NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.975 |
66.625 |
-1.350 |
-2.0% |
65.350 |
High |
68.000 |
67.325 |
-0.675 |
-1.0% |
67.275 |
Low |
66.550 |
66.325 |
-0.225 |
-0.3% |
64.750 |
Close |
66.600 |
67.020 |
0.420 |
0.6% |
67.050 |
Range |
1.450 |
1.000 |
-0.450 |
-31.0% |
2.525 |
ATR |
1.030 |
1.028 |
-0.002 |
-0.2% |
0.000 |
Volume |
467 |
396 |
-71 |
-15.2% |
103 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.890 |
69.455 |
67.570 |
|
R3 |
68.890 |
68.455 |
67.295 |
|
R2 |
67.890 |
67.890 |
67.203 |
|
R1 |
67.455 |
67.455 |
67.112 |
67.673 |
PP |
66.890 |
66.890 |
66.890 |
66.999 |
S1 |
66.455 |
66.455 |
66.928 |
66.673 |
S2 |
65.890 |
65.890 |
66.837 |
|
S3 |
64.890 |
65.455 |
66.745 |
|
S4 |
63.890 |
64.455 |
66.470 |
|
|
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 |
65.350 |
2.800 |
4.2% |
1.445 |
2.2% |
60% |
False |
False |
190 |
10 |
68.150 |
64.275 |
3.875 |
5.8% |
0.978 |
1.5% |
71% |
False |
False |
101 |
20 |
68.900 |
63.700 |
5.200 |
7.8% |
0.944 |
1.4% |
64% |
False |
False |
55 |
40 |
69.275 |
63.700 |
5.575 |
8.3% |
0.648 |
1.0% |
60% |
False |
False |
32 |
60 |
69.275 |
61.900 |
7.375 |
11.0% |
0.515 |
0.8% |
69% |
False |
False |
22 |
80 |
69.275 |
60.410 |
8.865 |
13.2% |
0.387 |
0.6% |
75% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.575 |
2.618 |
69.943 |
1.618 |
68.943 |
1.000 |
68.325 |
0.618 |
67.943 |
HIGH |
67.325 |
0.618 |
66.943 |
0.500 |
66.825 |
0.382 |
66.707 |
LOW |
66.325 |
0.618 |
65.707 |
1.000 |
65.325 |
1.618 |
64.707 |
2.618 |
63.707 |
4.250 |
62.075 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.955 |
67.238 |
PP |
66.890 |
67.165 |
S1 |
66.825 |
67.093 |
|