NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.150 |
65.900 |
-1.250 |
-1.9% |
67.300 |
High |
67.150 |
66.525 |
-0.625 |
-0.9% |
68.150 |
Low |
65.350 |
65.650 |
0.300 |
0.5% |
65.350 |
Close |
65.630 |
66.520 |
0.890 |
1.4% |
66.520 |
Range |
1.800 |
0.875 |
-0.925 |
-51.4% |
2.800 |
ATR |
1.083 |
1.070 |
-0.013 |
-1.2% |
0.000 |
Volume |
607 |
609 |
2 |
0.3% |
2,107 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.857 |
68.563 |
67.001 |
|
R3 |
67.982 |
67.688 |
66.761 |
|
R2 |
67.107 |
67.107 |
66.680 |
|
R1 |
66.813 |
66.813 |
66.600 |
66.960 |
PP |
66.232 |
66.232 |
66.232 |
66.305 |
S1 |
65.938 |
65.938 |
66.440 |
66.085 |
S2 |
65.357 |
65.357 |
66.360 |
|
S3 |
64.482 |
65.063 |
66.279 |
|
S4 |
63.607 |
64.188 |
66.039 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.073 |
73.597 |
68.060 |
|
R3 |
72.273 |
70.797 |
67.290 |
|
R2 |
69.473 |
69.473 |
67.033 |
|
R1 |
67.997 |
67.997 |
66.777 |
67.335 |
PP |
66.673 |
66.673 |
66.673 |
66.343 |
S1 |
65.197 |
65.197 |
66.263 |
64.535 |
S2 |
63.873 |
63.873 |
66.007 |
|
S3 |
61.073 |
62.397 |
65.750 |
|
S4 |
58.273 |
59.597 |
64.980 |
|
|
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% |
1.345 |
2.0% |
42% |
False |
False |
421 |
10 |
68.150 |
64.750 |
3.400 |
5.1% |
1.203 |
1.8% |
52% |
False |
False |
221 |
20 |
68.900 |
63.700 |
5.200 |
7.8% |
0.998 |
1.5% |
54% |
False |
False |
115 |
40 |
69.275 |
63.700 |
5.575 |
8.4% |
0.693 |
1.0% |
51% |
False |
False |
62 |
60 |
69.275 |
61.900 |
7.375 |
11.1% |
0.560 |
0.8% |
63% |
False |
False |
43 |
80 |
69.275 |
60.550 |
8.725 |
13.1% |
0.420 |
0.6% |
68% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.244 |
2.618 |
68.816 |
1.618 |
67.941 |
1.000 |
67.400 |
0.618 |
67.066 |
HIGH |
66.525 |
0.618 |
66.191 |
0.500 |
66.088 |
0.382 |
65.984 |
LOW |
65.650 |
0.618 |
65.109 |
1.000 |
64.775 |
1.618 |
64.234 |
2.618 |
63.359 |
4.250 |
61.931 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.376 |
66.459 |
PP |
66.232 |
66.398 |
S1 |
66.088 |
66.338 |
|