NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.300 |
67.975 |
0.675 |
1.0% |
65.350 |
High |
68.150 |
68.000 |
-0.150 |
-0.2% |
67.275 |
Low |
66.550 |
66.550 |
0.000 |
0.0% |
64.750 |
Close |
67.960 |
66.600 |
-1.360 |
-2.0% |
67.050 |
Range |
1.600 |
1.450 |
-0.150 |
-9.4% |
2.525 |
ATR |
0.998 |
1.030 |
0.032 |
3.2% |
0.000 |
Volume |
28 |
467 |
439 |
1,567.9% |
103 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.400 |
70.450 |
67.398 |
|
R3 |
69.950 |
69.000 |
66.999 |
|
R2 |
68.500 |
68.500 |
66.866 |
|
R1 |
67.550 |
67.550 |
66.733 |
67.300 |
PP |
67.050 |
67.050 |
67.050 |
66.925 |
S1 |
66.100 |
66.100 |
66.467 |
65.850 |
S2 |
65.600 |
65.600 |
66.334 |
|
S3 |
64.150 |
64.650 |
66.201 |
|
S4 |
62.700 |
63.200 |
65.803 |
|
|
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 |
5.1% |
1.360 |
2.0% |
54% |
False |
False |
116 |
10 |
68.150 |
63.700 |
4.450 |
6.7% |
0.923 |
1.4% |
65% |
False |
False |
62 |
20 |
68.900 |
63.700 |
5.200 |
7.8% |
0.896 |
1.3% |
56% |
False |
False |
36 |
40 |
69.275 |
63.700 |
5.575 |
8.4% |
0.623 |
0.9% |
52% |
False |
False |
23 |
60 |
69.275 |
61.900 |
7.375 |
11.1% |
0.499 |
0.7% |
64% |
False |
False |
16 |
80 |
69.275 |
59.940 |
9.335 |
14.0% |
0.374 |
0.6% |
71% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.163 |
2.618 |
71.796 |
1.618 |
70.346 |
1.000 |
69.450 |
0.618 |
68.896 |
HIGH |
68.000 |
0.618 |
67.446 |
0.500 |
67.275 |
0.382 |
67.104 |
LOW |
66.550 |
0.618 |
65.654 |
1.000 |
65.100 |
1.618 |
64.204 |
2.618 |
62.754 |
4.250 |
60.388 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.275 |
67.075 |
PP |
67.050 |
66.917 |
S1 |
66.825 |
66.758 |
|