NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.050 |
67.300 |
0.250 |
0.4% |
65.350 |
High |
67.250 |
68.150 |
0.900 |
1.3% |
67.275 |
Low |
66.000 |
66.550 |
0.550 |
0.8% |
64.750 |
Close |
67.050 |
67.960 |
0.910 |
1.4% |
67.050 |
Range |
1.250 |
1.600 |
0.350 |
28.0% |
2.525 |
ATR |
0.952 |
0.998 |
0.046 |
4.9% |
0.000 |
Volume |
43 |
28 |
-15 |
-34.9% |
103 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.353 |
71.757 |
68.840 |
|
R3 |
70.753 |
70.157 |
68.400 |
|
R2 |
69.153 |
69.153 |
68.253 |
|
R1 |
68.557 |
68.557 |
68.107 |
68.855 |
PP |
67.553 |
67.553 |
67.553 |
67.703 |
S1 |
66.957 |
66.957 |
67.813 |
67.255 |
S2 |
65.953 |
65.953 |
67.667 |
|
S3 |
64.353 |
65.357 |
67.520 |
|
S4 |
62.753 |
63.757 |
67.080 |
|
|
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 |
68.150 |
64.750 |
3.400 |
5.0% |
1.250 |
1.8% |
94% |
True |
False |
25 |
10 |
68.150 |
63.700 |
4.450 |
6.5% |
0.855 |
1.3% |
96% |
True |
False |
16 |
20 |
68.900 |
63.700 |
5.200 |
7.7% |
0.894 |
1.3% |
82% |
False |
False |
13 |
40 |
69.275 |
63.700 |
5.575 |
8.2% |
0.587 |
0.9% |
76% |
False |
False |
12 |
60 |
69.275 |
61.900 |
7.375 |
10.9% |
0.475 |
0.7% |
82% |
False |
False |
8 |
80 |
69.275 |
57.180 |
12.095 |
17.8% |
0.356 |
0.5% |
89% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.950 |
2.618 |
72.339 |
1.618 |
70.739 |
1.000 |
69.750 |
0.618 |
69.139 |
HIGH |
68.150 |
0.618 |
67.539 |
0.500 |
67.350 |
0.382 |
67.161 |
LOW |
66.550 |
0.618 |
65.561 |
1.000 |
64.950 |
1.618 |
63.961 |
2.618 |
62.361 |
4.250 |
59.750 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.757 |
67.557 |
PP |
67.553 |
67.153 |
S1 |
67.350 |
66.750 |
|