGH |
67.250 |
0.618 |
66.773 |
0.500 |
66.625 |
0.382 |
66.478 |
LOW |
66.000 |
0.618 |
65.228 |
1.000 |
64.750 |
1.618 |
63.978 |
2.618 |
62.728 |
4.250 |
60.688 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.908 |
66.704 |
PP |
66.767 |
66.358 |
S1 |
66.625 |
66.013 |
|